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Insurance / Mathematics & economics
The European journal of finance
11
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ECONIS (ZBW)
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1
Hawkes processes in insurance : risk model, application to empirical data and optimal investment
Sviščuk, Anatolij
;
Zagst, Rudi
;
Zeller, Gabriela
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 107-124
Persistent link: https://www.econbiz.de/10012793913
Saved in:
2
Moment generating function of non-Markov self-excited claims processes
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 406-424
Persistent link: https://www.econbiz.de/10012793934
Saved in:
3
Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Liu, Guo
;
Zhuo, Jin
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 508-524
Persistent link: https://www.econbiz.de/10012793950
Saved in:
4
Infinitely stochastic micro reserving
Maciak, Matúš
;
Okhrin, Ostap
;
Pešta, Michal
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 30-58
Persistent link: https://www.econbiz.de/10012622380
Saved in:
5
Lapse risk in life insurance : correlation and contagion effects among policyholders' behaviors
Barsotti, Flavia
;
Milhaud, Xavier
;
Salhi, Yahia
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 317-331
Persistent link: https://www.econbiz.de/10011630860
Saved in:
6
Impact of volatility clustering on equity indexed annuities
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 367-381
Persistent link: https://www.econbiz.de/10011630885
Saved in:
7
A bivariate shot noise self-exciting process for insurance
Jang, Jiwook
;
Dassios, Angelos
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 524-532
Persistent link: https://www.econbiz.de/10010227969
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