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 50 items.
- Accelerating the estimation of renewal Hawkes self-exciting point processes (Q109685) (← links)
- Moment convergence of first-passage times in renewal theory (Q334018) (← links)
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme (Q597361) (← links)
- Moderate deviations for a risk model based on the customer-arrival process (Q654486) (← links)
- Risk processes with non-stationary Hawkes claims arrivals (Q708785) (← links)
- On convolution equivalence with applications (Q850761) (← links)
- Asymptotic results for perturbed risk processes with delayed claims (Q868326) (← links)
- A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- A multichannel shot noise approach to describe synaptic background activity in neurons (Q978921) (← links)
- Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions (Q984010) (← links)
- The distribution of the interval between events of a Cox process with shot noise intensity (Q1009401) (← links)
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
- Functional limit theorems for a new class of non-stationary shot noise processes (Q1688617) (← links)
- Macroscopic analysis of determinantal random balls (Q1740536) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- Is network traffic approximated by stable Lévy motion or fractional Brownian motion? (Q1872414) (← links)
- Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898) (← links)
- Sample quantiles of heavy tailed stochastic processes (Q1904544) (← links)
- Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
- Asymptotic analysis of Poisson shot noise processes, and applications (Q2066967) (← links)
- Shot-noise queueing models (Q2070672) (← links)
- Shot noise, weak convergence and diffusion approximations (Q2077868) (← links)
- Valuing options in shot noise market (Q2149143) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
- Prediction of components in random sums (Q2397965) (← links)
- Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766) (← links)
- Functional limit theorems for renewal shot noise processes with increasing response functions (Q2444631) (← links)
- Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time (Q2453866) (← links)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- Simulating the ruin probability of risk processes with delay in claim settlement (Q2485774) (← links)
- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance (Q2485795) (← links)
- Activity rates with very heavy tails (Q2490053) (← links)
- Generalized fractional Lévy processes with fractional Brownian motion limit (Q2786429) (← links)
- Large deviations for multidimensional state-dependent shot-noise processes (Q2794728) (← links)
- A Risk Model with Delayed Claims (Q2854075) (← links)
- Ruin problems under IBNR dynamics (Q2862435) (← links)
- A delayed dual risk model (Q2976125) (← links)
- Precise Large Deviations for the Actual Aggregate Loss Process (Q3182405) (← links)
- Prediction in a mixed Poisson cluster model (Q3186008) (← links)
- Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (Q3516391) (← links)
- Prediction in a Poisson cluster model (Q3578669) (← links)
- Generalized Pareto processes and fund liquidity risk (Q4554499) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Prediction in a Poisson cluster model with multiple cluster processes (Q4576757) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime (Q5013251) (← links)
