A stochastic model for evaluating the peaks of commodities' returns

DOI10.1002/ASMB.2790MaRDI QIDQ6581591FDOQ6581591

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)

zbMATH Keywords

point processescommodity returnsstochastic invariance of the spatial mixed Poisson processes

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• An introduction to the theory of point processes
• Title not available (Why is that?)
• On the Behaviour of Commodity Prices
• Title not available (Why is that?)
• Title not available (Why is that?)
• A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts

Cited In (1)

• Probabilistic and statistical methods in commodity risk management

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