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Working paper 10
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Shevchenko, Pavel V. Zhou, Wei-Xing 29 Sornette, Didier 28 Cotter, John 26 Sornette, D. 24 Bayraktar, Erhan 16 Kardaras, Constantinos 16 Brigo, Damiano 15 Martinho, Vitor Joao Pereira Domingues 15 Bouchaud, Jean-Philippe 14 Marsili, Matteo 13 Muhle-Karbe, Johannes 13 Farmer, J. Doyne 12 Lillo, Fabrizio 12 Macrina, Andrea 12 Stanley, H. Eugene 12 Tasche, Dirk 12 Woodard, Ryan 12 Hughston, Lane P. 11 Drozdz, S. 10 Kitov, Ivan O. 10 Mantegna, Rosario N. 10 Papapantoleon, Antonis 10 Rudi Sch\"afer 10 Scalas, Enrico 10 Brody, Dorje C. 9 Cont, Rama 9 Kwapien, J. 9 Nutz, Marcel 9 Berd, Arthur M. 8 Dowd, Kevin 8 Gheorghiu, Anca 8 Junior, Leonidas Sandoval 8 Palmowski, Zbigniew 8 Ren, Fei 8 Vovk, Vladimir 8 Fujiwara, Yoshi 7 Guhr, Thomas 7 Kaizoji, Taisei 7 Michael C. M\"unnix 7
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Showing 1 - 10 of 10
 
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Dependent default and recovery: MCMC study of downturn LGD credit risk model
Shevchenko, Pavel V.; Luo, Xiaolin - 2011
Persistent link: https://www.econbiz.de/10009403409
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Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts
Peters, Gareth W.; Briers, Mark; Shevchenko, Pavel V.; … - 2011
Persistent link: https://www.econbiz.de/10009643745
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Bayesian Model Choice of Grouped t-copula
Luo, Xiaolin; Shevchenko, Pavel V. - 2011
Persistent link: https://www.econbiz.de/10008855192
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Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses?
Peters, Gareth W.; Byrnes, Aaron D.; Shevchenko, Pavel V. - 2010
Persistent link: https://www.econbiz.de/10008684830
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Holder-extendible European option: corrections and extensions
Shevchenko, Pavel V. - 2010
Persistent link: https://www.econbiz.de/10008678711
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Calculation of aggregate loss distributions
Shevchenko, Pavel V. - 2010
Persistent link: https://www.econbiz.de/10008611527
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A Short Tale of Long Tail Integration
Luo, Xiaolin; Shevchenko, Pavel V. - 2010
Persistent link: https://www.econbiz.de/10008577608
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Chain ladder method: Bayesian bootstrap versus classical bootstrap
Peters, Gareth W.; Mario V. W\"uthrich; Shevchenko, Pavel V. - 2010
Persistent link: https://www.econbiz.de/10008470418
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Dynamic operational risk: modeling dependence and combining different sources of information
Peters, Gareth W.; Shevchenko, Pavel V.; Mario V. W\"uthrich - 2009
Persistent link: https://www.econbiz.de/10005083823
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The t copula with Multiple Parameters of Degrees of Freedom: Bivariate Characteristics and Application to Risk Management
Luo, Xiaolin; Shevchenko, Pavel V. - 2007
Persistent link: https://www.econbiz.de/10005083692
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