Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
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Publication:2015621
DOI10.1016/j.insmatheco.2013.08.008zbMath1290.91107arXiv1304.1940OpenAlexW2963002972MaRDI QIDQ2015621
Publication date: 23 June 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.1940
subexponential distributionsnon-stationary processesHawkes processesruin probabilitiesrisk processesshot noise processesself-correcting point processes
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