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Year of PublicationTitleAuthor(s)
2017The 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
2017Valuation of non-life liabilities from claims triangles
In: volume: 5, 2017, issue: 3, p. 1-28
Lindholm, Mathias; Lindskog, Filip; Wahl, Felix
2017Implied distributions from GBPUSD risk-reversals and implication for Brexit scenarios
In: volume: 5, 2017, issue: 3, p. 1-17
Clark, Iain J.; Amen, Saeed
2017A robust approach to hedging and pricing in imperfect markets
In: volume: 5, 2017, issue: 3, p. 1-20
Assa, Hirbod; Gospodinov, Nikolay
2017Robust 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
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
2017Analyzing the Gaver-Lewis pareto process under an extremal perspective
In: volume: 5, 2017, issue: 3, p. 1-12
Ferreira, Marta; Ferreira, Helena
2017Bubbles, blind-spots and Brexit
In: volume: 5, 2017, issue: 3, p. 1-15
Fry, John; Brint, Andrew