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Lundberg parameters for non standard risk processesMacci, Claudio; Stabile, Gabriele; Luca Torrisi, Giovanni · Scandinavian Actuarial Journal · 2005
SAMPLE PATH LARGE DEVIATIONS FOR ORDER STATISTICSKEN R. DUFFY, CLAUDIO MACCI and GIOVANNI LUCA TORRISI · Journal of Applied Probability · 2011
Sample Path Large Deviations for Order StatisticsDuffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca · Journal of Applied Probability · 2011
On the large deviations of a class of modulated additive processesDuffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca · ESAIM: Probability and Statistics · 2011
Risk processes with shot noise Cox claim number process and reserve dependent premium rateClaudio Macci; Giovanni Luca Torrisi · 2011