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Short-term probabilistic forecasting of wind speed using stochastic differential equations

Iversen, Emil B.; Morales, Juan M.; Møller, Jan K.; … - In: International journal of forecasting 32 (2016) 3, pp. 981-990

Persistent link: https://www.econbiz.de/10011621968

Probabilistic forecasts of wind power generation by stochastic differential equation models

Kloppenborg Møller, Jan; Zugno, Marco; Madsen, Henrik - In: Journal of forecasting 35 (2016) 3, pp. 189-205

Persistent link: https://www.econbiz.de/10011580264

Stochastic processes of limited frequency and the effects of oversampling

Pollock, David Stephen G. - 2017

Persistent link: https://www.econbiz.de/10011581636

A target zone model where the fundamentals follow a geometric Brownian motion

Cupidon, Jean René; Hyppolite, Judex - In: Journal of mathematical finance 6 (2016) 5, pp. 866-886

Persistent link: https://www.econbiz.de/10011657698

A two-account life insurance model for scenario-based valuation including event risk

Jensen, Ninna Reitzel; Schomacker, Kristian Juul - In: Risks : open access journal 3 (2015) 2, pp. 183-218

Using a two-account model with event risk, we model life insurance contracts taking into account both guaranteed and non-guaranteed payments in participating life insurance as well as in unit-linked insurance. Here, event risk is used as a generic term for life insurance events, such as death,...

Persistent link: https://www.econbiz.de/10011300329