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~source:"econis"
~subject:"Insurance"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
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COPULA-BASED CHARACTERIZATIONS...
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Ibragimov, Rustam Ju.
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Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
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2
Value at risk under dependence and heavy tariledness : models with comon shocks
Ibragimov, Rustam Ju.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003712614
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3
Copulas and long memory
Ibragimov, Rustam Ju.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003767933
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4
Portfolio diversification under local, moderate and global deviations from power laws
Ibragimov, Rustam
(
contributor
);
Walden, Johan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003304435
Saved in:
5
Pricing and capital allocation for multiline insurance firms
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
-
2008
Persistent link: https://www.econbiz.de/10003860462
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6
Insurance equilibrium with monoline and multiline insurers
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
-
2008
Persistent link: https://www.econbiz.de/10003860467
Saved in:
7
T-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003480434
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8
t-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam Ju.
;
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
Saved in:
9
The limits of diversification when losses may be large
Ibragimov, Rustam
;
Walden, Johan
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2551-2569
Persistent link: https://www.econbiz.de/10003522982
Saved in:
10
Pricing and capital allocation for multiline insurance firms
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
3
,
pp. 551-578
Persistent link: https://www.econbiz.de/10008650425
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