A risk model with renewal shot-noise Cox process
Keywords: شبیه سازی رویداد نادر; G22; C10; C60; primary; 91B30; secondary; 60J75; 65C05; Risk model; Ruin probability; Renewal shot-noise Cox process; Piecewise-deterministic Markov process; Martingale method; Importance sampling; Change of probability measure; Rare-event simulation;