A bivariate shot noise self-exciting process for insurance (Q2015619)
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scientific article; zbMATH DE number 6306897
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| English | A bivariate shot noise self-exciting process for insurance |
scientific article; zbMATH DE number 6306897 |
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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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