Pages that link to "Item:Q2665846"
From MaRDI portal
The following pages link to Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846):
Displaying 8 items.
- Risk processes with non-stationary Hawkes claims arrivals (Q708785) (← links)
- Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947) (← links)
- Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance (Q2684927) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
- Multivariate self-exciting jump processes with applications to financial data (Q6103234) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- Fast and asymptotically efficient estimation in the Hawkes processes (Q6134372) (← links)
- Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times (Q6164703) (← links)
