A Bivariate Shot Noise Hawkes Process for Insurance

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  • A Bivariate Shot Noise Hawkes Process for Insurance

A Bivariate Shot Noise Hawkes Process for Insurance

Jang, Jiwook, Dassios, Angelos
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Year:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1961408
File:
PDF, 253 KB
english, 2011
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