Pages that link to "Item:Q1413360"

The following pages link to A Cox process with log-normal intensity. (Q1413360):

Displaying 9 items.

• Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process (Q342132) (← links)
• Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
• Model-based clustering of count processes (Q2236763) (← links)
• Estimating doubly stochastic Poisson process with affine intensities by Kalman filter (Q2516623) (← links)
• CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851) (← links)
• Log-Gaussian Cox processes in infinite-dimensional spaces (Q4606866) (← links)
• A discrete-time risk model with Poisson ARCH claim-number process (Q5077476) (← links)
• Joint distributions of some actuarial random vectors for the Cox risk model (Q5414513) (← links)
• A Cox model for gradually disappearing events (Q6104957) (← links)