Risk process approximation with mixing
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Publication:2284435
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Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
- An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums
- Approximation of the risk process -- a survey
- Aspects of risk theory
- Diffusion approximations in collective risk theory
- Exact likelihood ratio testing for homogeneity of the exponential distribution
- Explicit ruin formulas for models with dependence among risks
- Generalized Poisson Models and their Applications in Insurance and Finance
- Limit theorems for occupation times of Markov processes
- Mixed Poisson process with Pareto mixing variable and its risk applications
- Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics
- Random Time-Changed Extremal Processes
- Risk processes with random interest rates
- Size and Power of Recent Tests for Homogeneity in Exponential Mixtures
- Stable Lévy motion approximation in collective risk theory
- Stochastic-Process Limits
Cited in
(8)- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
- Stochastic reserving using policyholder information via EM algorithm
- Value-at-risk via mixture distributions reconsidered
- Approximation of the risk process -- a survey
- A ruin model with a resampled environment
- Mixed Poisson process with Pareto mixing variable and its risk applications
- Approximating the classical risk process by stable Lévy motion
- Mixed fractional risk process
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