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Multivariate option pricing using dynamic copula models

Goorbergh, Rob Willem Jean van den (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001871136

Risk diversification through expert use

Genest, Christian; Gendron, Michel - In: Advances in investment analysis and portfolio … 7 (2000), pp. 117-129

Persistent link: https://www.econbiz.de/10001542588

Performance measurement under asymmetric information and investment constraints

Gendron, Michel - In: The journal of finance : the journal of the American … 45 (1990) 5, pp. 1655-1661

Persistent link: https://www.econbiz.de/10001103787

A law of uniform seniority for dependent lives

Genest, Christian; Kolev, Nikolai - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 726-743

Persistent link: https://www.econbiz.de/10012653669

Generalized linear models for dependent frequency and severity of insurance claims

Garrido, J.; Genest, Christian; Schulz, J. - In: Insurance / Mathematics & economics 70 (2016), pp. 205-215

Persistent link: https://www.econbiz.de/10011597273

Rank-based inference tools for copula regression, with property and casualty insurance applications

Côté, Marie-Pier; Genest, Christian; Omelka, Marek - In: Insurance / Mathematics & economics 89 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012133498

A Characterization of Quasi-copulas

Genest, C.; Quesada Molina, J. J.; Rodriguez Lallena, J. A. - In: Journal of Multivariate Analysis 69 (1999) 2, pp. 193-205

The notion of quasi-copula was introduced by C. Alsina, R. B. Nelsen, and B. Schweizer (Statist. Probab. Lett.(1993), 85-89) and was used by these authors and others to characterize operations on distribution functions that can or cannot be derived from operations on random variables. In this...

Persistent link: https://www.econbiz.de/10005221430

X2 and the lottery

Genest, C.; Lockhart, R.A.; Stephens, M.A. - In: The statistician : journal of the Institute of Statisticians 51 (2002) 2, pp. 243-258

Persistent link: https://www.econbiz.de/10005942245

On some useful properties of the Perron eigenvalue of a positive reciprocal matrix in the context of the analytic hierarchy process

Aupetit, B.; Genest, C. - In: European journal of operational research : EJOR 70 (1993) 2, pp. 263

Persistent link: https://www.econbiz.de/10006689316

Coherent combination of experts' opinions

Dawid, A.; DeGroot, M.; Mortera, J.; Cooke, R.; French, S. - In: TEST: An Official Journal of the Spanish Society of … 4 (1995) 2, pp. 263-313

Persistent link: https://www.econbiz.de/10005613317