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Brignone, R., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G.
ORCID: 0000-0001-9215-2586 (2020).
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models.
Insurance: Mathematics and Economics, 96,
pp. 232-247.
Kyriakou, I. ORCID: 0000-0001-9592-596X, Brignone, R. & Fusai, G.
ORCID: 0000-0001-9215-2586
Unified moment-based modelling of integrated stochastic processes