A bivariate shot noise self-exciting process for insurance
Jiwook Jang; Angelos Dassios
| Year of publication: |
2013
|
|---|---|
| Authors: | Jang, Jiwook ; Dassios, Angelos |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 524-532
|
| Subject: | Bivariate shot noise self-exciting process | Hawkes process | Piecewise deterministic Markov process | Martingale methodology | Insurance premium | Markov-Kette | Markov chain | Theorie | Theory | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Versicherungsbeitrag | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010227969