Work

Extension of the Classic Risk Model by a Hawkes Process and a Phase-type Distribution

Year: 2025

Type: article

Source: Far East Journal of Mathematical Sciences (FJMS)

DOI: 10.17654/0972087125035

Authors: Frédéric BERE, Ilboudo Pascaline, Claude YAMEOGO

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4414374475

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