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~isPartOf:"Annals of finance"
~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~language:"slv"
~person:"Fabozzi, Frank J."
~person:"Hainaut, Donatien"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Fabozzi, Frank J.
Hainaut, Donatien
Young, Virginia R.
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ECONIS (ZBW)
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1
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
2
Multivariate claim processes with rough intensities : properties and estimation
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 269-287
Persistent link: https://www.econbiz.de/10013471245
Saved in:
3
A fractional multi-states model for insurance
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 120-132
Persistent link: https://www.econbiz.de/10012545276
Saved in:
4
Moment generating function of non-Markov self-excited claims processes
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 406-424
Persistent link: https://www.econbiz.de/10012793934
Saved in:
5
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
6
Hedging of crop harvest with derivatives on temperature
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10011990451
Saved in:
7
A switching self-exciting jump diffusion process for stock prices
Hainaut, Donatien
;
Moraux, Franck
- In:
Annals of finance
15
(
2019
)
2
,
pp. 267-306
Persistent link: https://www.econbiz.de/10012058243
Saved in:
8
Robust evaluation of SCR for participating life insurances under Solvency II
Hainaut, Donatien
;
Devolder, Pierre
;
Pelsser, Antoon …
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 107-123
Persistent link: https://www.econbiz.de/10011825414
Saved in:
9
Contagion modeling between the financial and insurance markets with time changed processes
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 63-77
Persistent link: https://www.econbiz.de/10011712384
Saved in:
10
Intensity-based framework for surrender modeling in life insurance
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011694432
Saved in:
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