A bivariate shot noise self-exciting process for insurance (Q2015619)
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scientific article; zbMATH DE number 6306897
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A bivariate shot noise self-exciting process for insurance |
scientific article; zbMATH DE number 6306897 |
Statements
A bivariate shot noise self-exciting process for insurance (English)
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23 June 2014
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bivariate shot noise self-exciting process
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Hawkes process
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piecewise deterministic Markov process
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martingale methodology
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insurance premium
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0.8045467138290405
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0.7991820573806763
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0.7959403395652771
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0.7910608649253845
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0.7904669046401978
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