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A parametric approach o stochastic dominance : the lognormal case
Kroll, Yoram; Levy, Haim - In: Management science : journal of the Institute for … 32 (1986) 3, pp. 283-288
Persistent link: https://www.econbiz.de/10003609706
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Parameter estimation of a bivariate compound Poisson process
Esmaeili, Habib; Klüppelberg, Claudia - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 224-233
Persistent link: https://www.econbiz.de/10008654242
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Moment-implied densities : properties and applications
Ghysels, Eric; Wang, Fangfang - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
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Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Zhang, Zhimin; Yang, Hailiang - In: Insurance / Mathematics & economics 59 (2014), pp. 168-177
Persistent link: https://www.econbiz.de/10010469141
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Perturbation and symmetry techniques applied to finance
Taylor, Stephen - 2010
Persistent link: https://www.econbiz.de/10010418488
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Parameter estimation for the Birnbaum-Saunders distribution under an accelerated degradation test
Ho, Jyh-wen - In: European journal of industrial engineering : EJIE 6 (2012) 5, pp. 644-665
Persistent link: https://www.econbiz.de/10009675226
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Advances in reliability
Balakrishnan, Narayanaswamy (contributor);  … - 2001 - 1. ed.
Persistent link: https://www.econbiz.de/10001573561
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Pitfalls in estimating jump-diffusion models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000994072
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The dual jump diffusion model for security prices
Frost, Daniel Allen - 1993
Persistent link: https://www.econbiz.de/10000996118
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The Bivariate Stochastic Functional Form
De Boer, Sanne - 2011
This paper gives the derivation of the Bivariate Stochastic Functional Form (BSFF), which may be seen as the direct generalization of the linear regression model. The derivation does not involve complex mathematical tools such as stochastic calculus. It extends the derivation of the univariate...
Persistent link: https://www.econbiz.de/10013120153