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Results 11-20 of 30.
Year of PublicationTitleAuthor(s)
2020Markov Chain Monte Carlo methods for estimating systemic risk allocations
In: volume: 8, 2020, issue: 1, p. 1-33
Koike, Takaaki; Hofert, Marius
2020Portfolio optimization under correlation constraint
In: volume: 8, 2020, issue: 1, p. 1-18
Maheshwari, Aditya; Pirvu, Traian A.
2020Rational savings account models for backward-looking interest rate benchmarks
In: volume: 8, 2020, issue: 1, p. 1-18
Macrina, Andrea; Skovmand, David
2020Carl and his pot: Measuring risks in commodity markets
In: volume: 8, 2020, issue: 1, p. 1-15
Algieri, Bernardina; Leccadito, Arturo
2020Gerber-Shiu function in a class of delayed and perturbed risk model with dependence
In: volume: 8, 2020, issue: 1, p. 1-25
Adékambi, Franck; Takouda, Essodina
2020Application of diffusion models in the analysis of financial markets: Evidence on exchange traded funds in Europe
In: volume: 8, 2020, issue: 1, p. 1-23
Marszk, Adam; Lechman, Ewa
2020Risks special issue on "granular models and machine learning models"
In: volume: 8, 2020, issue: 1, p. 1-2
Taylor, Greg
2020On computations in renewal risk models: Analytical and statistical aspects
In: volume: 8, 2020, issue: 1, p. 1-20
Strini, Josef Anton; Thonhauser, Stefan
2020Machine learning in least-squares Monte Carlo proxy modeling of life insurance companies
In: volume: 8, 2020, issue: 1, p. 1-79
Krah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf
2020The leaders, the laggers, and the "vulnerables"
In: volume: 8, 2020, issue: 1, p. 1-32
Arakelian, Veni; Hashem, Shatha Qamhieh