Pages that link to "Item:Q1903607"
From MaRDI portal
The following pages link to Explosive Poisson shot noise processes with applications to risk reserves (Q1903607):
Displaying 13 items.
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
- Sample path large deviations for the multiplicative Poisson shot noise process with compensation (Q5086636) (← links)
- Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises (Q5119414) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- On Scaling Limits of Power Law Shot-Noise Fields (Q5256321) (← links)
- Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts (Q5312843) (← links)
- Lundberg parameters for non standard risk processes (Q5430558) (← links)
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
- Power spectra of random spike fields and related processes (Q5475385) (← links)
- (Q6167149) (← links)
- Asymptotics for the critical level and a strong invariance principle for high intensity shot noise fields (Q6187886) (← links)
- Diffusion approximations for self-excited systems with applications to general branching processes (Q6591583) (← links)
- Sample path moderate deviations for shot noise processes in the high intensity regime (Q6615479) (← links)
