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Effect of an excess of loss reinsurance on upper bounds of ruin probabilities
Nguyen Quang Chung, (2017)
The repairman problem revisited
Crampes, Claude, (2016)
Optimization of cash management fluctuation through stochastic processes
Dib, Youssef M, (2018)
Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case
Jensen, Søren Tolver, (2004)
Asymptotic inference for nonstationary GARCH
Estimation and asymptotic inference in the AR-ARCH model
Lange, Theis, (2011)