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Semiparametric generalized long-memory modeling of some mena stock market returns : a wavelet approach
Boubaker, Heni; Sghaier, Nadia - In: Economic modelling 50 (2015), pp. 254-265
Persistent link: https://www.econbiz.de/10011440563
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Solvency capital requirement for a temporal dependent losses in insurance
Araichi, Sawssen; Peretti, Christian de; Belkacem, Lotfi - In: Economic modelling 58 (2016), pp. 588-598
Persistent link: https://www.econbiz.de/10011647930
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Reserve modelling and the aggregation of risks using time varying copula models
Araichi, Sawssen; Peretti, Christian de; Belkacem, Lotfi - In: Economic modelling 67 (2017), pp. 149-158
Persistent link: https://www.econbiz.de/10011813794