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Small dispersion asymptotics for diffusion martingale estimating functions
Sørensen, Michael
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2000
Persistent link: https://www.econbiz.de/10001456710
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Hyperbolic process in finance
Bibby, Bo Martin
;
Sørensen, Michael
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 211-248)
.
2003
Persistent link: https://www.econbiz.de/10001882077
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Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Bladt, Mogens
;
Nielsen, Bo Friis
;
Peralta, Oscar
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 32-61
Persistent link: https://www.econbiz.de/10012194929
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Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models
Asmussen, Søren
;
Bladt, Mogens
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 675-689
Persistent link: https://www.econbiz.de/10013367850
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Mortality modeling and regression with matrix distributions
Albrecher, Hansjörg
;
Bladt, Martin
;
Bladt, Mogens
; …
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 68-87
Persistent link: https://www.econbiz.de/10013471186
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Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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