A stochastic model for evaluating the peaks of commodities' returns

DOI10.1002/ASMB.2790MaRDI QIDQ6581591zbMATH OpenFDO

Authors Roy Cerqueti, Raffaele Mattera, Alessandro Ramponi

Publication date 30 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

point processescommodity returnsstochastic invariance of the spatial mixed Poisson processes

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 1257656 (Why is no real title available?)
• scientific article; zbMATH DE number 786469 (Why is no real title available?)
• scientific article; zbMATH DE number 879778 (Why is no real title available?)
• A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
• An introduction to the theory of point processes
• On the Behaviour of Commodity Prices

Cited in

(1)

• Probabilistic and statistical methods in commodity risk management

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