Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance
Laurent Lesage, Mädälina Deaconu, Antoine Lejay, Jorge Augusto Meira, Geoffrey Nichil, Radu State
Topics & Concepts
InfinityPoint processExponential functionFunction (biology)MathematicsVariance (accounting)Probability density functionStatistical physicsEvent (particle physics)EconometricsApplied mathematicsStatisticsMathematical analysisPhysicsEconomicsQuantum mechanicsAccountingEvolutionary biologyBiologyPoint processes and geometric inequalitiesDiffusion and Search Dynamics