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Neumann series on the recursive moments of copula-dependent aggregate discounted claims

Ramli, Siti Norafidah Mohd; Jang, Jiwook - In: Risks : open access journal 2 (2014) 2, pp. 195-210

We study the recursive moments of aggregate discounted claims, where the dependence between the inter-claim time and … of successive approximation to derive the Neumann series of the recursive moments. We then compute the first two moments …

Persistent link: https://www.econbiz.de/10010399755

Skewness term structure tests

Lin, Yuehao; Lehnert, Thorsten - 2014

Persistent link: https://www.econbiz.de/10010502924

Asymmetric reaction is rational behavior

Horvath, Philip A.; Sinha, Amit K. - In: Journal of economics and finance 41 (2017) 1, pp. 160-179

Persistent link: https://www.econbiz.de/10011795611

Estimating the household consumption function in Saudi Arabia : an error correction approach

Al Gahtani, Goblan; Bollino, Carlo Andrea; Bigerna, Simona - In: Applied economics 52 (2020) 11, pp. 1259-1271

Persistent link: https://www.econbiz.de/10012197526

Moments of the truncated normal distribution

Horrace, William C. - In: Journal of productivity analysis 43 (2015) 2, pp. 133-138

Persistent link: https://www.econbiz.de/10011379893

Some results of moments of uncertain variable through inverse uncertainty distribution

Sheng, Yuhong; Kar, Samarjit - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 1, pp. 57-76

Persistent link: https://www.econbiz.de/10011313102

Ten things you should know about the dynamic conditional correlation representation

Caporin, Massimiliano; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10009767004

Ten things you should know about DCC

Caporin, Massimiliano; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10009725302

Method of moments approach to pricing double barrier contracts in polynomial jump-diffusion models

Eriksson, Bjorn; Pistorius, Martijn - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1139-1158

Persistent link: https://www.econbiz.de/10009407659

Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments

Gzyl, Henryk; Novi-Inverardi, Pier-Luigi; Tagliani, Aldo - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 457-463

Persistent link: https://www.econbiz.de/10010195910

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