A risk model with renewal shot-noise Cox process (Q896743)
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scientific article; zbMATH DE number 6520852
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| English | A risk model with renewal shot-noise Cox process |
scientific article; zbMATH DE number 6520852 |
Statements
A risk model with renewal shot-noise Cox process (English)
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14 December 2015
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risk model
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ruin probability
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renewal shot-noise Cox process
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piecewise-deterministic Markov process
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martingale method
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importance sampling
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change of probability measure
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rare-event simulation
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0.88092977
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0.8764586
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0.8706735
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0.87055176
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0.8675541
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0.8661693
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0.86591136
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