Ruin probabilities and aggregate claims distributions for shot noise Cox processes

Hansjörg Albrecher, Sören Asmussen

Research output: Contribution to journalArticleResearch

Original languageEnglish
Pages (from-to)86-110
JournalScandinavian Actuarial Journal
Issue number2
Publication statusPublished - 2006

Cite this

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

In: Scandinavian Actuarial Journal, No. 2, 2006, p. 86-110.

Research output: Contribution to journalArticleResearch

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year = "2006",
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issn = "0346-1238",
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AU - Albrecher, Hansjörg

AU - Asmussen, Sören

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M3 - Article

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EP - 110

JO - Scandinavian Actuarial Journal

JF - Scandinavian Actuarial Journal

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