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Heavy tails and asymmetry of r...
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11
Pricing and capital allocation for multiline insurance firms
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
-
2008
Persistent link: https://www.econbiz.de/10003860462
Saved in:
12
Insurance equilibrium with monoline and multiline insurers
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
-
2008
Persistent link: https://www.econbiz.de/10003860467
Saved in:
13
t-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam Ju.
;
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
Saved in:
14
Pricing and capital allocation for multiline insurance firms
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
3
,
pp. 551-578
Persistent link: https://www.econbiz.de/10008650425
Saved in:
15
Rank-1/2 : a simple way to improve the OLS estimation of tail exponents
Gabaix, Xavier
;
Ibragimov, Rustam Ju.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 24-39
Persistent link: https://www.econbiz.de/10009159132
Saved in:
16
Diversification disasters
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
- In:
Journal of financial economics
99
(
2011
)
2
,
pp. 333-348
Persistent link: https://www.econbiz.de/10009242355
Saved in:
17
Value at risk and efficiency under dependence and heavy-tailedness : models with common shocks
Ibragimov, Rustam Ju.
;
Walden, Johan
- In:
Annals of finance
7
(
2011
)
3
,
pp. 285-318
Persistent link: https://www.econbiz.de/10009248124
Saved in:
18
Emerging markets and heavy tails
Ibragimov, Marat
;
Ibragimov, Rustam Ju.
;
Kattuman, Paul A.
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2546-2559
Persistent link: https://www.econbiz.de/10009760588
Saved in:
19
Heavy tails and copulas : topics in dependence modelling in economics and finance
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
-
2017
Persistent link: https://www.econbiz.de/10011444599
Saved in:
20
Bounds for path-dependent options
Brown, Donald J.
;
Ibragimov, Rustam Ju.
;
Walden, Johan
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 433-451
Persistent link: https://www.econbiz.de/10011459441
Saved in:
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