12 citations · 31 across the 7 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
q-fin.RM2018★ 6 cited
An optimization approach to adaptive multi-dimensional capital management
G. A. Delsing, M. R. H. Mandjes, P. J. C. Spreij +1
Firms should keep capital to offer sufficient protection against the risks they are facing. In the insurance context methods have been developed to determine the minimum capital le…
stat.ME2018★ 3 cited
Fast and scalable non-parametric Bayesian inference for Poisson point processes
Shota Gugushvili, Frank van der Meulen, Moritz Schauer +1
We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are independent realisations of a Poisson poin…