Pages that link to "Item:Q896743"
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The following pages link to A risk model with renewal shot-noise Cox process (Q896743):
Displaying 14 items.
- Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (Q439235) (← links)
- A new aspect of a risk process and its statistical inference (Q1003819) (← links)
- The distribution of the interval between events of a Cox process with shot noise intensity (Q1009401) (← links)
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
- On double-boundary non-crossing probability for a class of compound processes with applications (Q2282550) (← links)
- A new uncertain insurance model with variational lower limit (Q2397863) (← links)
- Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766) (← links)
- Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← links)
- Risk model with change-point claims process (Q3131698) (← links)
- (Q3373434) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Ruin probabilities in a Markovian shot-noise environment (Q6102052) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)
