15 citations · 25 across the 19 of their papers we have counts for
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physics.soc-ph2020★ 5 cited
A Two-Phase Dynamic Contagion Model for COVID-19
Zezhun Chen, Angelos Dassios, Valerie Kuan +4
In this paper, we propose a continuous-time stochastic intensity model, namely, two-phase dynamic contagion process(2P-DCP), for modelling the epidemic contagion of COVID-19 and in…
q-fin.MF2020
Parisian excursion with capital injection for draw-down reflected Levy insurance risk process
Budhi Surya, Wenyuan Wang, Xianghua Zhao +1
This paper discusses Parisian ruin problem with capital injection for Levy insurance risk process. Capital injection takes place at the draw-down time of the surplus process when i…