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Year of Publication
Title
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2008
Forecasting Cross-Sections of Frailty-Correlated Default
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
2008
Global Loss Diversification in the Insurance Sector
Sheremet, Oleg
;
Lucas, André
2005
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert
2000
Analytic Decision Rules for Financial Stochastic Programs
Siegmann, Arjen H.
;
Lucas, André
2001
Stock Selection, Style Rotation, and Risk
Lucas, André
;
van Dijk, Ronald
;
Kloek, Teun
2008
A General Framework for Observation Driven Time-Varying Parameter Models
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
2006
Modeling Portfolio Defaults using Hidden Markov Models with Covariates
Banachewicz, Konrad
;
van der Vaart, Aad
;
Lucas, André
2007
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model
Koopman, Siem Jan
;
Lucas, André
;
Ooms, Marius
;
van Montfort, Kees
;
van der Geest, Victor
2003
Discrete versus Continuous State Switching Models for Portfolio Credit Risk
Lucas, André
;
Klaassen, Pieter
2003
Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong
Peeters, Bas
;
Dert, Cees L.
;
Lucas, André
Author
8
Koopman, Siem Jan
3
Klaassen, Pieter
2
Banachewicz, Konrad
1
Creal, Drew
1
Daniels, Robert
1
Dert, Cees L.
1
Genton, Marc G.
1
Kloek, Teun
1
Kraeussl, Roman
1
Lee, Carmen
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