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Document type:
Zeitschriftenaufsatz
Author(s):
Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela
Title:
Hawkes processes in insurance: Risk model, application to empirical data and optimal investment
Journal title:
Insurance: Mathematics and Economics
Year:
2021
Journal volume:
101
Pages contribution:
107-124
Fulltext / DOI:
doi:10.1016/j.insmatheco.2020.12.005
Publisher:
Elsevier BV
E-ISSN:
0167-6687
Date of publication:
01.11.2021
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