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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...
| Autores principales: | , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| 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 |