Pages that link to "Item:Q4561893"
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The following pages link to Mathematical and Statistical Methods for Actuarial Sciences and Finance (Q4561893):
Displayed 50 items.
- Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches (Q4561894) (← links)
- An Empirical Comparison of Variable Selection Methods in Competing Risks Model (Q4561896) (← links)
- A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (Q4561898) (← links)
- Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (Q4561899) (← links)
- Firm’s Volatility Risk Under Microstructure Noise (Q4561900) (← links)
- Fitting Financial Returns Distributions: A Mixture Normality Approach (Q4561901) (← links)
- Single-Name Concentration Risk Measurements in Credit Portfolios (Q4561902) (← links)
- Bifactorial Pricing Models: Light and Shadows in Correlation Role (Q4561904) (← links)
- Dynamic Strategies for Defined Benefit Pension Plans Risk Management (Q4561905) (← links)
- Particle Swarm Optimization for Preference Disaggregation in Multicriteria Credit Scoring Problems (Q4561906) (← links)
- Time Series Clustering on Lower Tail Dependence for Portfolio Selection (Q4561907) (← links)
- Solvency Analysis of Defined Benefit Pension Schemes (Q4561908) (← links)
- Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment (Q4561910) (← links)
- Testing for Normality When the Sampled Distribution Is Extended Skew-Normal (Q4561911) (← links)
- On the RODEO Method for Variable Selection (Q4561912) (← links)
- Portfolio Allocation Using Omega Function: An Empirical Analysis (Q4561913) (← links)
- Investment Rankings via an Objective Measure of Riskiness: A Case Study (Q4561914) (← links)
- A Squared Rank Assessment of the Difference Between US and European Firm Valuation Ratios (Q4561915) (← links)
- A Behavioural Approach to the Pricing of European Options (Q4561916) (← links)
- Threshold Structures in Economic and Financial Time Series (Q4561917) (← links)
- Risk Management and Capital Allocation for Non-Life Insurance Companies (Q4561919) (← links)
- Modelling Asymmetric Behaviour in Time Series: Identification Through PSO (Q4561920) (← links)
- Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach (Q4561921) (← links)
- Valuation of R&D Investment Opportunities Using the Least-Squares Monte Carlo Method (Q4561922) (← links)
- The Effects of Credit Rating Announcements on Bond Liquidity: An Event Study (Q4609741) (← links)
- The Effect of Credit Rating Events on the Emerging CDS Market (Q4609744) (← links)
- A Generalised Linear Model Approach to Predict the Result of Research Evaluation (Q4609745) (← links)
- Projecting Dynamic Life Tables Using Data Cloning (Q4609749) (← links)
- Markov Switching GARCH Models: Filtering, Approximations and Duality (Q4609750) (← links)
- A Network Approach to Risk Theory and Portfolio Selection (Q4609751) (← links)
- An Evolutionary Approach to Improve a Simple Trading System (Q4609752) (← links)
- Provisions for Outstanding Claims with Distance-Based Generalized Linear Models (Q4609753) (← links)
- Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business (Q4609754) (← links)
- Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure (Q4609755) (← links)
- Modeling Variance Risk Premium (Q4609756) (← links)
- Covered Call Writing and Framing: A Cumulative Prospect Theory Approach (Q4609757) (← links)
- Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses (Q4609758) (← links)
- Inference in a Non-Homogeneous Vasicek Type Model (Q4689042) (← links)
- A Single Factor Model for Constructing Dynamic Life Tables (Q4689043) (← links)
- A Generalized Moving Average Convergence/Divergence for Testing Semi-strong Market Efficiency (Q4689044) (← links)
- Robust Time-Varying Undirected Graphs (Q4689046) (← links)
- Approximate EM Algorithm for Sparse Estimation of Multivariate Location–Scale Mixture of Normals (Q4689047) (← links)
- Bayesian Nonparametric Sparse Vector Autoregressive Models (Q4689048) (← links)
- The Value of Information for Optimal Portfolio Management (Q4689049) (← links)
- Some Critical Insights on the Unbiased Efficient Frontier à la Bodnar&Bodnar (Q4689050) (← links)
- A Continuous Time Model for Bitcoin Price Dynamics (Q4689051) (← links)
- A Copula-Based Quantile Model (Q4689052) (← links)
- The Rearrangement Algorithm of Puccetti and Rüschendorf: Proving the Convergence (Q4689053) (← links)
- Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility (Q4689054) (← links)
- Estimation and Prediction for the Modulated Power Law Process (Q4689055) (← links)