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isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Portfolio-Management"
~subject:"Wahrscheinlichkeitsrechnung"
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Portfolio-Management
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Vries, Casper G. de
6
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5
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3
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2
Kole, Erik
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Discussion paper / Tinbergen Institute
Journal of mathematical finance
Scandinavian actuarial journal
Insurance / Mathematics & economics
76
Risks : open access journal
36
European journal of operational research : EJOR
27
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22
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Statistics in transition : an international journal of the Polish Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of quality & reliability management
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International review of economics & finance : IREF
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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ECONIS (ZBW)
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21
Ruin probabilities in classical risk models with gamma claims
Constantinescu, Corina
;
Samorodnitsky, Gennady
;
Zhu, Wei
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 555-575
Persistent link: https://www.econbiz.de/10011939710
Saved in:
22
Moments of renewal shot-noise processes and their applications
Jang, Jiwook
;
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 727-752
Persistent link: https://www.econbiz.de/10011939737
Saved in:
23
A method for portfolio selection based on joint probability of co-movement of multi-assets
Zhou, Tianmin
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 535-548
Persistent link: https://www.econbiz.de/10011968713
Saved in:
24
Equilibrium equity premium in a semi martingale market when jump amplitudes follow a binomial distribution
Mukupa, George M.
;
Offen, Elias R.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 599-612
Persistent link: https://www.econbiz.de/10011968727
Saved in:
25
Modeling the frequency and severity of auto insurance claims using statistical distributions
Omari, Cyprian Ondieki
;
Nyambura, Shalyne Gathoni
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 137-160
Persistent link: https://www.econbiz.de/10011846226
Saved in:
26
Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors
Broda, Simon A.
-
2013
Persistent link: https://www.econbiz.de/10010191435
Saved in:
27
Ruin probabilities in multivariate risk models with periodic common shock
Cojocaru, Ionica
- In:
Scandinavian actuarial journal
(
2017
)
2
,
pp. 159-174
Persistent link: https://www.econbiz.de/10011772073
Saved in:
28
Nonparametric estimation of the finite time ruin probability in the classical risk model
Zhang, Zhimin
- In:
Scandinavian actuarial journal
(
2017
)
5
,
pp. 452-469
Persistent link: https://www.econbiz.de/10011772222
Saved in:
29
Analysis of IBNR claims in renewal insurance models
Landriault, David
;
Willmot, Gordon E.
;
Xu, Di
- In:
Scandinavian actuarial journal
(
2017
)
7
,
pp. 628-650
Persistent link: https://www.econbiz.de/10011848487
Saved in:
30
A generalization of multivariate Pareto distributions : tail risk measures, divided differences and asymptotics
Hendriks, Harrie
;
Landsman, Zinoviy
- In:
Scandinavian actuarial journal
(
2017
)
9
,
pp. 785-803
Persistent link: https://www.econbiz.de/10011848675
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