Grigory Temnov

Available identifiers

Publication	Date of Publication	Type
A strategy based on mean reverting property of markets and applications to foreign exchange trading with trailing stops	2019-02-08	Paper
Truncated moment-generating functions of the NIG process and their applications	2017-08-04	Paper
https://portal.mardi4nfdi.de/entity/Q2971286	2017-04-04	Paper
Analysis of Ornstein-Uhlenbeck process stopped at maximum drawdown and application to trading strategies with trailing stops	2015-07-06	Paper
Risk models with stochastic premium and ruin probability estimation	2015-01-19	Paper
A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation	2011-11-27	Paper
On the impact of hidden trends for a compound Poisson model with Pareto-type claims	2010-09-21	Paper
Managing Operational Risk: Methodology and Prospects	2008-10-17	Paper
Risk process with random income	2005-06-28	Paper

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