Limit Theorems for Marked Hawkes Processes with Application to a Risk   Model
  This paper focuses on limit theorems for linear Hawkes processes with random marks. We prove a large deviation principle, which answers the question raised by Bordenave and Torrisi. A central limit theorem is also obtained. We conclude with an example of application in finance. 
Dmytro Karabash, Lingjiong Zhu
math.PR