Ruin probabilities and aggregate claims distributions for shot noise Cox processes

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	86-110
Journal	Scandinavian Actuarial Journal
Issue number	2
Publication status	Published - 2006

Cite this

@article{7d0d49424e2a449ba92a6a01655e68f8,

title = "Ruin probabilities and aggregate claims distributions for shot noise Cox processes",

author = "Hansj{\"o}rg Albrecher and S{\"o}ren Asmussen",

year = "2006",

language = "English",

pages = "86--110",

journal = "Scandinavian Actuarial Journal",

publisher = "Taylor and Francis Ltd.",

number = "2",

}