Article

Brignone, R., Kyriakou, I. ORCID: 0000-0001-9592-596X and 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.

Software

Kyriakou, I. ORCID: 0000-0001-9592-596X, Brignone, R. and Fusai, G. ORCID: 0000-0001-9215-2586 Unified moment-based modelling of integrated stochastic processes