A bivariate shot noise self-exciting process for insurance (Q2015619): Difference between revisions

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Latest revision as of 16:37, 8 July 2024

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A bivariate shot noise self-exciting process for insurance
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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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