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~type:"book"
~accessRights:"free"
~language:"eng"
~institution:"arXiv.org"
~person:"Shevchenko, Pavel V."
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Shevchenko, Pavel V.
Zhou, Wei-Xing
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Sornette, Didier
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Cotter, John
26
Sornette, D.
24
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1
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
Saved in:
2
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
Saved in:
3
Bayesian Model Choice of Grouped t-copula
Luo, Xiaolin
;
Shevchenko, Pavel V.
-
2011
Persistent link: https://www.econbiz.de/10008855192
Saved in:
4
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
Saved in:
5
Holder-extendible European option: corrections and extensions
Shevchenko, Pavel V.
-
2010
Persistent link: https://www.econbiz.de/10008678711
Saved in:
6
Calculation of aggregate loss distributions
Shevchenko, Pavel V.
-
2010
Persistent link: https://www.econbiz.de/10008611527
Saved in:
7
A Short Tale of Long Tail Integration
Luo, Xiaolin
;
Shevchenko, Pavel V.
-
2010
Persistent link: https://www.econbiz.de/10008577608
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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