Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947)
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| Language | Label | Description | Also known as |
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| English | Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims |
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Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (English)
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28 August 2020
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diffusion approximation
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risk process
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finite-horizon ruin probability
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Hawkes processes
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