The following pages link to Pavel V. Shevchenko (Q654837):
Displayed 29 items.
- Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation (Q654840) (← links)
- Chain ladder method: Bayesian bootstrap versus classical bootstrap (Q661207) (← links)
- Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
- The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
- Machine learning techniques for mortality modeling (Q1689019) (← links)
- Bayesian model choice of grouped \(t\)-copula (Q1930463) (← links)
- A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
- Cyber risk frequency, severity and insurance viability (Q2172032) (← links)
- Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? (Q2276234) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization (Q2347054) (← links)
- Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models (Q2347111) (← links)
- Optimal consumption, investment and housing with means-tested public pension in retirement (Q2364003) (← links)
- Optimal exercise strategies for operational risk insurance via multiple stopping times (Q2397959) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) (← links)
- A short tale of long tail integration (Q2430758) (← links)
- Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts (Q2513643) (← links)
- The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management (Q2994844) (← links)
- Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (Q3067081) (← links)
- Implementing loss distribution approach for operational risk (Q3103153) (← links)
- (Q3161426) (← links)
- Computing tails of compound distributions using direct numerical integration (Q3400797) (← links)
- Dependent default and recovery: Markov chain Monte Carlo study of downturn Loss Given Default credit risk model (Q4638469) (← links)
- Spin-wave Gap Critical Index for the Quantum Two-layer Heisenberg Antiferromagnet at T = 0 (Q4779020) (← links)
- Myopic robust index tracking with Bregman divergence (Q5068089) (← links)
- HISTORICAL BACKTESTING OF LOCAL VOLATILITY MODEL USING AUD/USD VANILLA OPTIONS (Q5369447) (← links)
- Understanding the interplay between covariance forecasting factor models and risk‐based portfolio allocations in currency carry trades (Q5379282) (← links)
- HOLDER-EXTENDIBLE EUROPEAN OPTION: CORRECTIONS AND EXTENSIONS (Q5500782) (← links)
- (Q5744533) (← links)
- Life cycle insurance, bequest motives and annuity loads (Q6454476) (← links)