List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Holt-winters method for run-off triangles in claims reserving European Actuarial Journal | 2024-02-21 | Paper |
| Applying state space models to stochastic claims reserving ASTIN Bulletin | 2021-10-20 | Paper |
| Robust recursive estimation of GARCH models. Kybernetika | 2019-03-01 | Paper |
| Implied volatility and state price density estimation: arbitrage analysis Computational Management Science | 2018-10-10 | Paper |
| On conditional covariance modelling: an approach using state space models Computational Statistics and Data Analysis | 2018-08-15 | Paper |
| Self-weighted recursive estimation of GARCH models Communications in Statistics. Simulation and Computation | 2018-06-01 | Paper |
| Econometric model of non-life technical provisions: the Czech insurance market case study European Actuarial Journal | 2018-04-03 | Paper |
Research outcomes over time
This page was built for person: Radek Hendrych
