A bivariate shot noise self-exciting process for insurance (Q2015619): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.08.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2041737033 / rank | |||
Normal rank | |||
Revision as of 02:13, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bivariate shot noise self-exciting process for insurance |
scientific article |
Statements
A bivariate shot noise self-exciting process for insurance (English)
0 references
23 June 2014
0 references
bivariate shot noise self-exciting process
0 references
Hawkes process
0 references
piecewise deterministic Markov process
0 references
martingale methodology
0 references
insurance premium
0 references
