scientific article; zbMATH DE number 3050474
From MaRDI portal
Publication:5790734
Cited in
(16)- The hitting time for a Cox risk process
- A modified insurance risk process with uncertainty
- Regime-Switching Periodic Models For Claim Counts
- Risk model with fuzzy random individual claim amount
- A marked Cox model for the number of IBNR claims: estimation and application
- Study of a risk model based on the entrance process
- The general principle for precise large deviations of heavy-tailed random sums
- Die Untersuchung der Zufallsschwankungen in den Jahres: ergebnissen einer Versicherungsgesellschaft mit Hilfe der kollektiven Risikotheorie
- A marked Cox model for the number of IBNR claims: theory
- The mean chance of ultimate ruin time in random fuzzy insurance risk model
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
- Risk models with premiums adjusted to claims number
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
- Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions
- Urnenmodelle und ihre Anwendung in der Versicherungsmathematik
- Über die risikotheoretischen Grenzen der Versicherbarkeit
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5790734)