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On the distribution tail of an integrated risk model: A numerical approach
Brokate, M.; Klüppelberg, C.; Kostadinova, R.; Maller, R. - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 101-106
Persistent link: https://www.econbiz.de/10007905840
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On the distribution tail of an integrated risk model: A numerical approach
Brokate, M.; Klüppelberg, C.; Kostadinova, R.; Maller, R. - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 101-107
Persistent link: https://www.econbiz.de/10008886710
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Delay in Claim Settlement and Ruin Probability Approximations
Klüppelberg, C.; Mikosch, T. - In: Scandinavian actuarial journal : Actuarial Society of … (1995) 2, pp. 154-168
Persistent link: https://www.econbiz.de/10005994450
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Method of moment estimation in the COGARCH(1,1) model
Haug, S.; Klüppelberg, C.; Lindner, A.; Zapp, M. - In: The econometrics journal 10 (2007) 2, pp. 320-341
Persistent link: https://www.econbiz.de/10007743555
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Testing for reduction to random walk in autoregressive conditional heteroskedasticity models
Klüppelberg, C.; Maller, R.A.; van de Vyver, M.; Wee, D. - In: The econometrics journal 5 (2002) 2, pp. 87-93
Persistent link: https://www.econbiz.de/10007472769
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Asymptotic ordering of risks and ruin probabilities
Klüppelberg, C. - In: Insurance / Mathematics & economics 12 (1993) 3, pp. 259-264
Persistent link: https://www.econbiz.de/10006952837