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Modelling uncertain operational cash flows of real estate investments using simulations of stochastic processes
Pfnür, Andreas; Armonat, Stefan - In: Journal of property investment & finance 31 (2013) 5, pp. 481-501
Persistent link: https://www.econbiz.de/10009790273
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Reliability of public private partnership projects under assumptions of cash flow volatility
Schöbener, Henning (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003701659
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Reliability of public private partnership projects under assumptions of cash flow volatility
Schöbener, Henning (contributor);  … - 2007
generate variable trajectories of operating costs and integrate them into a stochastic simulation of the financial model …. -- public private partnerships ; operating costs ; risk modelling ; stochastic processes ; stochastic simulation …
Persistent link: https://www.econbiz.de/10003660713
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Bank stress testing : a stochastic simulation framework to assess banks' financial fragility
Montesi, Giuseppe; Papiro, Giovanni - In: Risks : open access journal 6 (2018) 3, pp. 1-54
We present a stochastic simulation forecasting model for stress testing that is aimed at assessing banks’ capital …
Persistent link: https://www.econbiz.de/10011890804
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On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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Concession period for PPPs : a win-win model for a fair risk sharing
Carbonara, Nunzia; Costantino, Nicola; Pellegrino, Roberta - In: International journal of project management : the … 32 (2014) 7, pp. 1223-1232
Persistent link: https://www.econbiz.de/10010408987
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Calculating variable annuity liability "Greeks" using Monte Carlo simulation
Cathcart, Mark J.; Lok, Hsiao Yen; McNeil, Alexander J.; … - In: Astin bulletin : the journal of the International … 45 (2015) 2, pp. 239-266
Persistent link: https://www.econbiz.de/10011312287
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Asymmetric information, trading volume, and protfolio performance
Jackson, Antony - In: Corporate ownership & control : international … 11 (2013/14) 1, pp. 8-23
Persistent link: https://www.econbiz.de/10011313906
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Simple simulation schemes for CIR and Wishart processes
Baldi, Paolo; Pisani, Camilla - In: International journal of theoretical and applied finance 16 (2013) 8, pp. 1-15
Persistent link: https://www.econbiz.de/10010243628
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Social expenditure in New Zealand : stochastic projections
Creedy, John; Makale, Kathleen - In: New Zealand economic papers 48 (2014) 2, pp. 196-208
Persistent link: https://www.econbiz.de/10010375412