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institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~institution:"Judge Institute of Management Studies"
~subject:"Monte Carlo simulation"
~subject:"Risikomodell"
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Monte Carlo simulation
Risikomodell
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Lardic, Sandrine
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Mignon, Valérie
3
Picard, Pierre
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Bolancé, Catalina
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Judge Institute of Management Studies
National Bureau of Economic Research
14
Centre for Analytical Finance <Århus>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
European Group of Risk and Insurance Economists
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
University of Exeter / Department of Economics
4
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3
International Association for the Study of Insurance Economics
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National Institute of Economic and Social Research
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2
Instituto Valenciano de Investigaciones Económicas
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International Conference on Insurance Solvency <1, 1986, Philadelphia, Pa.>
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The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
Saved in:
2
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
Saved in:
3
The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
Saved in:
4
Asset allocation using quasi Monte Carlo methods
Boyle, Phelim P.
(
contributor
);
Imai, Junichi
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736202
Saved in:
5
On the role of good faith in insurance contracting
Dixit, Avinash K.
(
contributor
);
Picard, Pierre
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661135
Saved in:
6
A fast subsampling method for nonlinear dynamic models
Hong, Han
(
contributor
);
Scaillet, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507
Saved in:
7
Pricing of automobile insurance under asymmetric information : a study on panel data
Dahchour, Maki
(
contributor
);
Dionne, Georges
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724051
Saved in:
8
Time-varying credibility for frequency risk models : estimation and tests for autoregressive specifications on the random effects
Bolancé, Catalina
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724077
Saved in:
9
Costly risk verification without commitment in competitive insurance markets
Picard, Pierre
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724166
Saved in:
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