Compound multivariate Hawkes processes: large deviations and rare event simulation (Q6896800)
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scientific article; zbMATH DE number 8124698
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| English | Compound multivariate Hawkes processes: large deviations and rare event simulation |
scientific article; zbMATH DE number 8124698 |
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Compound multivariate Hawkes processes: large deviations and rare event simulation (English)
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21 November 2025
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compound Hawkes processes
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large deviations
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mutual excitation
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rare event simulation
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ruin probability
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