Hawkes processes in insurance: Risk model, application to empirical data and optimal investment
Keyword(s):
2015 ◽
Vol 15
(2)
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pp. 195-217
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2011 ◽
Vol 40
(1)
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pp. 93-98
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Keyword(s):
1994 ◽
Vol 26
(02)
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pp. 404-422
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2010 ◽
Vol 39
(5)
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pp. 765-776
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2013 ◽
Vol 2013
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pp. 1-9
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2010 ◽
Vol 46
(1)
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pp. 52-66