Measuring Tail Dependence for Aggregate Collateral Losses Using Bivariate Compound Shot-Noise Cox Process

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ISSN Print: 2152-7385
ISSN Online: 2152-7393
www.scirp.org/journal/am
E-mail: am@scirp.org

"Measuring Tail Dependence for Aggregate Collateral Losses Using Bivariate Compound Shot-Noise Cox Process"
written by Jiwook Jang, Genyuan Fu,
published by Applied Mathematics, Vol.3 No.12A, 2012

has been cited by the following article(s):

[1]	Catastrophe Insurance Derivatives Pricing Using a COX Process With Jump Diffusion CIR Intensity
	International Journal of Theoretical and Applied Finance, 2018

[2]	Multivariate micro-level loss reserving: a Cox process approach
	2017

[3]	A Micro-Level Claim Count Model with Overdispersion and Reporting Delays
	UNSW Business School Research Paper, 2015

[1]	CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY International Journal of Theoretical and Applied Finance, 2018 DOI:10.1142/S0219024918500413

[2]	A micro-level claim count model with overdispersion and reporting delays Insurance: Mathematics and Economics, 2016 DOI:10.1016/j.insmatheco.2016.07.002

[3]	A Micro-Level Claim Count Model with Overdispersion and Reporting Delays SSRN Electronic Journal, 2015 DOI:10.2139/ssrn.2705241

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