Pages that link to "Item:Q2015621"

The following pages link to Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621):

Displaying 27 items.

• Locally stationary Hawkes processes (Q271846) (← links)
• Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408) (← links)
• A risk model with renewal shot-noise Cox process (Q896743) (← links)
• Moderate deviations for marked Hawkes processes (Q1682738) (← links)
• Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
• Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333) (← links)
• Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515) (← links)
• Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
• Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947) (← links)
• Transform approach for discounted aggregate claims in a risk model with descendant claims (Q2212272) (← links)
• Precise deviations for Hawkes processes (Q2214245) (← links)
• Limit theorems for an inverse Markovian Hawkes process (Q2273737) (← links)
• Large deviations for Markovian nonlinear Hawkes processes (Q2341624) (← links)
• Limit theorems for discrete Hawkes processes (Q2344892) (← links)
• Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
• Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
• Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times (Q2667602) (← links)
• Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← links)
• Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps (Q2923430) (← links)
• A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
• Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (Q3194561) (← links)
• (Q5001931) (← links)
• On the total claim amount for marked Poisson cluster models (Q5203948) (← links)
• (Q5242986) (← links)
• Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128) (← links)
• POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
• Asymptotic results for a class of Markovian self-exciting processes (Q6088842) (← links)