Pages that link to "Item:Q2970318"
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The following pages link to A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318):
Displaying 8 items.
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- Cluster point processes and Poisson thinning INARMA (Q2121089) (← links)
- Testing the causality of Hawkes processes with time reversal (Q4964526) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES (Q5148006) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← 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)
