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Results 31-40 of 46.
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2017
Optimal form of retention for securitized loans under moral hazard
Dionne, Georges
;
Malekan, Sara
2017
A review and some complements on quantile risk measures and their domain
Fuchs, Sebastian
;
Schlotter, Ruben
;
Schmidt, Klaus D.
2017
Backtesting the Lee-Carter and the Cairns-Blake-Dowd stochastic mortality models on Italian death rates
Maccheroni, Carlo
;
Nocito, Samuel
2017
Stress testing German industry sectors: Results from a vine copula based quantile regression
Fischer, Matthias
;
Kraus, Daniel
;
Pfeuffer, Marius
;
Czado, Claudia
2017
An EM algorithm for Double-Pareto-lognormal generalized linear model applied to heavy-tailed insurance claims
Calderín-Ojeda, Enrique
;
Fergusson, Kevin
;
Wu, Xueyuan
2017
Optimal claiming strategies in Bonus Malus systems and implied Markov chains
Charpentier, Arthur
;
David, Arthur
;
Elie, Romuald
2017
A discussion of a risk-sharing pension plan
Donnelly, Catherine
2017
Analyzing the Gaver-Lewis pareto process under an extremal perspective
Ferreira, Marta
;
Ferreira, Helena
2017
n-dimensional Laplace transforms of occupation times for spectrally negative Lévy processes
Kuang, Xuebing
;
Zhou, Xiaowen
2017
Bond and CDS pricing via the stochastic recovery Black-Cox Model
Cohen, Albert
;
Costanzino, Nick
Author
2
Cohen, Albert
2
Costanzino, Nick
1
Abdelghani, Mohamed N.
1
Amen, Saeed
1
Asmussen, Søren
1
Assa, Hirbod
1
Boucher, Jean-Philippe
1
Brint, Andrew
1
Burnecki, Krzysztof
1
Butt, Adam
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Journal - volume
46
Volume 5, 2017