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Evaluating reserve risk in a regulatory perspective
Koenig, Emmanuel; Le Moine, Pierre; Monfort, Alain; … - In: The journal of insurance issues : official journal of … 38 (2015) 2, pp. 157-183
Persistent link: https://www.econbiz.de/10011380777
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A reappraisal of misspecified econometric models
Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000919751
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Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain - In: The journal of asset management 9 (2008/09) 3, pp. 178-192
Persistent link: https://www.econbiz.de/10003764508
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Une modélisation séquentielle de la VaR
Monfort, Alain - 2009
Persistent link: https://www.econbiz.de/10003882287
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Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain - 2009
Persistent link: https://www.econbiz.de/10003882289
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A reappraisal of misspecified econometric models
Monfort, Alain - In: Econometric theory 12 (1996) 4, pp. 597-619
Persistent link: https://www.econbiz.de/10001210208
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Kernel M-estimators : non-parametric diagnostics for structural models
Gouriéroux, Christian; Monfort, Alain; Tenreiro, Carlos - 1994
Persistent link: https://www.econbiz.de/10000888983
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Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian; Monfort, Alain - 1994 - Rev
Persistent link: https://www.econbiz.de/10000888986
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Indirect inference for stochastic differential equations
Gouriéroux, Christian; Monfort, Alain - 1994
Persistent link: https://www.econbiz.de/10000895472
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Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000856380