Pages that link to "Item:Q5312843"

The following pages link to Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts (Q5312843):

Displaying 18 items.

• A risk model with renewal shot-noise Cox process (Q896743) (← links)
• Some limit results on the Haar-Fisz transform for inhomogeneous Poisson signals (Q957473) (← links)
• Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
• Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
• A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
• Shot noise, weak convergence and diffusion approximations (Q2077868) (← links)
• Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
• A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
• Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (Q2374124) (← links)
• Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
• A dynamic contagion process (Q3173006) (← links)
• Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847) (← links)
• Particle Filters for Partially Observed Diffusions (Q3631472) (← links)
• Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
• Ruin probabilities in a Markovian shot-noise environment (Q6102052) (← links)
• Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
• Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)
• New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)