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Results 1-9 of 9.
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Year of Publication
Title
Author(s)
2017
The class of (p,q)-spherical distributions with an extension of the sector and circle number functions
In: volume: 5, 2017, issue: 3, p. 1-17
Richter, Wolf-Dieter
2017
Valuation of non-life liabilities from claims triangles
In: volume: 5, 2017, issue: 3, p. 1-28
Lindholm, Mathias
;
Lindskog, Filip
;
Wahl, Felix
2017
Implied distributions from GBPUSD risk-reversals and implication for Brexit scenarios
In: volume: 5, 2017, issue: 3, p. 1-17
Clark, Iain J.
;
Amen, Saeed
2017
A robust approach to hedging and pricing in imperfect markets
In: volume: 5, 2017, issue: 3, p. 1-20
Assa, Hirbod
;
Gospodinov, Nikolay
2017
Robust estimation of value-at-risk through distribution-free and parametric approaches using the joint severity and frequency model: Applications in financial, actuarial, and natural calamities domains
In: volume: 5, 2017, issue: 3, p. 1-29
Guharay, Sabyasachi
;
Chang, KC
;
Xu, Jie
2017
Backtesting the Lee-Carter and the Cairns-Blake-Dowd stochastic mortality models on Italian death rates
In: volume: 5, 2017, issue: 3, p. 1-23
Maccheroni, Carlo
;
Nocito, Samuel
2017
Stress testing German industry sectors: Results from a vine copula based quantile regression
In: volume: 5, 2017, issue: 3, p. 1-13
Fischer, Matthias
;
Kraus, Daniel
;
Pfeuffer, Marius
;
Czado, Claudia
2017
Analyzing the Gaver-Lewis pareto process under an extremal perspective
In: volume: 5, 2017, issue: 3, p. 1-12
Ferreira, Marta
;
Ferreira, Helena
2017
Bubbles, blind-spots and Brexit
In: volume: 5, 2017, issue: 3, p. 1-15
Fry, John
;
Brint, Andrew
Author
1
Amen, Saeed
1
Assa, Hirbod
1
Brint, Andrew
1
Chang, KC
1
Clark, Iain J.
1
Czado, Claudia
1
Ferreira, Helena
1
Ferreira, Marta
1
Fischer, Matthias
1
Fry, John
.
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2017