Diffusion Approximation of a Risk Model with Non-Stationary Hawkes Arrivals of Claims
Crossref DOI link: https://doi.org/10.1007/s11009-019-09722-8
Published Online: 2019-05-08
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cheng, Zailei
Seol, Youngsoo
Funding for this research was provided by:
Dong-A University
Text and Data Mining valid from 2019-05-08
Version of Record valid from 2019-05-08
Article History
Received: 15 January 2018
Revised: 1 October 2018
Accepted: 28 April 2019
First Online: 8 May 2019