Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846)
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| Language | Label | Description | Also known as |
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| English | Hawkes processes in insurance: risk model, application to empirical data and optimal investment |
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Hawkes processes in insurance: risk model, application to empirical data and optimal investment (English)
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19 November 2021
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Hawkes process
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general compound Hawkes process
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risk model
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FCLT
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diffusion approximation
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optimal investment for insurers
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incomplete market
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