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Neural networks and ARMA-GARCH models for foreign exchange risk measurement and assessment
Nsengiyumva, Elysee, (2024)
Constant dividend barrier in a risk model with interclaim-dependent claim sizes
Landriault, David, (2008)
Allocation of risks and equilibrium in markets with finitely many traders
Burgert, Christian, (2008)
Approaches to conditional risk
Filipović, Damir, (2011)
On the group level Swiss solvency test
Filipović, Damir, (2007)
Equilibrium prices for monetary utility functions
Filipović, Damir, (2008)