//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"tail dependence"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"self-exciting processes"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
tail dependence
Self-exciting processes
5
self-exciting processes
4
CAT bonds
3
catastrophe derivatives
3
marked point process
3
minimum-distance estimation
3
shot-noise processes
3
Asset allocation
2
Contagion
2
Derivat
2
Derivative
2
Hidden state
2
Nonlinear filtering
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Ansteckungseffekt
1
Börsenkurs
1
CDS contract
1
Caputo derivatives
1
Car accidents
1
Central limit theorems
1
Contagion effect
1
Credit derivative
1
Credit risk
1
Disaster
1
Discrete Hawkes processes
1
Elementarschadenversicherung
1
Finance
1
Hawkes processes
1
Insurance
1
Invariance principles
1
Katastrophe
1
Kreditderivat
1
Kreditrisiko
1
Large deviations
1
Law of large numbers
1
Moderate deviations
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article
1
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Undetermined
1
Author
All
Schmidt, Thorsten
3
Published in...
All
Risks
2
Risks : open access journal
1
Source
All
ECONIS (ZBW)
1
EconStor
1
RePEc
1
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Catastrophe Insurance Modeled by Shot-Noise Processes
Schmidt, Thorsten
- In:
Risks
2
(
2014
)
1
,
pp. 3-24
or
self-exciting
processes
exhibit similar features. We give a general account of shot-noise processes with time …
Persistent link: https://www.econbiz.de/10010744574
Saved in:
2
Catastrophe insurance modeled by shot-noise processes
Schmidt, Thorsten
- In:
Risks
2
(
2014
)
1
,
pp. 3-24
or
self-exciting
processes
exhibit similar features. We give a general account of shot-noise processes with time …
Persistent link: https://www.econbiz.de/10010421269
Saved in:
3
Catastrophe insurance modeled by shot-noise processes
Schmidt, Thorsten
- In:
Risks : open access journal
2
(
2014
)
1
,
pp. 3-24
or
self-exciting
processes
exhibit similar features. We give a general account of shot-noise processes with time …
Persistent link: https://www.econbiz.de/10010338102
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->