Pages that link to "Item:Q2665866"
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The following pages link to Moment generating function of non-Markov self-excited claims processes (Q2665866):
Displaying 6 items.
- Explicit moments for a class of micro-models in non-life insurance (Q2010902) (← links)
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- Multivariate claim processes with rough intensities: properties and estimation (Q2682990) (← links)
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
- A mutually exciting rough jump-diffusion for financial modelling (Q6495741) (← links)
- Affine Heston model style with self-exciting jumps and long memory (Q6536770) (← links)