Hawkes processes in insurance: Risk model, application to empirical data and optimal investment

Title:: Hawkes processes in insurance: Risk model, application to empirical data and optimal investment
Document type:: Zeitschriftenaufsatz
Author(s):: Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela
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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