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Mapping conditional scenarios for knowledge structuring in (tail) dependence elicitation
Werner, Christoph; Bedford, Tim; Quigley, John - In: Journal of the Operational Research Society 72 (2021) 4, pp. 889-907
Persistent link: https://www.econbiz.de/10012501001
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A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization
Mba, Jules Clement; Mwambi, Sutene - In: Financial markets and portfolio management 34 (2020) 2, pp. 199-214
Persistent link: https://www.econbiz.de/10012289624
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Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
Barmalzan, Ghobad; Akrami, Abbas; Balakrishnan, … - In: Insurance / Mathematics & economics 93 (2020), pp. 341-352
Persistent link: https://www.econbiz.de/10012294141
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Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli; Trede, Mark - In: The European journal of finance 24 (2018) 14, pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
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Natural gas-fired power plants valuation and optimization under Lévy copulas and regime switching
Safarov, Nemat; Atkinson, Colin - In: International journal of theoretical and applied finance 20 (2017) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10011686797
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Minimal repair of failed components in coherent systems
Navarro, Jorge; Arriaza, Antonio; Suárez-Llorens, Alfonso - In: European journal of operational research : EJOR 279 (2019) 3, pp. 951-964
Persistent link: https://www.econbiz.de/10012102813
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On active redundancy allocation for coherent systems : from the viewpoint of minimal cut decomposition
Fang, Rui; Li, Xiaohu - In: Operations research letters 46 (2018) 2, pp. 233-239
Persistent link: https://www.econbiz.de/10011824902
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Stochastic distortion and its transformed copula
Lin, Feng; Peng, Liang; Xie, Jiehua; Yang, Jingping - In: Insurance / Mathematics & economics 79 (2018), pp. 148-166
Persistent link: https://www.econbiz.de/10011825432
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Copula based multivariate semi-Markov models with applications in high-frequency finance
D'Amico, Guglielmo; Petroni, Filippo - In: European journal of operational research : EJOR 267 (2018) 2, pp. 765-777
Persistent link: https://www.econbiz.de/10011812746
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Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 779-815
Persistent link: https://www.econbiz.de/10011875814