counterparty default risk. Catastrophe occurrence is modeled as a doubly stochastic Poisson process (Cox process) with mean …

Business line/event type. In this paper we derive a novel class of doubly stochastic α-stable family LDA models. These models …

with large server pools and doubly stochastic input flows. In this model the processing of a job may involve several …

within a doubly stochastic framework where the default intensity follows a CIR++ process. We estimate the model parameters …

-day cumulative volume is modeled as a Cox (doubly stochastic Poisson) point process, then using initial enlargement of filtration … conditionally has a binomial distribution and is a novel generalization of a binomial point process: the doubly stochastic binomial … identify the random intensity component of the doubly stochastic binomial point process and closely related Cox point process. …

In this paper we use doubly stochastic processes (or Cox processes) in order to model the random evolution of mortality …