Pages that link to "Item:Q5165007"
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The following pages link to Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data (Q5165007):
Displaying 7 items.
- Trend analysis and prediction procedures for time nonhomogeneous claim processes (Q1329408) (← links)
- New Folded Models for the Log-Transformed Norwegian Fire Claim Data (Q2796943) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
- On a Risk Model With Dual Seasonalities (Q6107673) (← links)
- Applications of the classical compound Poisson model with claim sizes following a compound distribution (Q6163059) (← links)
- Normal approximation for fire incident simulation using permanental Cox processes (Q6164848) (← links)
- Pricing cumulative loss derivatives under additive models via Malliavin calculus (Q6194623) (← links)
