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Search: subject:"compound poisson process"
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Compound Poisson process
32
Stochastic process
22
Stochastischer Prozess
22
compound Poisson process
20
Theorie
15
Theory
15
Option pricing theory
7
Optionspreistheorie
7
Risiko
6
Risk
6
Brownian motion
5
Estimation theory
5
Portfolio selection
5
Portfolio-Management
5
Schätztheorie
5
compound poisson process
5
Autocorrelation
4
Autokorrelation
4
HJB equation
4
Probability theory
4
Reinsurance
4
Risikomodell
4
Risk model
4
Ruin probability
4
Rückversicherung
4
Wahrscheinlichkeitsrechnung
4
Actuarial mathematics
3
Compound Poisson Process
3
Credit risk
3
Ergodicity
3
Finanzmathematik
3
Hamilton–Jacobi–Bellman equation
3
Mathematical finance
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Optimal investment
3
Proportional reinsurance
3
Quasi-maximum likelihood estimation
3
Score test
3
Threshold regression
3
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Undetermined
41
Free
18
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Article
54
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15
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Article in journal
29
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29
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2
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1
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English
42
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26
French
1
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Li, Dong
5
Ling, Shiqing
5
Gapeev, Pavel V.
4
Liang, Zhibin
4
Burnecki, Krzysztof
3
Giuricich, Mario Nicoló
3
Yu, Ping
3
Zhou, Ming
3
Azcue, Pablo
2
Bai, Lihua
2
Bayraktar, Erhan
2
Cai, Jun
2
Cavaliere, Giuseppe
2
Ebrahimi, Nader
2
Georgiev, Iliyan
2
Itoh, Yuki
2
Muler, Nora
2
Song, Jing-Sheng
2
Strietzel, Philipp Lukas
2
Yuen, Kam Chuen
2
Abdessalem, Mehdi Bekralas
1
Agliardi, Elettra
1
Agliardi, Rossella
1
Akyildirim, Erdinc
1
Avdiu, Kujtim
1
Bar-Lev, S.
1
Behme, Anita
1
Bi, Junna
1
Boxma, Onno
1
Carrillo, Manuel J.
1
Chan, Ngai
1
Chen, Kailing
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Cheung, Eric C. K.
1
Choirat, Christine
1
Christoffersen, Peter
1
Comte, Fabienne
1
Dachian, Sergueï
1
Duval, Céline
1
Eddahbi, M'hamed
1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Econometric Society
1
Facoltà di Economia, Università degli Studi dell'Insubria
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Graduate School of Economics, Hitotsubashi University
1
International Centre for Economic Research (ICER)
1
London School of Economics (LSE)
1
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Insurance / Mathematics & economics
6
SFB 649 Discussion Papers
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Metrika
3
Risks : open access journal
3
Annals of the Institute of Statistical Mathematics
2
Asia-Pacific Financial Markets
2
Insurance: Mathematics and Economics
2
Journal of Econometrics
2
Journal of econometrics
2
Management Science
2
Quaderni di Dipartimento
2
Statistical Inference for Stochastic Processes
2
Astin bulletin : the journal of the International Actuarial Association
1
CIRANO Working Papers
1
Computational Management Science : CMS
1
Computational Statistics
1
Discussion Papers / Graduate School of Economics, Hitotsubashi University
1
Econometric Society 2004 North American Winter Meetings
1
Economic modelling
1
Economics and Quantitative Methods
1
Economics letters
1
European journal of operational research : EJOR
1
Finance and Stochastics
1
ICER Working Papers - Applied Mathematics Series
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Journal of financial stability
1
Journal of mathematical finance
1
LSE Research Online Documents on Economics
1
Manufacturing & Service Operations Management
1
Mathematical Methods of Operations Research
1
Mathematics of operations research
1
OR spectrum : quantitative approaches in management
1
Quantitative finance
1
Quantitative finance and economics
1
Queueing Systems
1
RAIRO / Operations research
1
Risk management decisions and value under uncertainty
1
Risks
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RePEc
35
ECONIS (ZBW)
31
EconStor
2
Other ZBW resources
1
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21
Inventory control with and without deliveries in several pieces
Larsen, Christian
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
2
,
pp. 607-622
Persistent link: https://www.econbiz.de/10011707164
Saved in:
22
Rapidly bounding the exceedance probabilities of high aggregate losses
Gollini, Isabella
;
Rougier, Jonathan
- In:
The journal of operational risk
11
(
2016
)
3
,
pp. 97-116
Persistent link: https://www.econbiz.de/10013177167
Saved in:
23
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
Saved in:
24
Optimal proportional reinsurance with common shock dependence
Yuen, Kam Chuen
;
Liang, Zhibin
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011396849
Saved in:
25
Comparison of approximations for compound Poisson processes
Seri, Raffaello
;
Choirat, Christine
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 601-637
Persistent link: https://www.econbiz.de/10011397269
Saved in:
26
A fluid EOQ model of perishable items with intermittent high and low demand rates
Boxma, Onno
;
Perry, David
;
Zacks, Shelley
- In:
Mathematics of operations research
40
(
2015
)
2
,
pp. 390-402
Persistent link: https://www.econbiz.de/10011282700
Saved in:
27
Catastrophe options with double compound Poisson processes
Yu, Jun
- In:
Economic modelling
50
(
2015
),
pp. 291-297
Persistent link: https://www.econbiz.de/10011440613
Saved in:
28
Adaptive estimation of the threshold point in threshold regression
Yu, Ping
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10011502494
Saved in:
29
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
30
Computation of Greeks for jump-diffusion models
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed Lalaoui Ben
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403918
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