The following pages link to (Q4543840):
Displaying 9 items.
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- The net Bayes premium with dependence between the risk profiles (Q659132) (← links)
- Smoothed L-estimation of regression function (Q1023886) (← links)
- Implied trinomial trees and their implementation with XploRe (Q1424653) (← links)
- Statistical dependence through common risk factors: With applications in uncertainty analysis (Q1887792) (← links)
- Two maxentropic approaches to determine the probability density of compound risk losses (Q2347057) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
- Backtesting portfolio value‐at‐risk with estimated portfolio weights (Q5135314) (← links)