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Moment generating function of non-Markov self-excited claims processes - MaRDI portal

Moment generating function of non-Markov self-excited claims processes (Q2665866)

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Moment generating function of non-Markov self-excited claims processes
scientific article

    Statements

    title
    Moment generating function of non-Markov self-excited claims processes (English)
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    author
    Donatien Hainaut
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    publication date
    19 November 2021
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    zbMATH Keywords
    self-excited process
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    shot noise process
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    Hawkes process
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    compound Poisson
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    contagion
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    Identifiers

    zbMATH DE Number
    7430999
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    OpenAlex ID
    W3196632907
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