Pages that link to "Item:Q5697330"
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The following pages link to Estimating value-at-risk: a point process approach (Q5697330):
Displayed 9 items.
- Risk processes with non-stationary Hawkes claims arrivals (Q708785) (← links)
- A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
- Limit theorems for nearly unstable Hawkes processes (Q2341626) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- A dynamic contagion process (Q3173006) (← links)
- Large Deviations of Poisson Cluster Processes (Q3548758) (← links)
- Intensity‐based estimation of extreme loss event probability and value at risk (Q5414534) (← links)
- Extreme value theory versus traditional GARCH approaches applied to financial data: a comparative evaluation (Q5746742) (← links)