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Results 31-40 of 46.
Year of PublicationTitleAuthor(s)
2017Optimal form of retention for securitized loans under moral hazard
In: volume: 5, 2017, issue: 4, p. 1-13
Dionne, Georges; Malekan, Sara
2017A review and some complements on quantile risk measures and their domain
In: volume: 5, 2017, issue: 4, p. 1-16
Fuchs, Sebastian; Schlotter, Ruben; Schmidt, Klaus D.
2017Backtesting 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
2017Stress 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
2017An EM algorithm for Double-Pareto-lognormal generalized linear model applied to heavy-tailed insurance claims
In: volume: 5, 2017, issue: 4, p. 1-24
Calderín-Ojeda, Enrique; Fergusson, Kevin; Wu, Xueyuan
2017Optimal claiming strategies in Bonus Malus systems and implied Markov chains
In: volume: 5, 2017, issue: 4, p. 1-17
Charpentier, Arthur; David, Arthur; Elie, Romuald
2017A discussion of a risk-sharing pension plan
In: volume: 5, 2017, issue: 1, p. 1-20
Donnelly, Catherine
2017Analyzing the Gaver-Lewis pareto process under an extremal perspective
In: volume: 5, 2017, issue: 3, p. 1-12
Ferreira, Marta; Ferreira, Helena
2017n-dimensional Laplace transforms of occupation times for spectrally negative Lévy processes
In: volume: 5, 2017, issue: 1, p. 1-14
Kuang, Xuebing; Zhou, Xiaowen
2017Bond and CDS pricing via the stochastic recovery Black-Cox Model
In: volume: 5, 2017, issue: 2, p. 1-17
Cohen, Albert; Costanzino, Nick