Results 61 to 68 of about 73 (68)

The Use of Ratios to Compare Volatilities and VaRs

Communications in Statistics Part B: Simulation and Computation, 2008
Johan Martin van Zyl
exaly  

Ruin Probabilities and Decompositions for General Perturbed Risk Processes

Annals of Applied Probability, 2004
Miljenko Huzak
exaly  

Time-Consistent Investment and Reinsurance Under Relative Performance Concerns

Communications in Statistics - Theory and Methods, 2018
Duni Hu
exaly  

Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks With Given Marginals

Communications in Statistics Part B: Simulation and Computation, 2015
Ludger Rüschendorf, Giovanni Puccetti
exaly  

On Minimizing the Ruin Probability by Investment and Reinsurance

Annals of Applied Probability, 2002
Hanspeter Schmidli
exaly  

The Beta Product Distribution With Complex Parameters

Communications in Statistics - Theory and Methods, 2010
exaly  

On Tail Index Estimation Based on Multivariate Data

Journal of Nonparametric Statistics, 2016
exaly  

Introduction

2008
exaly