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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Dingeç, Kemal Dinçer"
~person:"Wong, Bernard"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Dingeç, Kemal Dinçer
Wong, Bernard
McAleer, Michael
10
Dijk, Herman K. van
6
Asai, Manabu
5
Paap, Richard
4
Avanzi, Benjamin
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On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
2
A micro-level claim count model with overdispersion and reporting delays
Avanzi, Benjamin
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011630588
Saved in:
3
Control variates and conditional Monte
Carlo
for basket and Asian options
Dingeç, Kemal Dinçer
;
Hörmann, Wolfgang
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 421-434
Persistent link: https://www.econbiz.de/10009763657
Saved in:
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