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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
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Search: subject:"Wahrscheinlichkeitsrechnung"
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Probability theory
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57
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57
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54
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Einmahl, John H. J.
7
Chen, Yiqing
5
Cheung, Eric C. K.
5
Kabanov, Jurij M.
5
Young, Virginia R.
5
Landriault, David
4
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Steel, Mark F. J.
4
Willmot, Gordon E.
4
Chen Zhou
3
Cossette, Hélène
3
Dickson, David C. M.
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Fernández, Carmen
3
Landsman, Zinoviy
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Li, Jinzhu
3
Loisel, Stéphane
3
Makov, Udi
3
Mandjes, Michel
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Marceau, Etienne
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Shushi, Tomer
3
Sordo, Miguel A.
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Vernic, Raluca
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Woo, Jae-Kyung
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Xu, Di
3
Yang, Hailiang
3
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2
Bolancé, Catalina
2
Boxma, Onno
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Constantinescu, Corina
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Delsing, G. A.
2
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Fournié, Éric
2
Genîzî, Ûrî
2
Gzyl, Henryk
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2
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2
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Finance and stochastics
Insurance / Mathematics & economics
European journal of operational research : EJOR
109
Economics letters
84
Discussion paper / Tinbergen Institute
74
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61
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33
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24
Statistics in transition : an international journal of the Polish Statistical Association
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22
Order statistics: applications
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
NBER Working Paper
21
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20
Econometric reviews
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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INFORMS journal on computing : JOC
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ECONIS (ZBW)
195
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
3
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
4
A general approach for Parisian stopping times under Markov processes
Zhang, Gongqiu
;
Li, Lingfei
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 769-829
Persistent link: https://www.econbiz.de/10014328990
Saved in:
5
Ruin probabilities for a Sparre Andersen model with investments : the case of annuity payments
Kabanov, Jurij M.
;
Promyslov, Platon
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 887-902
Persistent link: https://www.econbiz.de/10014426395
Saved in:
6
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
7
The Cramér-Lundberg model with a fluctuating number of clients
Braunsteins, Peter
;
Mandjes, Michel
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014446650
Saved in:
8
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
9
A note on portfolios of averages of lognormal variables
Boyle, Phelim P.
;
Jiang, Ruihong
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 97-109
Persistent link: https://www.econbiz.de/10014446731
Saved in:
10
Asymptotics for a time-dependent by-claim model with dependent subexponential claims
Yuan, Meng
;
Lu, Dawei
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 120-141
Persistent link: https://www.econbiz.de/10014446748
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