Cristiano Fernandes

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
Forecasting aggregate claims using score‐driven time series models Statistica Neerlandica	2023-12-14	Paper
Lumpy and intermittent retail demand forecasts with score-driven models European Journal of Operational Research	2023-07-10	Paper
A NON-PARAMETRIC METHOD FOR INCURRED BUT NOT REPORTED CLAIM RESERVE ESTIMATION International Journal for Uncertainty Quantification	2023-06-09	Paper
scientific article; zbMATH DE number 7612734 (Why is no real title available?)	2022-11-04	Paper
Forecasting surrender rates using elliptical copulas and financial variables North American Actuarial Journal	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 North American Actuarial Journal	2019-05-28	Paper
Forecasting longevity gains using a seemingly unrelated time series model Journal of Forecasting	2018-10-12	Paper
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets European Journal of Operational Research	2018-05-24	Paper
Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models Insurance Mathematics & Economics	2017-07-17	Paper
Restricted Kalman filtering revisited Journal of Econometrics	2016-06-13	Paper
scientific article; zbMATH DE number 6415704 (Why is no real title available?)	2015-03-16	Paper
scientific article; zbMATH DE number 5994867 (Why is no real title available?)	2012-01-05	Paper
scientific article; zbMATH DE number 5843399 (Why is no real title available?)	2011-02-01	Paper
The log-periodic-AR(1)-GARCH(1,1) model for financial crashes The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-25	Paper
Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds Applied Stochastic Models in Business and Industry	2009-02-28	Paper
A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS International Journal of Theoretical and Applied Finance	2005-10-19	Paper

Research outcomes over time

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