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~type_genre:"Aufsatz in Zeitschrift"
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Gzyl, Henryk
20
Mayoral, Silvia
8
Gomes-Gonçalves, Erika
5
Tagliani, Aldo
4
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2
Alexandridis, Antonios K.
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Arratia, Argimiro
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ECONIS (ZBW)
21
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1
Sample dependence of risk premiums
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
The journal of operational risk
14
(
2019
)
2
,
pp. 21-37
Persistent link: https://www.econbiz.de/10012052401
Saved in:
2
Maxentropic approach to decompound aggregate risk losses
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 326-336
Persistent link: https://www.econbiz.de/10011398090
Saved in:
3
A maximum entropy approach to the loss data aggregation problem
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
The journal of operational risk
11
(
2016
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011518211
Saved in:
4
Two maxentropic approaches to determine the probability density of compound risk losses
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011312089
Saved in:
5
Loss data analysis : analysis of the sample dependence in density reconstruction by maxentropic methods
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 145-153
Persistent link: https://www.econbiz.de/10011630627
Saved in:
6
Modeling very large losses
Gzyl, Henryk
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10011895066
Saved in:
7
Computing the value-at-risk of aggregate severities
Gzyl, Henryk
- In:
The journal of operational risk
6
(
2011/12
)
4
,
pp. 59-63
Persistent link: https://www.econbiz.de/10009422503
Saved in:
8
Modeling very large losses, II
Gzyl, Henryk
- In:
The journal of operational risk
17
(
2022
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014367185
Saved in:
9
Discontinuous payoff option pricing by Mellin transform : a probabilistic approach
Gzyl, Henryk
;
Milev, M.
;
Tagliani, Aldo
- In:
Finance research letters
20
(
2017
),
pp. 281-288
Persistent link: https://www.econbiz.de/10011806950
Saved in:
10
A method for determining risk aversion functions from uncertain market prices of risk
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 84-89
Persistent link: https://www.econbiz.de/10003985399
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