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Testing the diffusion coefficient
Kleinow, Torsten - 2002
Persistent link: https://www.econbiz.de/10001684924
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Valuation and hedging of participating life-insurance policies under management discretion
Kleinow, Torsten - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 78-87
Persistent link: https://www.econbiz.de/10009517657
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A common age effect model for the mortality of multiple populations
Kleinow, Torsten - In: Insurance / Mathematics & economics 63 (2015), pp. 147-152
Persistent link: https://www.econbiz.de/10011349843
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Web quantlets for time series analysis
Härdle, Wolfgang; Kleinow, Torsten; Knust, Florian - 2000
Persistent link: https://www.econbiz.de/10001470340
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Computational resources for extremes
Kleinow, Torsten; Thomas, Michael - 1999
Persistent link: https://www.econbiz.de/10001473215
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Computational resources for extremes
Kleinow, Torsten; Thomas, Michael - In: Measuring risk in complex stochastic systems, (pp. 203-213). 2000
Persistent link: https://www.econbiz.de/10001579735
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An empirical likelihood goodness of fit test for time series
Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten - 2001
Persistent link: https://www.econbiz.de/10001580375
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Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter (contributor); Härdle, Wolfgang (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001413436
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Sensitivity analysis of credit portfolio models
Kiesel, Rüdiger; Kleinow, Torsten - In: Applied quantitative finance : theory and computational …, (pp. 111-124). 2002
Persistent link: https://www.econbiz.de/10001749980
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An empirical likelihood goodness-of-fit test for diffusions
Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten - In: Applied quantitative finance : theory and computational …, (pp. 259-281). 2002
Persistent link: https://www.econbiz.de/10001750003