Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Maximum Entropy Methods for Lo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
9
Language
All
Undetermined
6
English
3
Author
All
Gzyl, Henryk
8
Mayoral, Silvia
4
Tagliani, Aldo
2
Carrillo, Santiago
1
Gzyl, Hendryk
1
Novi-Inverardi, Pier-Luigi
1
Published in...
All
Insurance / Mathematics & economics
4
The journal of operational risk
3
Applied mathematical finance
2
Source
All
OLC EcoSci
ECONIS (ZBW)
35
RePEc
16
EconStor
2
Other ZBW resources
1
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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:
3
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
Saved in:
4
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:
5
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:
6
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
Saved in:
7
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
Saved in:
8
Determination of risk pricing measures from market prices of risk
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 437-444
Persistent link: https://www.econbiz.de/10008893150
Saved in:
9
Determing the total loss distribution from the moments of the exponential pf the compound loss
Gzyl, Hendryk
- In:
The journal of operational risk
6
(
2011
)
3
,
pp. 3-13
Persistent link: https://www.econbiz.de/10009911470
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
