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How to estimate the yield curve and the forward rate curve by means of bond prices
Delbaen, Freddy; Lorimier, Sabine - 1992
Persistent link: https://www.econbiz.de/10000840744
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Estimation of the yield curve and the forward rate curve starting from a finite number of observations
Delbaen, Freddy - In: Insurance / Mathematics & economics 11 (1992) 4, pp. 259-269
Persistent link: https://www.econbiz.de/10001138774
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Behaviour of the maximum likelihood estimations for the CIR-model when limited discrete samples are used
Lorimier, Sabine - 1993
Persistent link: https://www.econbiz.de/10000142022
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A sensitivity analysis of an estimation method of the forward rate or the yield curve
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554943
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A nonparametric method to estimate the term structure in a continuous framework
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554949
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Adjusted methods to estimate the term structure in a continuous framework
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000555136
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Estimation of the forward rate curve by means of methods using higher order degrees of smoothness: A proof of convergence
LORIMIER, Sabine - Faculteit Toegepaste Economische Wetenschappen, … - 1996
Persistent link: https://www.econbiz.de/10010797699
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A multiple life description with dependent discrete future lifetimes
VanWouwe, Martine; Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554946
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Continuity of the expacted utility
Delbaen, Freddy - In: Allocation under uncertainty: equilibrium and …, (pp. 254-256). 1974
Persistent link: https://www.econbiz.de/10003523912
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Classical risk theory in an economic environment
Delbaen, F.; Haezendonck, J. - In: Insurance: Mathematics and Economics 6 (1987) 2, pp. 85-116
Persistent link: https://www.econbiz.de/10005374773