Pages that link to "Item:Q5312843"
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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):
Displayed 16 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 proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)