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Wong, Tat Wing; Chiu, Mei Choi; Wong, Hoi Ying - In: Insurance / Mathematics & economics 56 (2014), pp. 56-67

Persistent link: https://www.econbiz.de/10010385032

Gatarek, Lukasz; Hoogerheide, Lennart F.; Dijk, Herman … - 2014

cointegration model, of pairs of stock prices. We show the effect that using an encompassing prior under an orthogonal normalization …

Persistent link: https://www.econbiz.de/10010259626

Ardia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-19

. A simulation-based Bayesian procedure is introduced for predicting stable stock price ratios, defined in a cointegration …

Persistent link: https://www.econbiz.de/10011505854

Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1622-1638

Persistent link: https://www.econbiz.de/10012214352

Li, Hong - 2015

Persistent link: https://www.econbiz.de/10011373370

Cairns, Andrew - In: Recreating sustainable retirement : resilience, …, (pp. 71-88). 2014

Persistent link: https://www.econbiz.de/10010458573

Cairns, Andrew - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 438-453

Persistent link: https://www.econbiz.de/10009404687

Cairns, Andrew - 2011

Persistent link: https://www.econbiz.de/10009536153

Cairns, Andrew J. G. - 2020

robust multipopulation mortality models, and on the risk management front we need to develop a better understanding of what …

Persistent link: https://www.econbiz.de/10012856918

Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801

Persistent link: https://www.econbiz.de/10012513273