Referencias

Aalen, Odd O. 1978. “Nonparametric Inference for a Family of Counting Processes.” The Annals of Statistics 6 (4): 701–26.
Aı̈t-Sahalia, Yacine, and Jean Jacod. 2009. “Testing for Jumps in a Discretely Observed Process.” The Annals of Statistics 37 (1): 184–222. https://doi.org/10.1214/07-AOS568.
Akaike, Hirotugu. 1974. “A New Look at the Statistical Model Identification.” IEEE Transactions on Automatic Control 19 (6): 716–23.
AMIS. 2024. Estudios Del Mercado de Seguros de Vivienda. Asociación Mexicana de Instituciones de Seguros.
Andersen, Per Kragh, Ørnulf Borgan, Richard D. Gill, and Niels Keiding. 1993. Statistical Models Based on Counting Processes. Springer-Verlag.
Applebaum, David. 2009. Lévy Processes and Stochastic Calculus. 2nd ed. Cambridge University Press. https://doi.org/10.1017/CBO9780511809781.
Banco de México. 2024. Encuesta Sobre Las Expectativas de Los Especialistas En Economía Del Sector Privado. Banco de México. https://www.banxico.org.mx.
Barndorff-Nielsen, Ole E., and Neil Shephard. 2004. “Power and Bipower Variation with Stochastic Volatility and Jumps.” Journal of Financial Econometrics 2 (1): 1–48.
Brown, Emery N., Riccardo Barbieri, Valérie Ventura, Robert E. Kass, and Loren M. Frank. 2002. “The Time-Rescaling Theorem and Its Application to Neural Spike Train Data Analysis.” Neural Computation 14 (2): 325–46. https://doi.org/10.1162/08997660252741149.
Castañeda, Liliana Blanco, Viswanathan Arunachalam, and Selvamuthu Dharmaraja. 2012. Introduction to Probability and Stochastic Processes with Applications. John Wiley & Sons.
CNSF. 2024. Panorama Analítico Del Sector de Seguros y Fianzas 2024. Comisión Nacional de Seguros y Fianzas. https://sio.cnsf.gob.mx/.
Comisión Nacional del Agua (CONAGUA). 2024. Registro de Fenómenos Hidrometeorológicos y Precipitaciones En La Ciudad de México. Sitio web oficial. https://www.gob.mx/conagua.
Efron, Bradley, and Robert J. Tibshirani. 1993. An Introduction to the Bootstrap. Chapman & Hall/CRC.
Folland, Gerald B. 1999. Real Analysis: Modern Techniques and Their Applications. John Wiley & Sons.
Higham, D. J., X. Mao, and A. M. Stuart. 2002. “Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations.” SIAM Journal on Numerical Analysis 40 (3): 1041–63.
Higham, Desmond J., and Peter E. Kloeden. 2005. “Numerical Methods for Nonlinear Stochastic Differential Equations with Jumps.” Numerische Mathematik 101 (1): 101–19. https://doi.org/10.1007/s00211-005-0611-8.
Huber, P. J., and E. M. Ronchetti. 2004. Robust Statistics. Wiley.
INEGI. 2020. Censo de Población y Vivienda 2020. Instituto Nacional de Estadística y Geografía. https://www.inegi.org.mx/.
INEGI. 2024. Índice Nacional de Precios Al Consumidor (INPC). Instituto Nacional de Estadística y Geografía. https://www.inegi.org.mx/temas/inpc/.
Istrăţescu, V. I. 2001. Fixed Point Theory: An Introduction. Springer.
Kaplan, E. L., and Paul Meier. 1958. “Nonparametric Estimation from Incomplete Observations.” Journal of the American Statistical Association 53 (282): 457–81. https://doi.org/10.1080/01621459.1958.10501452.
Karatzas, Ioannis, and Steven E. Shreve. 1991. Brownian Motion and Stochastic Calculus. 2nd ed. Vol. 113. Graduate Texts in Mathematics. Springer. https://doi.org/10.1007/978-1-4612-0949-2.
Kloeden, P. E., and E. Platen. 1992. Numerical Solution of Stochastic Differential Equations. Springer.
Lee, Suzanne S., and Per A. Mykland. 2008. “Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics.” The Review of Financial Studies 21 (6): 2535–63. https://doi.org/10.1093/rfs/hhm056.
Lundberg, Filip. 1903. “I. Approximerad Framställning Af Sannolikhetsfunktionen. II. Återförsäkring Af Kollektivrisker.” PhD thesis, University of Uppsala.
Mancini, Cecilia. 2009. “Non-Parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps.” Scandinavian Journal of Statistics 36 (2): 270–96. https://doi.org/10.1111/j.1467-9469.2008.00622.x.
Platen, Eckhard, and Nicola Bruti-Liberati. 2010. Numerical Solution of Stochastic Differential Equations with Jumps in Finance. Vol. 64. Stochastic Modelling and Applied Probability. Springer-Verlag. https://doi.org/10.1007/978-3-642-13694-8.
Protter, Philip E. 2005. Stochastic Integration and Differential Equations. 2nd ed. Vol. 21. Stochastic Modelling and Applied Probability. Springer. https://doi.org/10.1007/978-3-662-10061-5.
Ramlau-Hansen, Henrik. 1983. “Smoothing Counting Process Intensities by Means of Kernel Functions.” The Annals of Statistics 11 (2): 453–66.
Rudin, W. 1987. Real and Complex Analysis Real & Complex Analysis. McGraw-Hill. https://books.google.com.mx/books?id=UGpaAQAACAAJ.
Silverman, B. W. 1986. Density Estimation for Statistics and Data Analysis. Chapman; Hall.
Tudor, Constantin. 2022. Procesos Estocásticos. 1a. edición. Vol. 2. Aportaciones Matemáticas. Textos. Universidad Nacional Autónoma de México, Instituto de Matemáticas.
Wang, Lishan, Chun Mei, and Huakun Xue. 2007. “The Semi-Implicit Euler Method for Stochastic Differential Delay Equations with Jumps.” Applied Mathematics and Computation 192 (2): 567–78. https://doi.org/10.1016/j.amc.2007.03.038.