Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance

Hawkes processes are temporal self-exciting point processes. They are well established in earthquake modelling or finance and their application is spreading to diverse areas. Most models from the literature have two major drawbacks regarding their potential application to insurance. First, they use...

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Detalles Bibliográficos
Autores principales: Lesage, Laurent, Deaconu, Madalina, Lejay, Antoine, Meira, Jorge Augusto, Nichil, Geoffrey, State, Radu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8896979/
https://www.ncbi.nlm.nih.gov/pubmed/35282015
http://dx.doi.org/10.1007/s11009-022-09938-1

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8896979/
https://www.ncbi.nlm.nih.gov/pubmed/35282015
http://dx.doi.org/10.1007/s11009-022-09938-1

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