Explosive Poisson shot noise processes with applications to risk reserves
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Publication:1903607
DOI10.2307/3318683zbMath0842.60030OpenAlexW2010463282MaRDI QIDQ1903607
Thomas Mikosch, Claudia Klüppelberg
Publication date: 12 December 1995
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1186078364
Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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