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Results 1-10 of 14.
Year of PublicationTitleAuthor(s)
2017Bounded brownian motion
In: volume: 5, 2017, issue: 4, p. 1-24
Carr, Peter
2017Non-parametric integral estimation using data clustering in stochastic dynamic programming: An introduction using lifetime financial modelling
In: volume: 5, 2017, issue: 4, p. 1-17
Khemka, Gaurav; Butt, Adam
2017A general framework for incorporating stochastic recovery in structural models of credit risk
In: volume: 5, 2017, issue: 4, p. 1-19
Cohen, Albert; Costanzino, Nick
2017Optional defaultable markets
In: volume: 5, 2017, issue: 4, p. 1-21
Abdelghani, Mohamed N.; Melnikov, Alexander V.
2017The impact of risk management in credit rating agencies
In: volume: 5, 2017, issue: 4, p. 1-16
Seetharaman, A.; Sahu, Vikas Kumar; Saravanan, A. S.; Raj, John Rudolph; Niranjan, Indu
2017Bayesian modelling, Monte Carlo sampling and capital allocation of insurance risks
In: volume: 5, 2017, issue: 4, p. 1-51
Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V.
2017Special issue "Actuarial and financial risks in life insurance, pensions and household finance"
In: volume: 5, 2017, issue: 4, p. 1-2
Regis, Luca
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.
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