Pages that link to "Item:Q2015619"
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The following pages link to A bivariate shot noise self-exciting process for insurance (Q2015619):
Displaying 14 items.
- The distribution of the interval between events of a Cox process with shot noise intensity (Q1009401) (← links)
- Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity (Q1424705) (← links)
- Household lifetime strategies under a self-contagious market (Q2028777) (← links)
- Infinitely stochastic micro reserving (Q2234749) (← links)
- Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (Q2374124) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- Moment generating function of non-Markov self-excited claims processes (Q2665866) (← links)
- Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance (Q2684927) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
- Quasi-likelihood estimation in volatility models for semi-continuous time series (Q6636843) (← links)
- Multivariate Hawkes process allowing for common shocks (Q6650757) (← links)
- Point process modeling through a mixture of homogeneous and self-exciting processes (Q6668594) (← links)
