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Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
Moussa, A. Mbairadjim; Kamdem, J. Sadefo; Terraza, Michel - In: Economic modelling 39 (2014), pp. 247-256
Persistent link: https://www.econbiz.de/10010421851
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Vine copulas and fuzzy inference to evaluate the solvency capital requirement of multivariate dependent risks
Araichi, Sawssen; Almulhim, Tarifa - In: Applied economics 53 (2021) 52, pp. 6058-6074
Persistent link: https://www.econbiz.de/10012650383
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Option implied moments obtained through fuzzy regression
Muzzioli, Silvia; Gambarelli, Luca; De Baets, Bernard - In: Fuzzy optimization and decision making : a journal of … 19 (2020) 2, pp. 211-238
Persistent link: https://www.econbiz.de/10012225083
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Using fuzzy logic to interpret dependent risks
Kemaloglu, Sibel Acik; Shapiro, Arnold F.; Tank, Fatih; … - In: Insurance / Mathematics & economics 79 (2018), pp. 101-106
Persistent link: https://www.econbiz.de/10011825407
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Optimisation of a fuzzy inventory model with seasonal demand rate in two different markets
Rajput, Neelanjana; Pandey, R. K.; Chauhan, Anand - In: International journal of services and operations … 43 (2022) 4, pp. 531-549
Persistent link: https://www.econbiz.de/10014226801
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Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo; Sawaki, Katsushige - In: Journal of mathematical finance 4 (2014) 1, pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
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Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.; Ramaswamy, Krishna - 1990
Persistent link: https://www.econbiz.de/10000811122
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A test for independence of dichotomous stochastic variables distributed over a regular two-dimensional lattice
Schmidt, Joachim; Kuhbier, Peter - 1979
Persistent link: https://www.econbiz.de/10000164560
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Dispersion of growth paths of macroeconomic models in thermodynamic limits : two-parameter Poisson-Dirichlet models
Aoki, Masanao - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 3-13
Persistent link: https://www.econbiz.de/10003715648