Pages that link to "Item:Q3101682"
From MaRDI portal
The following pages link to Statistical Methods for Financial Engineering (Q3101682):
Displayed 22 items.
- Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
- De-risking strategy: longevity spread buy-in (Q1742716) (← links)
- Single-index copulas (Q1742729) (← links)
- Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
- Tweedie double GLM loss triangles with dependence within and across business lines (Q2066787) (← links)
- Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
- Forecasting time series with multivariate copulas (Q2351202) (← links)
- On copula-based conditional quantile estimators (Q2407485) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- On elicitable risk measures (Q4683090) (← links)
- Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters (Q5066397) (← links)
- Moment method estimation of first-order continuous-time bilinear processes (Q5085917) (← links)
- Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model (Q6154215) (← links)
- Tests of independence and randomness for arbitrary data using copula-based covariances (Q6200949) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)