The following pages link to Hongbiao Zhao (Q743033):
Displaying 11 items.
- Exact simulation of Hawkes process with exponentially decaying intensity (Q743034) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- Ruin by dynamic contagion claims (Q2444709) (← links)
- A Risk Model with Delayed Claims (Q2854075) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- A dynamic contagion process (Q3173006) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Efficient Simulation of Clustering Jumps with CIR Intensity (Q4602466) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
