Moment generating function of non-Markov self-excited claims processes (Q2665866)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment generating function of non-Markov self-excited claims processes |
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Moment generating function of non-Markov self-excited claims processes (English)
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19 November 2021
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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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