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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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