Pages that link to "Item:Q2684927"
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The following pages link to Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance (Q2684927):
Displaying 3 items.
- A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)