Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846)
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scientific article; zbMATH DE number 7430983
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| English | Hawkes processes in insurance: risk model, application to empirical data and optimal investment |
scientific article; zbMATH DE number 7430983 |
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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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0.837226927280426
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0.8361156582832336
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0.8012159466743469
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0.7889620661735535
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0.7848952412605286
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