Radek Hendrych
From MaRDI portal
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 |
|---|---|---|
| Holt-winters method for run-off triangles in claims reserving European Actuarial Journal | 2024-02-21 | Paper |
| Applying state space models to stochastic claims reserving ASTIN Bulletin | 2021-10-20 | Paper |
| Robust recursive estimation of GARCH models. Kybernetika | 2019-03-01 | Paper |
| Implied volatility and state price density estimation: arbitrage analysis Computational Management Science | 2018-10-10 | Paper |
| On conditional covariance modelling: an approach using state space models Computational Statistics and Data Analysis | 2018-08-15 | Paper |
| Self-weighted recursive estimation of GARCH models Communications in Statistics. Simulation and Computation | 2018-06-01 | Paper |
| Econometric model of non-life technical provisions: the Czech insurance market case study European Actuarial Journal | 2018-04-03 | Paper |
Research outcomes over time
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