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Results 11-20 of 33.
Year of PublicationTitleAuthor(s)
2020Ruin probability for stochastic flows of financial contract under phase-type distribution
In: volume: 8, 2020, issue: 2, p. 1-21
Adékambi, Franck; Essiomle, Kokou
2020A note on combining machine learning with statistical modeling for financial data analysis
In: volume: 8, 2020, issue: 2, p. 1-14
Sarabia, José María; Prieto, Faustino; Jordá, Vanesa; Sperlich, Stefan
2020A bank salvage model by impulse stochastic controls
In: volume: 8, 2020, issue: 2, p. 1-31
Cordoni, Francesco Giuseppe; Di Persio, Luca; Jiang, Yilun
2020Heads and tails of earnings management: Quantitative analysis in emerging countries
In: volume: 8, 2020, issue: 2, p. 1-21
Durana, Pavol; Valaskova, Katarina; Chlebikova, Darina; Krastev, Vladislav; Atanasova, Irina
2020A tail dependence-based mst and their topological indicators in modeling systemic risk in the European insurance sector
In: volume: 8, 2020, issue: 2, p. 1-22
Denkowska, Anna; Wanat, Stanisław
2020Multivariate collective risk model: Dependent claim numbers and Panjer's recursion
In: volume: 8, 2020, issue: 2, p. 1-31
Rudolph, Cordelia; Schmock, Uwe
2020A multi-state approach to modelling intermediate events and multiple mortgage loan outcomes
In: volume: 8, 2020, issue: 2, p. 1-28
Chamboko, Richard; Bravo, Jorge Miguel Ventura
2020Impact of credit risk on momentum and contrarian strategies: Evidence from South Asian markets
In: volume: 8, 2020, issue: 2, p. 1-14
Hunjra, Ahmed Imran; Tayachi, Tahar; Mehmood, Rashid; Malik, Sidra; Malik, Zoya
2020Machine learning for multiple yield curve markets: Fast calibration in the Gaussian affine framework
In: volume: 8, 2020, issue: 2, p. 1-18
Gümbel, Sandrine; Schmidt, Thorsten
2020Information sharing, bank penetration and tax evasion in emerging markets
In: volume: 8, 2020, issue: 2, p. 1-16
Duc Hong Vo; Nguyen, Ha; Tan Manh Vo; McAleer, Michael