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On the cumulant transforms for Hawkes processes
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- Journal:
- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
- Published online by Cambridge University Press:
- 23 February 2023, pp. 528-541
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- June 2023
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The Minimal Entropy Martingale Measure for Exponential Markov Chains
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 344-358
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- June 2013
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HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS*
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 43 / Issue 2 / May 2013
- Published online by Cambridge University Press:
- 18 June 2013, pp. 123-157
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- May 2013
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