Hongbiao Zhao

Available identifiers

Publication	Date of Publication	Type
Random variate generation for exponential and gamma tilted stable distributions	2024-08-08	Paper
Exact simulation for a class of tempered stable and related distributions	2024-08-06	Paper
A Cox model for gradually disappearing events	2023-06-16	Paper
Exact simulation of Ornstein–Uhlenbeck tempered stable processes	2021-06-28	Paper
Efficient simulation of Lévy-driven point processes	2019-12-09	Paper
Moments of renewal shot-noise processes and their applications	2018-12-14	Paper
Efficient Simulation of Clustering Jumps with CIR Intensity	2018-01-11	Paper
A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK	2017-03-30	Paper
A risk model with renewal shot-noise Cox process	2015-12-14	Paper
Exact simulation of Hawkes process with exponentially decaying intensity	2014-09-22	Paper
Ruin by dynamic contagion claims	2014-04-10	Paper
A risk model with delayed claims	2013-10-17	Paper
A dynamic contagion process	2011-10-10	Paper

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