Search

Add filters:

Use filters to refine the search results.


Results 1-10 of 30.
Year of PublicationTitleAuthor(s)
2020Variations of particle swarm optimization for obtaining classification rules applied to credit risk in financial institutions of Ecuador
In: volume: 8, 2020, issue: 1, p. 1-14
Jimbo Santana, Patricia; Lanzarini, Laura; Bariviera, Aurelio Fernández
2020Measuring financial contagion and spillover effects with a state-dependent sensitivity value-at-risk model
In: volume: 8, 2020, issue: 1, p. 1-20
Andrieş, Alin Marius; Galasan, Elena
2020Assessing asset-liability risk with neural networks
In: volume: 8, 2020, issue: 1, p. 1-17
Cheridito, Patrick; Ery, John; Wüthrich, Mario V.
2020General conditions of weak convergence of discrete-time multiplicative scheme to asset price with memory
In: volume: 8, 2020, issue: 1, p. 1-29
Mišura, Julija S.; Ralchenko, Kostiantyn; Shklyar, S. V.
2020Modelling unobserved heterogeneity in claim counts using finite mixture models
In: volume: 8, 2020, issue: 1, p. 1-13
Bermúdez, Lluís; Karlis, Dimitris; Morillo, Isabel
2020A comprehensive stability indicator for banks
In: volume: 8, 2020, issue: 1, p. 1-15
Powell, Robert; Duc Hong Vo
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
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
2020A discrete-time approach to evaluate path-dependent derivatives in a regime-switching risk model
In: volume: 8, 2020, issue: 1, p. 1-22
Russo, Emilio