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Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Gzyl, Henryk
;
Novi-Inverardi, Pier-Luigi
;
Tagliani, Aldo
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 457-463
Persistent link: https://www.econbiz.de/10010175078
Saved in:
2
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Gzyl, Henryk
;
Novi-Inverardi, Pier-Luigi
;
Tagliani, Aldo
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 457-463
Persistent link: https://www.econbiz.de/10010195910
Saved in:
3
Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean
Carrillo, Santiago
;
Gzyl, Henryk
;
Tagliani, Aldo
- In:
The journal of operational risk
7
(
2012
)
2
,
pp. 3-15
Persistent link: https://www.econbiz.de/10010006549
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4
A comparison of numerical approaches to determine the severity of losses
Gzyl, Henryk
;
Novi-Inverardi, Pier Luigi
;
Tagliani, Aldo
- In:
The journal of operational risk
8
(
2013
)
1
,
pp. 3-15
Persistent link: https://www.econbiz.de/10010256992
Saved in:
5
Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean
Carrillo Menéndez, Santiago
;
Gzyl, Henryk
;
Tagliani, Aldo
- In:
The journal of operational risk
7
(
2012
)
2
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009572428
Saved in:
6
Discontinuous payoff option pricing by Mellin transform : a probabilistic approach
Gzyl, Henryk
;
Milev, M.
;
Tagliani, Aldo
- In:
Finance research letters
20
(
2017
),
pp. 281-288
Persistent link: https://www.econbiz.de/10011806950
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7
Success or failure of a firm under different financing policies: A dynamic stochastic model
Cifarelli, Michele D.
;
Masciandaro, Donato
;
Peccati, Lorenzo
- In:
European journal of operational research : EJOR
136
(
2002
)
3
,
pp. 471-482
Persistent link: https://www.econbiz.de/10006656072
Saved in:
8
Esistenza di soluzioni di equilibrio e stabilità in un mercato azionario imitativo
Ferrari, Luigi
;
Tagliani, Aldo
- In:
Giornale degli economisti e annali di economia
55
(
1996
)
3
,
pp. 423-434
Persistent link: https://www.econbiz.de/10006529610
Saved in:
9
Success or failure of a firm under different financing policies: A dynamic stochastic model
Cifarelli, Michele D.
;
Masciandaro, Donato
;
Peccati, Lorenzo
- In:
European Journal of Operational Research
136
(
2002
)
3
,
pp. 471-482
Persistent link: https://www.econbiz.de/10005278188
Saved in:
10
Trasformata inversa di laplace per funzioni positive e problema dei momenti
Frontini, Marco
;
Tagliani, Aldo
- In:
Decisions in Economics and Finance
19
(
1996
)
1
,
pp. 15-32
Persistent link: https://www.econbiz.de/10005184783
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