Pages that link to "Item:Q708785"
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The following pages link to Risk processes with non-stationary Hawkes claims arrivals (Q708785):
Displayed 35 items.
- Locally stationary Hawkes processes (Q271846) (← links)
- A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
- Process-level large deviations for nonlinear Hawkes point processes (Q405494) (← links)
- Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
- Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
- Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333) (← links)
- A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
- Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- Moments for Hawkes processes with gamma decay kernel functions (Q2157395) (← links)
- A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (Q2176372) (← links)
- Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947) (← links)
- Transform approach for discounted aggregate claims in a risk model with descendant claims (Q2212272) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Large deviations for Markovian nonlinear Hawkes processes (Q2341624) (← links)
- Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
- Ruin by dynamic contagion claims (Q2444709) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- Moment generating function of non-Markov self-excited claims processes (Q2665866) (← links)
- Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps (Q2923430) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes (Q3102884) (← links)
- A dynamic contagion process (Q3173006) (← links)
- Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (Q3194561) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- Asymptotic analysis for affine point processes with large initial intensity (Q4615660) (← links)
- RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS (Q5051222) (← links)
- On the total claim amount for marked Poisson cluster models (Q5203948) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
- The Cramér-Lundberg model with a fluctuating number of clients (Q6072261) (← links)
- Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
- Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources (Q6115890) (← links)
- Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times (Q6164703) (← links)