Moments of renewal shot-noise processes and their applications-Reference-Cited by-同舟云学术

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Moments of renewal shot-noise processes and their applications

Published:2018-03-20 Issue:8 Volume:2018 Page:727-752
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Jang Jiwook¹,Dassios Angelos²,Zhao Hongbiao³⁴^ORCID

Affiliation:

1. Faculty of Business and Economics, Department of Actuarial Studies and Business Analytics, Macquarie University, Sydney, Australia.

2. Department of Statistics, London School of Economics, London, UK.

3. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China.

4. Shanghai Institute of International Finance and Economics, Shanghai, China.

Funder

National Natural Science Foundation of China

Shanghai University of Finance and Economics

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2018.1452285

Reference58 articles.

1. The Fourier-series method for inverting transforms of probability distributions

2. Numerical Inversion of Laplace Transforms of Probability Distributions

3. A Unified Framework for Numerically Inverting Laplace Transforms

4. Ruin probabilities and aggregrate claims distributions for shot noise Cox processes

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