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Results 21-30 of 90.
Year of PublicationTitleAuthor(s)
2018Financial time series forecasting using empirical mode decomposition and support vector regression
In: volume: 6, 2018, issue: 1, p. 1-21
Nava, Noemi; Di Matteo, Tiziana; Aste, Tomaso
2018Surrender risk in the context of the quantitative assessment of participating life insurance contracts under Solvency II
In: volume: 6, 2018, issue: 3, p. 1-38
Burkhart, Tobias
2018Active management of pperational risk in the regimes of the "unknown": What can machine learning or heuristics deliver?
In: volume: 6, 2018, issue: 2, p. 1-16
Milkau, Udo; Bott, Jürgen
2018Three different ways synchronization can cause contagion in financial markets
In: volume: 6, 2018, issue: 4, p. 1-13
Massad, Naji; Andersen, Jørgen Vitting
2018Modeling high frequency data with long memory and structural change: A-HYEGARCH model
In: volume: 6, 2018, issue: 2, p. 1-28
Shi, Yanlin; Yang, Yang
2018An empirical study on stochastic mortality modelling under the age-period-cohort framework: The case of Greece with applications to insurance pricing
In: volume: 6, 2018, issue: 2, p. 1-34
Bozikas, Apostolos; Pitselis, Georgios
2018Estimating the potential risks of sea level rise for public and prvate property qwnership, occupation and management
In: volume: 6, 2018, issue: 2, p. 1-21
Warren-Myers, Georgia; Aschwanden, Gideon; Fuerst, Franz; Krause, Andy
2018The impact of sovereign yield curve differentials on value-at-risk forecasts for foreign exchange rates
In: volume: 6, 2018, issue: 3, p. 1-19
Fink, Holger; Fuest, Andreas; Port, Henry
2018A general framework for portfolio theory. Part II: Drawdown risk measures
In: volume: 6, 2018, issue: 3, p. 1-31
Maier-Paape, Stanislaus; Zhu, Qiji Jim
2018Effects of the age process on aggregate discounted claims
In: volume: 6, 2018, issue: 4, p. 1-17
Léveillé, Ghislain; Mitric, Ilie-Radu; Côté, Victor