Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333): Difference between revisions

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+https://doi.org/10.1016/j.jmaa.2018.04.039
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+W2796507241
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+A dynamic contagion process
@@ Property / cites work: A dynamic contagion process / rank @@
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+Ruin by dynamic contagion claims
@@ Property / cites work: Ruin by dynamic contagion claims / rank @@
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+Q4391441
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+Affine processes and applications in finance
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+Affine Point Processes and Portfolio Credit Risk
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+Limit theorems for Markovian Hawkes processes with a large initial intensity
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+Some asymptotic results for nonlinear Hawkes processes
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+Large deviations and applications for Markovian Hawkes processes with a large initial intensity
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+Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
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+Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
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+Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range
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+Limit Theorems for Marked Hawkes Processes with Application to a Risk Model
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+Risk processes with non-stationary Hawkes claims arrivals
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+Q3341599
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+Large deviations
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+Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity
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+Asymptotic analysis for affine point processes with large initial intensity
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+Central Limit Theorem for Nonlinear Hawkes Processes
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+Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
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+Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps
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+Large deviations for Markovian nonlinear Hawkes processes
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+Publication:1748333