Author:
Dassios Angelos,Jang Jiwook,Zhao Hongbiao
Funder
National Natural Science Foundation of China
Xiamen University
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference40 articles.
1. Ruin probabilities and aggregate claims distributions for shot noise Cox processes;Albrecher;Scand. Actuar. J.,2006
2. Conjugate processes and the simulation of ruin problems;Asmussen;Stochastic Process. Appl.,1985
3. Simulation of ruin probabilities for subexponential claims;Asmussen;Astin Bull.,1997
4. Stochastic Simulation: Algorithms and Analysis;Asmussen,2007
5. Risk Theory;Beard,1984
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献