Pages that link to "Item:Q2195947"
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The following pages link to Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947):
Displaying 8 items.
- Risk processes with non-stationary Hawkes claims arrivals (Q708785) (← links)
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
- Ruin by dynamic contagion claims (Q2444709) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- Limit theorems for a discrete-time marked Hawkes process (Q2667603) (← links)
- Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance (Q2684927) (← links)
- Diffusion approximations for insurance risk processes (Q2803403) (← links)
- Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times (Q6164703) (← links)