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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~person:"Chen, Zhiping"
~person:"Dutang, Christophe"
~person:"Ferreira, Manuel"
~type:"article"
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Robust statistics
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Chen, Zhiping
Dutang, Christophe
Ferreira, Manuel
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2
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Gu, Ailing
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Guillou, Armelle
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Insurance / Mathematics & economics
Journal of banking & finance
European journal of operational research : EJOR
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ECONIS (ZBW)
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Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
2
Robust and bias-corrected estimation of the coefficient of tail dependence
Dutang, Christophe
;
Goegebeur, Yuri
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 46-57
Persistent link: https://www.econbiz.de/10010402739
Saved in:
3
Beyond Sharpe ratio : optimal asset allocation using different performance ratios
Farinelli, Simone
;
Ferreira, Manuel
;
Rossello, Damiano
; …
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2057-2063
Persistent link: https://www.econbiz.de/10003778591
Saved in:
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