Pages that link to "Item:Q708785"
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The following pages link to Risk processes with non-stationary Hawkes claims arrivals (Q708785):
Displayed 15 items.
- Locally stationary Hawkes processes (Q271846) (← links)
- A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
- Process-level large deviations for nonlinear Hawkes point processes (Q405494) (← links)
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
- Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333) (← links)
- A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
- Large deviations for Markovian nonlinear Hawkes processes (Q2341624) (← links)
- Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
- Ruin by dynamic contagion claims (Q2444709) (← links)
- Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps (Q2923430) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes (Q3102884) (← links)
- A dynamic contagion process (Q3173006) (← links)
- Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (Q3194561) (← links)