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~subject:"Compound Poisson process"
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Compound Poisson process
Poisson process
150
Stochastischer Prozess
95
Theorie
89
Stochastic process
87
Theory
83
Levy process
37
Levy-Prozess
37
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28
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26
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25
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Bayesian Learning
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compound Poisson process
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poisson process
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Li, Dong
5
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2
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2
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2
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Sass, Jörn
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ECONIS (ZBW)
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RePEc
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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
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:
5
Algorithmic optimization and its application in finance
Avdiu, Kujtim
-
2021
Persistent link: https://www.econbiz.de/10013337406
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
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:
8
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:
9
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:
10
Inference for heavy-tailed and multiple-threshold double autoregressive models
Yang, Yaxing
;
Ling, Shiqing
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 318-333
Persistent link: https://www.econbiz.de/10011704205
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