Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk

DOI10.2143/AST.29.1.504608zbMath1162.91433MaRDI QIDQ3632876

Uwe Schmock

Publication date: 15 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

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Cites Work

• Maximum likelihood estimation in a class of nonregular cases
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Inference about the change-point in a sequence of random variables
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