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  • Search: subject:"Intensity process"
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Year of publication
Subject
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Intensity process 2 Theorie 2 Theory 2 Bivariate optimization 1 First passage time 1 Hypothek 1 Instandhaltung 1 Interest rate 1 Maintenance 1 Maintenance policy 1 Markov chain 1 Markov-Kette 1 Mortgage 1 No-negative-equity guarantee 1 Path-dependent intensity process 1 Poisson shock process 1 Prepayment 1 Preventive maintenace 1 Pure jump Lévy process 1 Reverse mortgage 1 Schock 1 Shock 1 Stochastic process 1 Stochastischer Prozess 1 Surrender 1 Survival analysis 1 Umkehrhypothek 1 Unobservable random barrier 1 Zins 1 analysis of variance 1 asymptotic optimal similar tests 1 censoring 1 contiguity 1 counting process 1 intensity process 1 log linear model 1 martingale 1 non-parametric theory 1 partial likelihood 1 stochastic integral 1
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Undetermined 4
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 2
Author
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Cha, Ji Hwan 1 Dong, Xin 1 Finkelstein, Maxim 1 Lee, Yung-Tsung 1 Levitin, Gregory 1 Shi, Tianxiang 1 Terpstra, T. 1 Zheng, Harry 1
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Published in...
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European journal of operational research : EJOR 1 Insurance / Mathematics & economics 1 Metrika 1 Stochastic Processes and their Applications 1
Source
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ECONIS (ZBW) 2 RePEc 2
Showing 1 - 4 of 4
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Prepayment risk in reverse mortgages : an intensity-governed surrender model
Shi, Tianxiang; Lee, Yung-Tsung - In: Insurance / Mathematics & economics 98 (2021), pp. 68-82
Persistent link: https://www.econbiz.de/10012545266
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Bivariate preventive maintenance of systems with lifetimes dependent on a random shock process
Cha, Ji Hwan; Finkelstein, Maxim; Levitin, Gregory - In: European journal of operational research : EJOR 266 (2018) 1, pp. 122-134
Persistent link: https://www.econbiz.de/10011811616
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Intensity process for a pure jump Lévy structural model with incomplete information
Dong, Xin; Zheng, Harry - In: Stochastic Processes and their Applications 125 (2015) 4, pp. 1307-1322
indistinguishability of the intensity process and the likelihood process, we prove the existence of the intensity process of the default …
Persistent link: https://www.econbiz.de/10011194140
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Asymptotically optimal nonparametric one- and two-way analysis of variance tests for the log linear model under censoring
Terpstra, T. - In: Metrika 36 (1989) 1, pp. 63-90
Persistent link: https://www.econbiz.de/10005375976
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