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The Markovian shot-noise risk model: a numerical method for …
WebbGerhard Thonhauser - 2016 - In Ein Rätselhaftes Zeichen: Zum Verhältnis von Martin Heidegger Und Søren Kierkegaard. De Gruyter. pp. 481-486. The Monumental Task of Kierkegaard’s Attack upon Christendom. Matthew T. Nowachek - 2016 - Kierkegaard Studies Yearbook 2016 (1):159-186. WebbWe consider a risk model with a counting process whose intensity is a Markovian shot-noise process, to resolve one of the disadvantages of the Cramér-Lundberg model, namely the constant jump intensity of the Poisson process. Due to this structure, we can apply the theory of PDMPs on a multivariate process containing the intensity and the reserve … WebbAbout Timo Thonhauser. Thonhauser received his PhD in solid state physics in 2001 from the Institute for Theoretical Physics at Karl-Franzens-Universität in Graz, Austria. He conducted postdoctoral research at Penn State University from 2002 to 2004 and at Rutgers University from 2004 to 2007. how many countries in world 2022