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Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue; Punzo, Antonio; Otneim, Håkon; Maruotti, … - 2023
Persistent link: https://www.econbiz.de/10014431361
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A quantitative comparison of the Lee-Carter Model under different types of non-Gaussian innovations
Wang, Chou-wen; Huang, Hong-chih; Liu, I-chien - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 675-696
Persistent link: https://www.econbiz.de/10009503485
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Modeling multi-country mortality dependence and its application in pricing survivor index swaps : a dynamic copula approach
Wang, Chou-Wen; Yang, Sharon S.; Huang, Hong-Chih - In: Insurance / Mathematics & economics 63 (2015), pp. 30-39
Persistent link: https://www.econbiz.de/10011349859
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Portfolio return distributions : sample statistics with stochastic correlations
Chetalova, Desislava; Schmitt, Thilo A.; Schäfer, Rudi; … - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011403228
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Identification of mixed causal-noncausal models in finite samples
Hecq, Alain W. J.; Lieb, Lenard; Telg, Sean - In: Annals of economics and statistics 123/124 (2016), pp. 307-331
Persistent link: https://www.econbiz.de/10011592754
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Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel; Perote, Javier - In: The North American journal of economics and finance : a … 42 (2017), pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
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Fat-tailed DSGE models : a survey and new results
Dave, Chetan; Sorge, Marco M. - 2025
Persistent link: https://www.econbiz.de/10015372567
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Fat tailed DSGE models : a survey and new results
Dave, Chetan; Sorge, Marco M. - 2023
Persistent link: https://www.econbiz.de/10014227191