Risk Processes with Non-stationary Hawkes Claims Arrivals
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-008-9110-6.pdf
Reference26 articles.
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2. Asmussen S (2000) Ruin probabilities. World Scientific, Singapore
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4. Brémaud P (1981) Point processes and queues. Springer, New York
5. Brémaud P (2000) An insensitivity property of Lundberg’s estimate for delayed claims. J Appl Probab 37:914–917
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