Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #1 to #50.

The construction of a quadratic predictor of the discounted renewal claims with dependence: Label: en
Appropriate machine learning techniques for credit scoring and bankruptcy prediction in banking and finance: A comparative study: Label: en
A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing: Label: en
On hedging spark spread options in electricity markets: Label: en
Bayesian and adaptive controls for a newsvendor facing exponential demand: Label: en
Quality, risk and the Taleb quadrants: Label: en
Forecasting demand for slow-moving items in case of reporting errors: Label: en
Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities: Label: en
Discontinuous piecewise polynomial collocation in two dimensions: Label: en
Valuation of credit contingent interest rate swap: Label: en
A mean–variance portfolio selection problem subject to a benchmark constraint: An existence result: Label: en
A class of time inconsistent risk measures and backward stochastic Volterra integral equations: Label: en
On a discrete-time risk model with delayed claims and dividends: Label: en
A decomposition method for optimal portfolios with regime-switching and risk constraint: Label: en
Conditional moments, sub-independence and independence II: Label: en
Least squares estimators for nearly unstable processes for functionals of long-memory noises: Label: en
Prospect theory and fat tails: Label: en
Power-law distributions: Beyond Paretian fractality: Label: en
Some topics in fractional Brownian motion: Label: en
Anticipation and risk – From the inverse problem to reverse computation: Label: en
The Aumann–Serrano riskiness index: Label: en
Merton’s financial multi-agent consumption: Label: en
Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge: Label: en
Optimization under supplier portfolio risk considering breach of contract and market risks: Label: en
Stochastic jump intensity models: Label: en
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model: Label: en
Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models: Label: en
A new multifractional process with random exponent: Label: en
Risk control of mean-reversion time in statistical arbitrage: Label: en
On infectious model for dependent defaults: Label: en
Transaction costs and option prices: Label: en
Modified fuzzy divergence measure and its applications to medical diagnosis and MCDM: Label: en
A note on some preservation results on the Laplace transform ordering of residual lives: Label: en
Measuring risks in the tail: The extreme VaR and its confidence interval: Label: en
Wealth and strategic financial consumption pricing: Label: en
Why is VIX a fear gauge?: Label: en
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time: Label: en
Timing options for a startup with early termination and competition risks: Label: en
Self-serving altruistic behavior and its implications for consumption, trade, and foreign exchange rates: Label: en
Limit order trading with a mean reverting reference price: Label: en
A risk analysis for a system stabilized by a central agent: Label: en
Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces: Label: en
Inventory management with overlapping shrinkages and demands: Label: en
On stocks and interest rates modeling in long-range dependent environment: Label: en
Game-theoretic approach to risk-sensitive benchmarked asset management: Label: en
Optimal starting–stopping and switching of a CIR process with fixed costs: Label: en
On one definition of uncertainty: Label: en
A trust-score-based access control in assured information sharing systems: An application of financial credit risk score models: Label: en
Financial regulation, non-compliance risks and control: A statistical approach: Label: en
From stochastic dominance to Black–Scholes: An alternative option pricing paradigm: Label: en