Pages that link to "Item:Q1888898"
From MaRDI portal
The following pages link to Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898):
Displaying 9 items.
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
- Securitization of motor insurance loss rate risks (Q1003816) (← links)
- Managing risks from climate impacted hazards -- the value of investment flexibility under uncertainty (Q1744490) (← links)
- A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
- Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766) (← links)
- A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Precise deviations for Cox processes with a shot noise intensity (Q5077947) (← links)
