Population viewpoint on Hawkes processes
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DOI: 10.13140/RG.2.1.4702.6729
Note: View the original document on HAL open archive server: https://hal.science/hal-01149752v2
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References listed on IDEAS
- Stephen J. Hardiman & Nicolas Bercot & Jean-Philippe Bouchaud, 2013. "Critical reflexivity in financial markets: a Hawkes process analysis," Papers 1302.1405, arXiv.org, revised Jun 2013.
- Stephen Hardiman & Nicolas Bercot & Jean-Philippe Bouchaud, 2013. "Critical reflexivity in financial markets: a Hawkes process analysis," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 86(10), pages 1-9, October.
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Cited by:
- Barsotti, Flavia & Milhaud, Xavier & Salhi, Yahia, 2016.
"Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors,"
Insurance: Mathematics and Economics,
Elsevier, vol. 71(C), pages 317-331.
- Flavia Barsotti & Xavier Milhaud & Yahia Salhi, 2016. "Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors," Working Papers hal-01282601, HAL.
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More about this item
Keywords
Hawkes processes; branching; immigration; age pyramid; non-stationarity; Laplace transform; thinning; Poisson point measure;All these keywords.
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