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~subject:"Compound Poisson process"
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Compound Poisson process
Theorie
315
Theory
297
Generalized linear model
216
Generalisiertes lineares Modell
213
Stochastischer Prozess
200
Schätztheorie
194
Estimation theory
192
Stochastic process
185
Poisson regression
176
Schätzung
164
Estimation
152
Poisson process
150
Statistische Verteilung
106
Gravity model
103
Gravitationsmodell
101
Statistical distribution
101
Regressionsanalyse
90
Regression analysis
87
Poisson
86
Poisson distribution
73
Probability theory
64
Wahrscheinlichkeitsrechnung
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count data
61
Maximum likelihood estimation
53
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Panel study
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50
Optionspreistheorie
50
Option pricing theory
48
Zeitreihenanalyse
48
Time series analysis
44
Germany
43
Markov chain
42
Poisson model
41
USA
41
Spieltheorie
40
Welt
40
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39
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English
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Li, Dong
5
Ling, Shiqing
5
Yu, Ping
3
Azcue, Pablo
2
Ebrahimi, Nader
2
Muler, Nora
2
Agliardi, Elettra
1
Agliardi, Rossella
1
Akyildirim, Erdinc
1
Avdiu, Kujtim
1
Bar-Lev, S.
1
Chan, Ngai
1
Comte, Fabienne
1
Dachian, Sergueï
1
Duval, Céline
1
Enis, P.
1
Fabozzi, Frank J.
1
Genon-Catalot, Valentine
1
Goncu, Ahmet
1
Hainaut, Donatien
1
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1
Herbin, Erick
1
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1
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1
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1
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1
Liang, Zhibin
1
Luo, Ming
1
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1
Mittnik, Stefan
1
Møller, Thomas
1
Negri, Ilia
1
Phillips, Peter C. B.
1
Putyatina, Oleksandra
1
SPRINGAEL, Johan
1
Sass, Jörn
1
Sensoy, Ahmet
1
Silbersdorff, Alexander
1
Tong, Howell
1
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
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Insurance / Mathematics & economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Metrika
3
Journal of Econometrics
2
Journal of econometrics
2
Statistical Inference for Stochastic Processes
2
Annals of the Institute of Statistical Mathematics
1
Computational Management Science : CMS
1
Computational Statistics
1
Economic modelling
1
Economics letters
1
European journal of operational research : EJOR
1
Finance and Stochastics
1
Journal of financial stability
1
Mathematical Methods of Operations Research
1
OR spectrum : quantitative approaches in management
1
Quantitative finance
1
Risk management decisions and value under uncertainty
1
Statistics & Probability Letters
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Stochastic Processes and their Applications
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ECONIS (ZBW)
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RePEc
15
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1
On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu
;
Li, Dong
;
Tong, Howell
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 215-228
Persistent link: https://www.econbiz.de/10014449891
Saved in:
2
Statistical arbitrage in jump-diffusion models with compound
Poisson
processes
Akyildirim, Erdinc
;
Fabozzi, Frank J.
;
Goncu, Ahmet
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1357-1371)
.
2022
Persistent link: https://www.econbiz.de/10013342121
Saved in:
3
Multivariate claim processes with rough intensities : properties and estimation
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 269-287
Persistent link: https://www.econbiz.de/10013471245
Saved in:
4
Algorithmic optimization and its application in finance
Avdiu, Kujtim
-
2021
Persistent link: https://www.econbiz.de/10013337406
Saved in:
5
Pricing climate-related risks in the bond market
Agliardi, Elettra
;
Agliardi, Rossella
- In:
Journal of financial stability
54
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012794081
Saved in:
6
A comprehensive analysis of warranty claims and optimal policies
Luo, Ming
;
Wu, Shaomin
- In:
European journal of operational research : EJOR
276
(
2019
)
1
,
pp. 144-159
Persistent link: https://www.econbiz.de/10011997869
Saved in:
7
A Markov-switching generalized additive model for compound
Poisson
processes, with applications to operational loss models
Hambuckers, J.
;
Kneib, Thomas
;
Langrock, Roland
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1679-1698
Persistent link: https://www.econbiz.de/10012259864
Saved in:
8
Threshold regression asymptotics : from the compound
Poisson
process to two-sided Brownian motion
Yu, Ping
;
Phillips, Peter C. B.
- In:
Economics letters
172
(
2018
),
pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
Saved in:
9
Approximation for portfolio optimization in a financial market with shot-noise jumps
Putyatina, Oleksandra
;
Sass, Jörn
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10011876522
Saved in:
10
Purchasing casualty insurance to avoid lifetime ruin
Young, Virginia R.
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 133-142
Persistent link: https://www.econbiz.de/10011783935
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