Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications
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- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance
- Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
- Large deviations of heavy-tailed sums with applications in insurance
- Limiting properties of Poisson shot noise processes
- Lundberg parameters for non standard risk processes
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- Sample path large deviations principles for Poisson shot noise processes, and applications
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- Regular variation of a random length sequence of random variables and application to risk assessment
- A bivariate shot noise self-exciting process for insurance
- scientific article; zbMATH DE number 7708735 (Why is no real title available?)
- Asymptotic analysis of Poisson shot noise processes, and applications
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