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Efficient density estimation and value at risk using Fejér-type kernel functions
Kosta, Olga; Stepanova, Natalia - In: Journal of mathematical finance 5 (2015) 5, pp. 480-504
Persistent link: https://www.econbiz.de/10011440699
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Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian; Yang, Fan - In: Insurance / Mathematics & economics 64 (2015), pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
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Finite time ruin probability of the compound renewal model with constant interest rate and weakly negatively dependent claims with heavy tails
Thampi, K. K. - In: International game theory review 17 (2015) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10010526708
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A new argument in favor of hyperbolic discounting in very long term project appraisal
Cruz Rambaud, Salvador - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-17
Persistent link: https://www.econbiz.de/10010498830
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On the relation between regular variation and the asymptotic elasticity of substitution
Alcalá, Luis A. - In: Economics letters 125 (2014) 1, pp. 29-31
Persistent link: https://www.econbiz.de/10010504785
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Asymptotic results for conditional measures of association of a random sum
Asimit, Alexandru V.; Chen, Yiqing - In: Insurance / Mathematics & economics 60 (2015), pp. 11-18
Persistent link: https://www.econbiz.de/10010484845
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On Zipf's law and the bias of Zipf regressions
Schluter, Christian - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 529-548
Persistent link: https://www.econbiz.de/10012616865
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Satisficing credibility for heterogeneous risks
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying - In: European journal of operational research : EJOR 298 (2022) 2, pp. 752-768
Persistent link: https://www.econbiz.de/10013206896
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Distributionally robust inference for extreme Value-at-Risk
Yuen, Robert; Stoev, Stilian; Cooley, Daniel - In: Insurance / Mathematics & economics 92 (2020), pp. 70-89
Persistent link: https://www.econbiz.de/10012242040
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Combined tail estimation using censored data and expert information
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan - In: Scandinavian actuarial journal 2020 (2020) 6, pp. 503-525
Persistent link: https://www.econbiz.de/10012262751