On a Risk Model With Dual Seasonalities
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- scientific article; zbMATH DE number 2147965
Cites work
- Empirical bounds for ruin probabilities
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
- Loss models. From data to decisions
- On A Surplus Process Under A Periodic Environment
- On the Time Value of Ruin
- Properties of distortion risk measures
- Rare Event Simulation using Monte Carlo Methods
- Risk theory in a Markovian environment
- Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
- Trend analysis and prediction procedures for time nonhomogeneous claim processes
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