Risk processes with non-stationary Hawkes claims arrivals (Q708785)
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scientific article; zbMATH DE number 5800277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk processes with non-stationary Hawkes claims arrivals |
scientific article; zbMATH DE number 5800277 |
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Risk processes with non-stationary Hawkes claims arrivals (English)
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14 October 2010
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Hawkes processes
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importance sampling
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large deviations
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Poisson cluster processes
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ruin probabilities
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