A bivariate shot noise self-exciting process for insurance (Q2015619): Difference between revisions
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Revision as of 13:05, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bivariate shot noise self-exciting process for insurance |
scientific article |
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A bivariate shot noise self-exciting process for insurance (English)
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23 June 2014
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bivariate shot noise self-exciting process
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Hawkes process
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piecewise deterministic Markov process
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martingale methodology
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insurance premium
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