Book contents
- Frontmatter
- Contents
- 1 Introduction
- Part One Consistencies
- Part Two Structures
- Part Three Further Developments
- 10 Archimedean Survival Processes, Markov Consistency, ASP Structures
- 11 Generalized Multivariate Hawkes Processes
- Part Four Applications of Stochastic Structures
- Appendices
- References
- Notation Index
- Subject Index
10 - Archimedean Survival Processes, Markov Consistency, ASP Structures
from Part Three - Further Developments
Published online by Cambridge University Press: 18 September 2020
Book contents
- Frontmatter
- Contents
- 1 Introduction
- Part One Consistencies
- Part Two Structures
- Part Three Further Developments
- 10 Archimedean Survival Processes, Markov Consistency, ASP Structures
- 11 Generalized Multivariate Hawkes Processes
- Part Four Applications of Stochastic Structures
- Appendices
- References
- Notation Index
- Subject Index
Summary
The Archimedean Survival Process (ASP), which is quite interesting from a theoretical point of view, originates in some financial applications. It turns out that applications of ASP and ASP structures go beyond finance. ASPs are very interesting objects to study in the context of stochastic structures, both from the theoretical and applied perspective.
- Type
- Chapter
- Information
- Structured Dependence between Stochastic Processes , pp. 123 - 127Publisher: Cambridge University PressPrint publication year: 2020