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Ergebnisse 1-10 von 46.
ErscheinungsjahrTitelAutor:innen
2017Asymptotic estimates for the one-year ruin probability under risky investments
In: Band: 5, 2017, Heft: 2, S. 1-11
Liu, Jing; Zhang, Huan
2017Distinguishing log-concavity from heavy tails
In: Band: 5, 2017, Heft: 1, S. 1-14
Asmussen, Søren; Lehtomaa, Jaakko
2017The class of (p,q)-spherical distributions with an extension of the sector and circle number functions
In: Band: 5, 2017, Heft: 3, S. 1-17
Richter, Wolf-Dieter
2017Bounded brownian motion
In: Band: 5, 2017, Heft: 4, S. 1-24
Carr, Peter
2017Asymmetric return and volatility transmission in conventional and Islamic equities
In: Band: 5, 2017, Heft: 2, S. 1-18
Umar, Zaghum; Suleman, Tahir
2017Non-parametric integral estimation using data clustering in stochastic dynamic programming: An introduction using lifetime financial modelling
In: Band: 5, 2017, Heft: 4, S. 1-17
Khemka, Gaurav; Butt, Adam
2017Maximum market price of longevity risk under solvency regimes: The case of Solvency II
In: Band: 5, 2017, Heft: 2, S. 1-21
Levantesi, Susanna; Menzietti, Massimiliano
2017A general framework for incorporating stochastic recovery in structural models of credit risk
In: Band: 5, 2017, Heft: 4, S. 1-19
Cohen, Albert; Costanzino, Nick
2017Optional defaultable markets
In: Band: 5, 2017, Heft: 4, S. 1-21
Abdelghani, Mohamed N.; Melnikov, Alexander V.
2017Valuation of non-life liabilities from claims triangles
In: Band: 5, 2017, Heft: 3, S. 1-28
Lindholm, Mathias; Lindskog, Filip; Wahl, Felix