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Self exciting threshold interest rates models
Decamps, Marc; Goovaerts, Marc J.; Schoutens, Wim - In: International journal of theoretical and applied finance 9 (2006) 7, pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
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Self exciting threshold interest rates models
Decamps, Marc; Goovaerts, Marc J.; Schoutens, Wim - 2005
Persistent link: https://www.econbiz.de/10002724001
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Securitization of longevity risk : pricing survivor bonds with Wang transform in the Lee-Carter framework
Denuit, Michel; Devolder, Pierre; Goderniaux, Anne-Cécile - In: The journal of risk and insurance : the journal of the … 74 (2007) 1, pp. 87-113
Persistent link: https://www.econbiz.de/10003454711
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Max-factor individual risk models with application to credit portfolios
Denuit, Michel; Kiriliouk, Anna; Segers, Johan - In: Insurance / Mathematics & economics 62 (2015), pp. 162-172
Persistent link: https://www.econbiz.de/10011312076
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Semi-parametric accelerated hazard relational models with applications to mortality projections
Cadena, Metiner; Denuit, Michel - In: Insurance / Mathematics & economics 68 (2016), pp. 1-16
Persistent link: https://www.econbiz.de/10011492368
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Testing for concordance ordering
Cebrián, Ana C.; Denuit, Michel; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001655832
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Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models
Cadena, Meitner; Denuit, Michel - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 569-582
Persistent link: https://www.econbiz.de/10014443755