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Arbitrage in skew Brownian motion models
Rossello, Damiano - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 50-56
Persistent link: https://www.econbiz.de/10009501701
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Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun; Song, Renming; Tang, DanLing; Wang, Yongjin; … - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
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Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
Deme, El Hadji; Girard, Stéphane; Guillou, Armelle - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 550-559
Persistent link: https://www.econbiz.de/10009763588
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The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure
Renaud, Jean-François - In: Insurance / Mathematics & economics 45 (2009) 2, pp. 242-246
Persistent link: https://www.econbiz.de/10009517573
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Null recurrent unit root processes
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Econometric theory 28 (2012) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
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Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
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Quantilograms under strong dependence
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 36 (2020) 3, pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
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Forecasting life expectancy : evidence from a new survival function
Wong, Chi Heem; Tsui, Albert K. - In: Insurance / Mathematics & economics 65 (2015), pp. 208-226
Persistent link: https://www.econbiz.de/10011428657
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Cause of death specific cohort effects in U.S. mortality
Lourés, Cristian Redondo; Cairns, Andrew - In: Insurance / Mathematics & economics 99 (2021), pp. 190-199
Persistent link: https://www.econbiz.de/10012649226
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 710-738
Persistent link: https://www.econbiz.de/10003864160