Ruin probabilities and aggregrate claims distributions for shot noise Cox processes

DOI10.1080/03461230600630395zbMath1129.91022OpenAlexW1977023568MaRDI QIDQ3440847

Soren Asmussen, Hansjoerg Albrecher

Publication date: 29 May 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230600630395

zbMATH Keywords

phase-type distributionlarge deviationsruin probabilitiesaggregate claims distributionsshot noise Cox processes

Mathematics Subject Classification ID

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