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Ruin probabilities in a Markovian shot-noise environment
- Part of
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- Journal:
- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
- Published online by Cambridge University Press:
- 11 November 2022, pp. 542-556
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- June 2023
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5 - Martingale Representations and Girsanov Transformations
- from Part I - Point Processes
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- Book:
- Point Processes and Jump Diffusions
- Published online:
- 27 May 2021
- Print publication:
- 17 June 2021, pp 43-55
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Rarefactions of compound point processes
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- Journal:
- Journal of Applied Probability / Volume 21 / Issue 4 / December 1984
- Published online by Cambridge University Press:
- 14 July 2016, pp. 710-719
- Print publication:
- December 1984
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