Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
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Publication:5165007
DOI10.1080/10920277.2019.1703752zbMath1481.91160OpenAlexW3003221530MaRDI QIDQ5165007
José Carlos Araujo-Acuna, Jan Beirlant, Hansjoerg Albrecher
Publication date: 15 November 2021
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2019.1703752
Applications of statistics to actuarial sciences and financial mathematics (62P05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial mathematics (91G05)
Related Items (4)
A Cox model for gradually disappearing events ⋮ On a Risk Model With Dual Seasonalities ⋮ Applications of the classical compound Poisson model with claim sizes following a compound distribution ⋮ Pricing cumulative loss derivatives under additive models via Malliavin calculus
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