Editorial
- 作者Hans U Gerber; Marc Goovaerts; Rob Kaas; Elias S.W Shiu
- 卷第35卷
- 期第1期
- 印刷ISSN0167-6687
- 文件大小22.39KB
- 发表时间2004
- DOI10.1016/j.insmatheco.2004.07.008
Lundberg parameters for non standard risk processesMacci, Claudio; Stabile, Gabriele; Luca Torrisi, Giovanni · Scandinavian Actuarial Journal · 2005
SAMPLE PATH LARGE DEVIATIONS FOR ORDER STATISTICSKEN R. DUFFY, CLAUDIO MACCI and GIOVANNI LUCA TORRISI · Journal of Applied Probability · 2011
Sample Path Large Deviations for Order StatisticsDuffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca · Journal of Applied Probability · 2011
Sample Path Large Deviations for Order StatisticsDuffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca · Journal of Applied Probability · 2011
On the large deviations of a class of modulated additive processesDuffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca · ESAIM: Probability and Statistics · 2011
Risk processes with shot noise Cox claim number process and reserve dependent premium rateClaudio Macci; Giovanni Luca Torrisi · 2011