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A Gaussian kernel-based approa...
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551
Analysis of batch Bernoulli process subject to discrete-time renewal generated binomial catastrophes
Kumar, Nitin
;
Gupta, U. C.
-
2020
Persistent link: https://www.econbiz.de/10012236377
Saved in:
552
On origins of bubbles
Kakushadze, Zura
- In:
Journal of risk & control
4
(
2017
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012236797
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553
The Poisson random effect model for experience ratemaking : limitations and alternative solutions
Lee, Woojoo
;
Kim, Jeonghwan
;
Ahn, Jae Youn
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 26-36
Persistent link: https://www.econbiz.de/10012241976
Saved in:
554
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
Saved in:
555
Regularity of Gaussian processes on Dirichlet spaces
Kerkyacharian, Gérard
;
Ogawa, Shigeyoshi
;
Petrušev, …
-
2017
Persistent link: https://www.econbiz.de/10012200359
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556
Endogenous second moments : a unified approach to fluctuations in risk, dispersion, and uncertainty
Straub, Ludwig
;
Ulbricht, Robert
-
2016
Persistent link: https://www.econbiz.de/10012216957
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557
Tractable reformulations of two-stage distributionally robust linear programs over the type-∞ Wasserstein ball
Xie, Weijun
- In:
Operations research letters
48
(
2020
)
4
,
pp. 513-523
Persistent link: https://www.econbiz.de/10012294820
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558
Forward-looking portfolio selection with multivariate non-Gaussian models
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1645-1661
Persistent link: https://www.econbiz.de/10012295628
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559
Ranking distributions when only means and variances are known
Müller, Alfred
;
Scarsini, Marco
;
Tsetlin, Ilia
; …
-
2020
-
Revised version of 2019/37/DSC
Persistent link: https://www.econbiz.de/10012299679
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560
Chance constrained programming with some non-normal continuous random variables
Mohanty, D. K.
;
Pradhan, Avik
;
Biswal, M. P.
- In:
Opsearch : journal of the Operational Research Society …
57
(
2020
)
4
,
pp. 1281-1298
Persistent link: https://www.econbiz.de/10012302545
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