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On the bankruptcy risk of insurance companies
Le Courtois, Olivier; Randrianarivony, Rivo - In: Finance : revue de l'Association Française de Finance 34 (2013) 1, pp. 43-72
Persistent link: https://www.econbiz.de/10010160338
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Estimating time series models for count data using efficient importance sampling
Jung, Robert C.; Liesenfeld, Roman - 2000
Persistent link: https://www.econbiz.de/10004594600
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Statistics for copula based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina - 2010
Persistent link: https://www.econbiz.de/10008777746
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Design effects : Model based versus design based approach
Ganninger, Matthias - 2010
Persistent link: https://www.econbiz.de/10004957251
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Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi; Huschens, Stefan - 2009
Persistent link: https://www.econbiz.de/10004958679
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Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto - 2009
Persistent link: https://www.econbiz.de/10004959365