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Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
13
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ECONIS (ZBW)
13
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1
The effects of credit rating announcements on bond liquidity : an event study
Abad, Pilar
;
Díaz Pérez, Antonio
;
Escribano, Ana
; …
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 1-15)
.
2017
Persistent link: https://www.econbiz.de/10012098736
Saved in:
2
The effect of credit rating events on the emerging CDS market
Ballester, Laura
;
González-Urteaga, Ana
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 17-28)
.
2017
Persistent link: https://www.econbiz.de/10012098738
Saved in:
3
Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
Persistent link: https://www.econbiz.de/10012098763
Saved in:
4
A network approach to risk theory and portfolio selection
Cerqueti, Roy
;
Lupi, Claudio
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 73-82)
.
2017
Persistent link: https://www.econbiz.de/10012098764
Saved in:
5
An evolutionary approach to improve a simple trading system
Corazza, Marco
;
Parpinel, Francesca
;
Pizzi, Claudio
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 83-95)
.
2017
Persistent link: https://www.econbiz.de/10012098771
Saved in:
6
Provisions for outstanding claims with distance-based generalized linear models
Costa, Teresa
;
Boj, Eva
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 97-108)
.
2017
Persistent link: https://www.econbiz.de/10012098773
Saved in:
7
Profitability vs. attractiveness within a performance analysis of a life annuity business
Di Lorenzo, Emilia
;
Orlando, Albina
;
Sibillo, Marilena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 109-118)
.
2017
Persistent link: https://www.econbiz.de/10012098774
Saved in:
8
Uncertainty in historical value-at-risk : an alternative quantile-based risk measure
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 119-128)
.
2017
Persistent link: https://www.econbiz.de/10012098775
Saved in:
9
Modeling variance risk premium
Gnameho, Kossi
;
Kanniainen, Juho
;
Yue, Ye
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 129-141)
.
2017
Persistent link: https://www.econbiz.de/10012098778
Saved in:
10
Covered call writing and framing : a cumulative prospect theory approach
Nardon, Martina
;
Pianca, Paolo
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 143-155)
.
2017
Persistent link: https://www.econbiz.de/10012098779
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