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Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting
Date, Paresh; Wang, Chieh - In: European journal of operational research : EJOR 195 (2009) 1, pp. 156-166
Persistent link: https://www.econbiz.de/10008161131
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Pricing and risk management of interest rate swaps
Mitra, Sovan; Date, Paresh; Mamon, Rogemar; Wang, I-Chieh - In: European journal of operational research : EJOR 228 (2013) 1, pp. 102-111
Persistent link: https://www.econbiz.de/10010092322
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Electronics - Dependability Evaluation of a Fault-Tolerant Processor by GSPN Modeling
Constantinescu, C. - In: IEEE transactions on reliability : R ; IEEE T R 54 (2005) 3, pp. 468-474
Persistent link: https://www.econbiz.de/10006606183
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Experimental Evaluation of Error-Detection Mechanisms
Constantinescu, C. - In: IEEE transactions on reliability : R ; IEEE T R 52 (2003) 1, pp. 53-57
Persistent link: https://www.econbiz.de/10006614201
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Using multi-stage & stratified sampling for inferring fault-coverage probabilities
Constantinescu, C. - In: IEEE transactions on reliability : R ; IEEE T R 44 (1995) 4, pp. 632-639
Persistent link: https://www.econbiz.de/10007774788
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Finite time ruin problems for the Erlang(2) risk model
Albrecher, Hansjörg; Constantinescu, Corina; Pirsic, … - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 12-19
Persistent link: https://www.econbiz.de/10008378699
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Explicit ruin formulas for models with dependence among risks
Albrecher, Hansjörg; Constantinescu, Corina; Loisel, … - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 265-271
Persistent link: https://www.econbiz.de/10008812728
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Archimedean copulas in finite and infinite dimensions—with application to ruin problems
Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 487-496
Persistent link: https://www.econbiz.de/10009807375