Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (Q439235)
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scientific article; zbMATH DE number 6062802
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| English | Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity |
scientific article; zbMATH DE number 6062802 |
Statements
Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (English)
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1 August 2012
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exponential martingale
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large deviations
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Cox process
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Poisson shot noise
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0.8329548835754395
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0.8311715126037598
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0.8151786923408508
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0.8042139410972595
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