Jianming Bai, Fanghui Liu. Shock Models Driven by a Cluster Process with Lévy Perturbation and their Applications in Insurance Risk. In Lean Yu, Guoxing Zhang, Shouyang Wang, editors, Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012. pages 609-613, IEEE, 2012. [doi]
Abstract is missing.