Precise deviations for Cox processes with a shot noise intensity
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Publication:5077947
Cites work
- scientific article; zbMATH DE number 3114766 (Why is no real title available?)
- scientific article; zbMATH DE number 3688413 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
- An insensitivity property of Lundberg's estimate for delayed claims
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- Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity
- Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance
- Large Deviations of Poisson Cluster Processes
- Large deviations for risk processes with reinsurance
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Large deviations of heavy-tailed sums with applications in insurance
- Lévy-based Cox point processes
- Mod-\(\Phi\) convergence. Normality zones and precise deviations
- Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
- Precise Large Deviations for the Actual Aggregate Loss Process
- Precise large deviations for sums of random variables with consistently varying tails
- Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
- Shot noise Cox processes
- Simulating the ruin probability of risk processes with delay in claim settlement
- Statistical Analysis and Modelling of Spatial Point Patterns
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