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Ruin probabilities and aggregate claims distributions for shot noise Cox processes

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Ruin probabilities and aggregate claims distributions for shot noise Cox processes. / Asmussen, Søren; Albrecher, H.

I: Scand. Art. J., Bind 2006, 2006, s. 86-110.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

Harvard

Asmussen, S & Albrecher, H 2006, 'Ruin probabilities and aggregate claims distributions for shot noise Cox processes', Scand. Art. J., bind 2006, s. 86-110.

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Author

Asmussen, Søren ; Albrecher, H. / Ruin probabilities and aggregate claims distributions for shot noise Cox processes. I: Scand. Art. J. 2006 ; Bind 2006. s. 86-110.

Bibtex

@article{0b9f5120ba9711dbbee902004c4f4f50,
title = "Ruin probabilities and aggregate claims distributions for shot noise Cox processes",
author = "S{\o}ren Asmussen and H. Albrecher",
year = "2006",
language = "English",
volume = "2006",
pages = "86--110",
journal = "Scand. Art. J.",

}

RIS

TY - JOUR

T1 - Ruin probabilities and aggregate claims distributions for shot noise Cox processes

AU - Asmussen, Søren

AU - Albrecher, H.

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 2006

SP - 86

EP - 110

JO - Scand. Art. J.

JF - Scand. Art. J.

ER -