Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
Hansjörg Albrecher Artikkel Engelsk
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*0011414249 *008060628s2006 xx# 000 0 eng *019 $bk *08230$a330.0151 *100 $aAlbrecher, Hansjörg$uJohann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Linz, Austria ; Graz University of Technology, Graz, Austria ; albrecher@TUGraz.at$_157810900 *245 $aRuin probabilities and aggregrate claims distributions for shot noise Cox processes *300 $aS. [86]-110 *500 $aVitenskapelig artikkel *5208 $aInneholder sammendrag *650 $aerstatningskrav$9nor$2norart$_133979700 *650 $arisikomodeller$9nor$2norart$_151664000 *653 $aAdative premium rule$9eng$_159289600 *653 $aCramér-Lundberg approximation$9eng$_159289700 *653 $aGärtner-Ellis theorem$9eng$_159289800 *653 $aadjustment coefficient$9eng$_159289900 *653 $aconvex ordering$9eng$_159290000 *653 $aexponential change of measure$9eng$_159290100 *653 $alarge deviations$9eng$_158780100 *653 $aphase-type distribution$9eng$_158781000 *653 $asaddlepoint approximation$9eng$_159290200 *653 $asubexponential distribution$9eng$_159290300 *700 $aAsmussen, Søren$uUniversity of Aarhus, Aarhus, Denmark$_159290400 *773 $tScandinavian actuarial journal$gNo. 2 (2006)$x0346-1238$w(NO-LaBS)941286(tnr) *999 $z600390784$anorart:600390784 ^