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Results 31-39 of 39.
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2018
A credit-risk valuation under the variance-gamma asset return
In: volume: 6, 2018, issue: 2, p. 1-25
Ivanov, Roman V.
2018
Precise large deviations for subexponential distributions in a multi risk model
In: volume: 6, 2018, issue: 2, p. 1-13
Konstantinides, Dimitrios G.
2018
A least-squares Monte Carlo framework in proxy modeling of life insurance companies
In: volume: 6, 2018, issue: 2, p. 1-26
Krah, Anne-Sophie
;
Nikolić, Zoran
;
Korn, Ralf
2018
The effect of non-proportional reinsurance: A revision of Solvency II Standard Formula
In: volume: 6, 2018, issue: 2, p. 1-13
Clemente, Gian Paolo
2018
Modelling and forecasting stock price movements with serially dependent determinants
In: volume: 6, 2018, issue: 2, p. 1-22
Yatigammana, Rasika
;
Peiris, Shelton
;
Gerlach, Richard
;
Allen, David Edmund
2018
Credit risk meets random matrices: Coping with non-stationary asset correlations
In: volume: 6, 2018, issue: 2, p. 1-25
Mühlbacher, Andreas
;
Guhr, Thomas
2018
Properties of stochastic arrangement increasing and their applications in allocation problems
In: volume: 6, 2018, issue: 2, p. 1-12
Wei, Wei
2018
A general framework for portfolio theory. Part I: Theory and various models
In: volume: 6, 2018, issue: 2, p. 1-35
Maier-Paape, Stanislaus
;
Zhu, Qiji Jim
2018
Risk aversion loss aversion, and the demand for insurance
In: volume: 6, 2018, issue: 2, p. 1-19
Eeckhoudt, Louis
;
Fiori, Anna Maria
;
Gianin, Emanuela Rosazza
Author
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Addo, Peter Martey
1
Allen, David Edmund
1
Anzengruber, Johanna
1
Aschwanden, Gideon
1
Avram, Florin
1
Badaoui, Mohamed
1
Barletta, Andre
1
Bee, Marco
1
Benth, Fred Espen
1
Bott, Jürgen
.
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2018