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Gzyl, Henryk
8
Mayoral, Silvia
4
Tagliani, Aldo
4
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1
Gzyl, Hendryk
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Gzyl, Henryk
;
Novi-Inverardi, Pier-Luigi
;
Tagliani, Aldo
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 457-463
Persistent link: https://www.econbiz.de/10010175078
Saved in:
2
Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean
Carrillo, Santiago
;
Gzyl, Henryk
;
Tagliani, Aldo
- In:
The journal of operational risk
7
(
2012
)
2
,
pp. 3-15
Persistent link: https://www.econbiz.de/10010006549
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3
Existence of a discrete probability distribution with assigned moments
Tagliani, A.
- In:
Metron : international journal of statistics
59
(
2001
)
3-4
,
pp. 243-256
Persistent link: https://www.econbiz.de/10006561777
Saved in:
4
Computing the value-at-risk of aggregate severities
Gzyl, Henryk
- In:
The journal of operational risk
6
(
2011/12
)
4
,
pp. 59-63
Persistent link: https://www.econbiz.de/10009911472
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5
Success or failure of a firm under different financing policies: A dynamic stochastic model
Cifarelli, Michele D.
;
Masciandaro, Donato
;
Peccati, Lorenzo
- In:
European journal of operational research : EJOR
136
(
2002
)
3
,
pp. 471-482
Persistent link: https://www.econbiz.de/10006656072
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6
Esistenza di soluzioni di equilibrio e stabilità in un mercato azionario imitativo
Ferrari, Luigi
;
Tagliani, Aldo
- In:
Giornale degli economisti e annali di economia
55
(
1996
)
3
,
pp. 423-434
Persistent link: https://www.econbiz.de/10006529610
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7
Maxentropic construction of risk neutral measures: discrete market models
Gzyl, Henryk
- In:
Applied mathematical finance
7
(
2000
)
4
,
pp. 229-240
Persistent link: https://www.econbiz.de/10008217265
Saved in:
8
A method for determining risk aversion functions from uncertain market prices of risk
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 84-90
Persistent link: https://www.econbiz.de/10008422775
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9
Determination of risk pricing measures from market prices of risk
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 437-443
Persistent link: https://www.econbiz.de/10008149204
Saved in:
10
Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Applied mathematical finance
19
(
2012
)
4
,
pp. 299-313
Persistent link: https://www.econbiz.de/10009998599
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