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Results 31-40 of 134.
Year of PublicationTitleAuthor(s)
2020A generative adversarial network approach to calibration of local stochastic volatility models
In: volume: 8, 2020, issue: 4, p. 1-31
Cuchiero, Christa; Khosrawi, Wahid; Teichmann, Josef
2020Ruin probability for stochastic flows of financial contract under phase-type distribution
In: volume: 8, 2020, issue: 2, p. 1-21
Adékambi, Franck; Essiomle, Kokou
2020Neural network pricing of American put options
In: volume: 8, 2020, issue: 3, p. 1-24
Gaspar, Raquel M.; Lopes, Sara Dutra; Sequeira, Bernardo
2020Loss reserving estimation with correlated run-off triangles in a quantile longitudinal model
In: volume: 8, 2020, issue: 1, p. 1-26
Badounas, Ioannis; Pitselis, Georgios
2020Mean-variance optimization is a good choice, but for other reasons than you might think
In: volume: 8, 2020, issue: 1, p. 1-16
Rigamonti, Andrea
2020A note on combining machine learning with statistical modeling for financial data analysis
In: volume: 8, 2020, issue: 2, p. 1-14
Sarabia, José María; Prieto, Faustino; Jordá, Vanesa; Sperlich, Stefan
2020Prediction of claims in export credit finance: A comparison of four machine learning techniques
In: volume: 8, 2020, issue: 1, p. 1-27
Bärtl, Mathias; Krummaker, Simone
2020EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: An application to insurance ratemaking
In: volume: 8, 2020, issue: 3, p. 1-23
Tzougas, George
2020A bank salvage model by impulse stochastic controls
In: volume: 8, 2020, issue: 2, p. 1-31
Cordoni, Francesco Giuseppe; Di Persio, Luca; Jiang, Yilun
2020New families of bivariate copulas via unit lomax distortion
In: volume: 8, 2020, issue: 4, p. 1-19
Abdullah-A Aldhufairi, Fadal; Samanthi, Ranadeera G.M.; Sepanski, Jungsywan H.