A Cox model for gradually disappearing events (Q6104957): Difference between revisions

@@ Property / DOI @@
-.1017/s0269964821000553
@@ Property / DOI: 10.1017/s0269964821000553 / rank @@
-Normal rank
@@ Property / cites work @@
+Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
+Normal rank
@@ Property / cites work @@
+A marked Cox model for the number of IBNR claims: theory
+Normal rank
@@ Property / cites work @@
+A Cox process with log-normal intensity.
@@ Property / cites work: A Cox process with log-normal intensity. / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING ASIAN OPTIONS FOR JUMP DIFFUSION
@@ Property / cites work: PRICING ASIAN OPTIONS FOR JUMP DIFFUSION / rank @@
+Normal rank
@@ Property / cites work @@
+Affine processes for dynamic mortality and actuarial valuations
+Normal rank
@@ Property / cites work @@
+Point processes and queues. Martingale dynamics
@@ Property / cites work: Point processes and queues. Martingale dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Probability theory and stochastic processes
@@ Property / cites work: Probability theory and stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model
+Normal rank
@@ Property / cites work @@
+Q3228986
@@ Property / cites work: Q3228986 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3883242
@@ Property / cites work: Q3883242 / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
+Normal rank
@@ Property / cites work @@
+Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
+Normal rank
@@ Property / cites work @@
+A risk model with renewal shot-noise Cox process
@@ Property / cites work: A risk model with renewal shot-noise Cox process / rank @@
+Normal rank
@@ Property / cites work @@
+The square-root process and Asian options
@@ Property / cites work: The square-root process and Asian options / rank @@
+Normal rank
@@ Property / cites work @@
+Laguerre Series for Asian and Other Options
@@ Property / cites work: Laguerre Series for Asian and Other Options / rank @@
+Normal rank
@@ Property / cites work @@
+A Proportional Hazards Model for the Subdistribution of a Competing Risk
+Normal rank
@@ Property / cites work @@
+Doubly stochastic Poisson processes
@@ Property / cites work: Doubly stochastic Poisson processes / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+A class of k-sample tests for comparing the cumulative incidence of a competing risk
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+Jump diffusion processes and their applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+Moments of renewal shot-noise processes and their applications
+Normal rank
@@ Property / cites work @@
+Jump diffusion transition intensities in life insurance and disability annuity
+Normal rank
@@ Property / cites work @@
+Q4779058
@@ Property / cites work: Q4779058 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting U.S. Mortality
@@ Property / cites work: Modeling and Forecasting U.S. Mortality / rank @@
+Normal rank
@@ Property / cites work @@
+Q4962323
@@ Property / cites work: Q4962323 / rank @@
+Normal rank
@@ Property / cites work @@
+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
+Normal rank
@@ Property / cites work @@
+Affine stochastic mortality
@@ Property / cites work: Affine stochastic mortality / rank @@
+Normal rank
@@ Property / cites work @@
+A multivariate claim count model for applications in insurance
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / DOI @@
+.1017/S0269964821000553
@@ Property / DOI: 10.1017/S0269964821000553 / rank @@
+Normal rank