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Stochastic process
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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Jump diffusion transition intensities in life insurance and disability annuity
Jang, Jiwook
;
Siti Norafidah Mohd Ramli
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 440-451
Persistent link: https://www.econbiz.de/10011398140
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2
Forecasting warranty claims considering dynamic over-dispersion
Akbarov, Artur
;
Wu, Shaomin
- In:
International journal of production economics
139
(
2012
)
2
,
pp. 615-622
Persistent link: https://www.econbiz.de/10009622232
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3
Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Chao, …
- In:
Computers & operations research : and their …
65
(
2016
),
pp. 111-124
Persistent link: https://www.econbiz.de/10011410719
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4
Some asymptotic results on non-standard likelihood ratio tests, and Cox process modeling in finance
Szimayer, Alexander
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758056
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5
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
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6
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
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7
A micro-level claim count model with overdispersion and reporting delays
Avanzi, Benjamin
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011630588
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8
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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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
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10
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
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