Multivariate claim processes with rough intensities: properties and estimation
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Publication:2682990
DOI10.1016/J.INSMATHECO.2022.08.010OpenAlexW4293581364MaRDI QIDQ2682990
Publication date: 1 February 2023
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.08.010
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