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Asymptotic consistency and inconsistency of the chain ladder
Pešta, Michal; Hudecová, Šárka - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 472-480
Persistent link: https://www.econbiz.de/10010011630
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Dynamics of state price densities
Härdle, Wolfgang; Hlávka, Zdeněk - In: Journal of econometrics 150 (2009) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10008250608
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Dynamics of state price densities
Härdle, Wolfgang; Hlávka, Zdeněk - In: Journal of econometrics 150 (2009) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10008897000