Radek Hendrych

Available identifiers

zbMath Open hendrych.radekMaRDI QIDQ1707557

List of research outcomes

Publication	Date of Publication	Type
Holt-winters method for run-off triangles in claims reserving	2024-02-21	Paper
APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING	2021-10-20	Paper
Robust recursive estimation of GARCH models	2019-03-01	Paper
Implied volatility and state price density estimation: arbitrage analysis	2018-10-10	Paper
On conditional covariance modelling: an approach using state space models	2018-08-15	Paper
Self-weighted recursive estimation of GARCH models	2018-06-01	Paper
Econometric model of non-life technical provisions: the Czech insurance market case study	2018-04-03	Paper

Research outcomes over time

This page was built for person: Radek Hendrych