Ruin probabilities and aggregrate claims distributions for shot noise Cox processes

By Hansjörg Albrecher *, Søren Asmussen c. 2006

80 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b51a90d70a786e733c41031ef7b5f2e847be0487

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Giovanni Luca Torrisi
2. Lingjiong Zhu

In Statistics and Probability

1. Giovanni Luca Torrisi

Citations in the corpus

• Risk Processes with Non-stationary Hawkes Claims Arrivals (2010, background): “R(t)}, in Albrecher and Asmussen (2006) where the homogeneous Poisson process which describes the occurrence of the so-called “normal” claims is empty, the stochastic process which describes the initial conditions is equal to 0, and the stochastic intensity of the shot-noise Cox process does not dep”