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Cox process
14
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13
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6
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6
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ECONIS (ZBW)
RePEc
26
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1
Cox-based and elliptical telegraph processes and their applications
Pohoruj, Anatolij Oleksandrovyč
;
Sviščuk, Anatolij
; …
- In:
Risks : open access journal
11
(
2023
)
7
,
pp. 1-15
movement evolution of a particle according to a telegraph-
Cox
process
on an ellipse. Numerical examples and applications are …
Persistent link: https://www.econbiz.de/10014340275
Saved in:
2
Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions
Liu, Wenyue
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 69-93
Persistent link: https://www.econbiz.de/10014282470
Saved in:
3
Tornado occurrences in the United States : a spatio-temporal point process approach
Valente, Fernanda
;
Laurini, Márcio Poletti
- In:
Econometrics : open access journal
8
(
2020
)
2/25
,
pp. 1-26
-temporal point process we adopt a dynamic representation of Log-Gaussian
Cox
Process
. This representation is based on the …
Persistent link: https://www.econbiz.de/10012265436
Saved in:
4
Condition-based maintenance for a system subject to multiple degradation processes with stochastic arrival intensity
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
Saved in:
5
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:
6
A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes
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
Saved in:
7
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
8
Simple modeling techniques for base-stock inventorysystems with state dependent demand rates
Olsson, Fredrik
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012116621
Saved in:
9
Catastrophe insurance derivatives pricing using a
Cox
process
with jump diffusion CIR intensity
Jang, Jiwook
;
Park, Jong Jun
;
Jang, Hyun Jin
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011956976
Saved in:
10
A generalized contagion process with an application to credit risk
Dassios, Angelos
;
Zhao, Hongbiao
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011686792
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