Asymptotic results for perturbed risk processes with delayed claims
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference16 articles.
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3. A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain;Baldi;Statistics and Probability Letters,1999
4. Brémaud, P., 1981. Point Processes and Queues. Martingale Dynamics. Springer-Verlag, New York.
5. Brémaud, P., 1999. Unpublished manuscript.
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