المؤلفون: Jang, Jiwook, Dassios, Angelos, Zhao, Hongbiao

المصدر: Jang , J , Dassios , A & Zhao , H 2018 , ' Moments of renewal shot-noise processes and their applications ' , Scandinavian Actuarial Journal , vol. 2018 , no. 8 , pp. 727-752 . https://doi.org/10.1080/03461238.2018.1452285

مصطلحات موضوعية: Renewal shot-noise processes, discounted aggregate claims, actuarial net premium, piecewise-deterministic Markov processes, martingale method, Monte Carlo exact simulation, credit risk, reliability

الاتاحة: https://researchers.mq.edu.au/en/publications/8dda29af-6655-4cc7-9189-1a67851ac242
https://doi.org/10.1080/03461238.2018.1452285
http://www.scopus.com/inward/record.url?scp=85044339989&partnerID=8YFLogxK