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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars:Large deviations in random interlacements IV: the entropic repulsion phenomenon and other types of large deviations
随机交错 大偏差 熵斥力现象 大偏差
2023/5/8
Ruin Probabilities in Cox Risk Models with Different Types of Claims
Cox risk model ruin probability Markov process infinitesimal generator
2007/12/11
In this paper we consider risk processes with two classes of business in which the two claim-number processes are dependent Cox processes. We first assume that the two claim-number processes have a tw...