Pages that link to "Item:Q1424705"
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The following pages link to Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity (Q1424705):
Displaying 31 items.
- Sensitivity Analysis of Catastrophe Bond Price Under the Hull–White Interest Rate Model (Q2960558) (← links)
- Pricing the credit default swap rate for jump diffusion default intensity processes (Q3063847) (← links)
- A dynamic contagion process (Q3173006) (← links)
- An elementary derivation of moments of Hawkes processes (Q3298815) (← links)
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847) (← links)
- A SHOT NOISE MODEL FOR FINANCIAL ASSETS (Q3520395) (← links)
- CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- A New Approach to Maintenance Optimization by Modeling Intensity Control (Q4562188) (← links)
- Ruin probabilities in multivariate risk models with periodic common shock (Q4575458) (← links)
- Shot-Noise Processes in Finance (Q4609026) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- Two queues with time-limited polling and workload-dependent service speeds (Q4998024) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
- Precise deviations for Cox processes with a shot noise intensity (Q5077947) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090) (← links)
- A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts (Q5312843) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
- Ruin probabilities in a Markovian shot-noise environment (Q6102052) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)
- Pricing cumulative loss derivatives under additive models via Malliavin calculus (Q6194623) (← links)
- Optimal dividend strategies for a catastrophe insurer (Q6581631) (← links)
- Pricing airbag option via first passage time approach (Q6592293) (← links)
- Exact Bayesian Inference for Diffusion-Driven Cox Processes (Q6631689) (← links)
