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On the characteristic function for asymmetric Student distributions

Nadarajah, Saralees; Chan, Stephen; Afuecheta, Emmanuel - In: Economics letters 121 (2013) 2, pp. 271-274

Persistent link: https://www.econbiz.de/10010347125

Extreme value analysis of electricity demand in the UK

Chan, Stephen; Nadarajah, Saralees - In: Applied economics letters 22 (2015) 13/15, pp. 1246-1251

Persistent link: https://www.econbiz.de/10011312714

Is the wealth of the Forbes 400 lists really Pareto distributed?

Chan, Stephen; Chu, Jeffrey; Nadarajah, Saralees - In: Economics letters 152 (2017), pp. 9-14

Persistent link: https://www.econbiz.de/10011800764

Risk : an R package for financial risk measures

Chan, Stephen; Nadarajah, Saralees - In: Computational economics 53 (2019) 4, pp. 1337-1351

Persistent link: https://www.econbiz.de/10012135135

Ordered random variables

Nadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen - In: Opsearch : journal of the Operational Research Society … 56 (2019) 1, pp. 344-366

Persistent link: https://www.econbiz.de/10012008493

Extreme values and financial risk

Chan, Stephen; Nadarajah, Saralees - In: Journal of risk and financial management : JRFM 13 (2020) 2/32, pp. 1-3

Persistent link: https://www.econbiz.de/10012173829

Effi cient Monte Carlo Counterparty Credit Risk Pricing and Measurement

Ghamami, Samim - 2014

Counterparty credit risk (CCR), a key driver of the 2007-08 credit crisis, has become one of the main focuses of the major global and U.S. regulatory standards. Financial institutions invest large amounts of resources employing Monte Carlo simulation to measure and price their counterparty...

Persistent link: https://www.econbiz.de/10013062864

The uncertain premium principle based on the distortion function

Li, Shengguo; Peng, Jin; Zhang, Bo - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 317-324

Persistent link: https://www.econbiz.de/10010192692

Browse-and-switch : retail-online competition under value uncertainty

Balakrishnan, Anantaram; Sundaresan, Shankar; Zhang, Bo - In: Production and operations management : an international … 23 (2014) 7, pp. 1129-1145

Persistent link: https://www.econbiz.de/10010400671

The impact of uncertainty and ambiguity related to iteration and overlapping on schedule of product development projects

Yang, Qing; Lu, Ting; Yao, Tao; Zhang, Bo - In: International journal of project management : the … 32 (2014) 5, pp. 827-837

Persistent link: https://www.econbiz.de/10010401174