Cristiano Fernandes

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Person:295402

Available identifiers

zbMath Open fernandes.cristiano-augusto-coelhoMaRDI QIDQ295402

List of research outcomes





PublicationDate of PublicationType
Forecasting aggregate claims using score‐driven time series models2023-12-14Paper
Lumpy and intermittent retail demand forecasts with score-driven models2023-07-10Paper
A NON-PARAMETRIC METHOD FOR INCURRED BUT NOT REPORTED CLAIM RESERVE ESTIMATION2023-06-09Paper
https://portal.mardi4nfdi.de/entity/Q50455522022-11-04Paper
Forecasting Surrender Rates Using Elliptical Copulas and Financial Variables2019-05-28Paper
Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans2019-05-28Paper
Forecasting Longevity Gains Using a Seemingly Unrelated Time Series Model2018-10-12Paper
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets2018-05-24Paper
Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models2017-07-17Paper
Restricted Kalman filtering revisited2016-06-13Paper
https://portal.mardi4nfdi.de/entity/Q51786782015-03-16Paper
https://portal.mardi4nfdi.de/entity/Q31051422012-01-05Paper
https://portal.mardi4nfdi.de/entity/Q30711242011-02-01Paper
The log-periodic-AR(1)-GARCH(1,1) model for financial crashes2010-06-25Paper
Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds2009-02-28Paper
A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS2005-10-19Paper

Research outcomes over time

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