Moment generating function of non-Markov self-excited claims processes
Donatien Hainaut
| Year of publication: |
2021
|
|---|---|
| Authors: | Hainaut, Donatien |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 406-424
|
| Subject: | Compound Poisson | Contagion | Hawkes process | Self-excited process | Shot noise process | Stochastischer Prozess | Stochastic process | Theorie | Theory | Prozessmanagement | Business process management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.08.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793934