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 A.; Zagst R.; G. Zeller
Non-TUM Co-author(s):: ja
Cooperation:: international
Intellectual Contribution:: Discipline-based Research
Journal title:: Insurance: Mathematics and Economics
Journal listet in FT50 ranking:: nein
Year:: 2021
Journal volume:: 101
Pages contribution:: 107-124
Fulltext / DOI:: doi:10.1016/j.insmatheco.2020.12.005
Judgement review:: 0
Key publication:: Nein
Peer reviewed:: Ja
Commissioned:: not commissioned
Technology:: Nein
Interdisciplinarity:: Nein
Mission statement:: ;
Ethics and Sustainability:: Nein
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