Multivariate claim processes with rough intensities: properties and estimation (Q2682990)

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Multivariate claim processes with rough intensities: properties and estimation
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    Multivariate claim processes with rough intensities: properties and estimation (English)
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    1 February 2023
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    fractional Brownian motion
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    rough volatility
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    Cox process
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    compound Poisson process
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    cyber-risk
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