The following pages link to Thomas Siegl (Q1277809):
Displaying 15 items.
- The moments of ruin time in the classical risk model with discrete claim size distribution (Q1277810) (← links)
- A class of bivariate stochastic orderings, with applications in actuarial sciences (Q1293810) (← links)
- A process with stochastic claim frequency and a linear dividend barrier (Q1293811) (← links)
- (Q1377296) (redirect page) (← links)
- Fast Gaussian random number generation using linear transformations (Q1377297) (← links)
- Importance sampling for families of distributions (Q1578598) (← links)
- Econometric specification of the risk neutral valuation model (Q1969816) (← links)
- Ruin theory with risk proportional to the free reserve and securitization (Q1974043) (← links)
- (Q3562656) (← links)
- Stochastischer Zins in der Ruintheorie (Q4228421) (← links)
- (Q4345237) (← links)
- (Q4543477) (← links)
- Statistical bootstrapping methods in VaR calculation (Q4551194) (← links)
- (Q5690618) (← links)
- Modelling Specific Interest Rate Risk with Estimation of Missing Data (Q5700152) (← links)
