Search Results - subject:"shot noise"

Brachetta, Matteo; Callegaro, Giorgia; Ceci, Claudia; … - In: Finance and stochastics 28 (2024) 2, pp. 453-495

Persistent link: https://www.econbiz.de/10015130335

Qu, Yan; Dassios, Angelos; Zhao, Hongbiao - In: Journal of the Operational Research Society 74 (2023) 3, pp. 647-665

Persistent link: https://www.econbiz.de/10014331928

Boxma, Onno; Perry, David; Stadje, Wolfgang - In: Mathematical methods of operations research : ZOR 96 (2022) 2, pp. 233-258

Persistent link: https://www.econbiz.de/10013455021

Liu, Wenyue; Cadenillas, Abel - In: Insurance / Mathematics & economics 109 (2023), pp. 69-93

Persistent link: https://www.econbiz.de/10014282470

Chen, Yiqing - In: Risks 7 (2019) 2, pp. 1-8

We investigate a shot noise process with subexponential shot marks occurring at renewal epochs. Our main result is a …

Persistent link: https://www.econbiz.de/10013200481

Chen, Yiqing - In: Risks : open access journal 7 (2019) 2/63, pp. 1-8

We investigate a shot noise process with subexponential shot marks occurring at renewal epochs. Our main result is a …

Persistent link: https://www.econbiz.de/10012018965

Bautista, Lucía; Castro, Inma T.; Landesa, Luis - In: European journal of operational research : EJOR 302 (2022) 2, pp. 560-574

Persistent link: https://www.econbiz.de/10013270123

Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda - In: Insurance / Mathematics & economics 99 (2021), pp. 9-24

Persistent link: https://www.econbiz.de/10012649204

Qu, Yan; Dassios, Angelos; Zhao, Hongbiao - In: Journal of the Operational Research Society 72 (2021) 2, pp. 471-484

Persistent link: https://www.econbiz.de/10012500958

Jang, Jiwook; Oh, Rosy - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 3, pp. 623-644

Persistent link: https://www.econbiz.de/10012656713

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