Cristiano Fernandes

Available identifiers

zbMath Open fernandes.cristiano-augusto-coelhoMaRDI QIDQ295402

List of research outcomes

Publication	Date of Publication	Type
Forecasting aggregate claims using score‐driven time series models	2023-12-14	Paper
Lumpy and intermittent retail demand forecasts with score-driven models	2023-07-10	Paper
A NON-PARAMETRIC METHOD FOR INCURRED BUT NOT REPORTED CLAIM RESERVE ESTIMATION	2023-06-09	Paper
https://portal.mardi4nfdi.de/entity/Q5045552	2022-11-04	Paper
Forecasting Surrender Rates Using Elliptical Copulas and Financial Variables	2019-05-28	Paper
Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans	2019-05-28	Paper
Forecasting Longevity Gains Using a Seemingly Unrelated Time Series Model	2018-10-12	Paper
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets	2018-05-24	Paper
Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models	2017-07-17	Paper
Restricted Kalman filtering revisited	2016-06-13	Paper
https://portal.mardi4nfdi.de/entity/Q5178678	2015-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q3105142	2012-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q3071124	2011-02-01	Paper
The log-periodic-AR(1)-GARCH(1,1) model for financial crashes	2010-06-25	Paper
Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds	2009-02-28	Paper
A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS	2005-10-19	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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