Multivariate claim processes with rough intensities: properties and estimation (Q2682990)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate claim processes with rough intensities: properties and estimation |
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Multivariate claim processes with rough intensities: properties and estimation (English)
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1 February 2023
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fractional Brownian motion
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rough volatility
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Cox process
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compound Poisson process
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cyber-risk
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