The following pages link to Pavel Stoynov (Q589935):
Displaying 50 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- On the shortfall risk control: a refinement of the quantile hedging method (Q254506) (← links)
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Indexation and causation of financial markets. Nonstationary time series analysis method (Q269796) (← links)
- Model-free prediction and regression. A transformation-based approach to inference (Q269798) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
- Stochastic differential games and energy-efficient power control (Q367443) (← links)
- Liquidity risks on power exchanges: a generalized Nash equilibrium model (Q368744) (← links)
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Numerical algorithms for Panjer recursion by applying Bernstein approximation (Q384623) (← links)
- Coherent risk measures in general economic models and price bubbles (Q386059) (← links)
- Telegraph processes and option pricing (Q386156) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- The LeChatelier principle for changes in risk (Q393273) (← links)
- Bayesian inference with dependent normalized completely random measures (Q396004) (← links)
- A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression (Q396020) (← links)
- Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
- Comparative risk aversion: a formal approach with applications to saving behavior (Q435921) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Derandomization in game-theoretic probability (Q468727) (← links)
- Mortgage life insurance: a rationale for a time limit in switching rights (Q475324) (← links)
- A bidding game with heterogeneous players (Q481066) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Hedging of long term zero-coupon bonds in a market model with reinvestment risk (Q487615) (← links)
- Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
- Almost sure Nash equilibrium strategies in evolutionary models of asset markets (Q532532) (← links)
- Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008. (Q549116) (← links)
- Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) (← links)
- The concert queueing game: to wait or to be late (Q633818) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- Choosing fair lotteries to defeat the competition (Q662274) (← links)
- Separating information maximum likelihood method for high-frequency financial data (Q721137) (← links)
- Asymmetric kernel smoothing. Theory and applications in economics and finance (Q721138) (← links)
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- Systemic losses due to counterparty risk in a stylized banking system (Q743444) (← links)
- The standard formula of Solvency II: a critical discussion (Q825282) (← links)
- A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio (Q825289) (← links)
- Indifference pricing of reinsurance with reinstatements using coherent monetary criteria (Q825296) (← links)
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
- Spectral risk measure of holding stocks in the long run (Q827272) (← links)
- Forecasting and hedging in the foreign exchange markets. (Q838348) (← links)
- A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
- Lexicographic probability, conditional probability, and nonstandard probability (Q844918) (← links)
- Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions. (Q925194) (← links)
- Pension systems, demographic change, and the stock market (Q932092) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
