The following pages link to A dynamic contagion process (Q3173006):
Displaying 50 items.
- Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408) (← links)
- Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- Contagion and efficiency (Q960255) (← links)
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Stochastic models for the infectivity function in an infinite population of susceptible individuals (Q1658060) (← links)
- Dynamics of multivariate default system in random environment (Q1679470) (← links)
- Moderate deviations for marked Hawkes processes (Q1682738) (← links)
- Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333) (← links)
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515) (← links)
- A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
- Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
- Pricing power exchange options with Hawkes jump diffusion processes (Q2031319) (← links)
- Financial contagion through space-time point processes (Q2059116) (← links)
- Surrender contagion in life insurance (Q2103054) (← links)
- Cluster point processes and Poisson thinning INARMA (Q2121089) (← links)
- Moments for Hawkes processes with gamma decay kernel functions (Q2157395) (← links)
- Fractional Hawkes processes (Q2164927) (← links)
- Modelling of limit order books by general compound Hawkes processes with implementations (Q2241518) (← links)
- Recursive computation of the Hawkes cumulants (Q2244575) (← links)
- Limit theorems for an inverse Markovian Hawkes process (Q2273737) (← links)
- Limit theorems for discrete Hawkes processes (Q2344892) (← links)
- Alpha-CIR model with branching processes in sovereign interest rate modeling (Q2364536) (← links)
- Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (Q2374124) (← links)
- Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
- Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
- Ruin by dynamic contagion claims (Q2444709) (← links)
- Time-consistent evaluation of credit risk with contagion (Q2667125) (← links)
- Transform analysis for point processes and applications in credit risk (Q2851562) (← links)
- A risk model with delayed claims (Q2854075) (← links)
- Central limit theorem for nonlinear Hawkes processes (Q2854079) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- An elementary derivation of moments of Hawkes processes (Q3298815) (← links)
- Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- Infinite-server queues with Hawkes input (Q4555298) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Modeling Memory Effects in Activity-Driven Networks (Q4562428) (← links)
- Contagion (Q4949575) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- An extension of Hawkes processes with ephemeral nearest effects (Q4998027) (← links)
- (Q5001931) (← links)
- A Novel Point Process Model for COVID-19: Multivariate Recursive Hawkes Process (Q5049736) (← links)
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
- Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
- Numerical method for means of linear Hawkes processes (Q5077453) (← links)
- An ephemerally self-exciting point process (Q5084789) (← links)
- Partial self-exciting point processes and their parameter estimations (Q5087967) (← links)
- Queues Driven by Hawkes Processes (Q5113884) (← links)
