The following pages link to Ruin by dynamic contagion claims (Q2444709):
Displaying 17 items.
- Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data (Q1655591) (← 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)
- A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
- Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
- Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)
- Optimal dividend strategies for a catastrophe insurer (Q6581631) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
