Point processes in statistical risk analysis

DOI10.1365/S13291-013-0078-YMaRDI QIDQ2443848zbMATH OpenOpenAlexFDO

Authors Winfried Stute

Publication date 8 April 2014

Published in Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1365/s13291-013-0078-y

zbMATH Keywords

hazard functionKaplan-Meier estimatorpoint processesself-exciting phenomena

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Order statistics; empirical distribution functions (62G30) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Operations research and management science (90Bxx)

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Cited in

(2)

• Point Estimation on Relative Risk under Inverse Sampling
• Ereignisrisiko

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