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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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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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On a multi-dimensional risk model with regime switching
Wang, Guanqing; Wang, Guojing; Yang, Hailiang - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
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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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On reduced-form intensity-based model with "trigger" events
Gu, Jia-wen; Ching, Wai Ki; Siu, Tak Kuen; Zheng, Henry - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 331-339
Persistent link: https://www.econbiz.de/10010251709
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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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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