Pages that link to "Item:Q2665846"
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The following pages link to Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846):
Displaying 4 items.
- Multivariate self-exciting jump processes with applications to financial data (Q6103234) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- Fast and asymptotically efficient estimation in the Hawkes processes (Q6134372) (← links)
- Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times (Q6164703) (← links)
