Trending time-varying coefficient market models

By Zhang Chongshan   Yin Xiangrong  

Quantitative Finance, Vol. 12, Iss. 10, 2012-10 ,pp. : 1533-1546

Routledge Ltd

Access to resources Recommend Favorite

Time-varying factor models for equity portfolio construction

By Ebner Markus   Neumann Thorsten  

The European Journal of Finance, Vol. 14, Iss. 5, 2008-07 ,pp. : 381-395

Routledge Ltd

Access to resources Recommend Favorite

Sharp approximations of ruin probabilities in the discrete time models

By Gajek Lesław   Rudź Marcin  

Scandinavian Actuarial Journal, Vol. 2013, Iss. 5, 2013-09 ,pp. : 352-382

Taylor & Francis Ltd

Access to resources Recommend Favorite

Computing finite-time survival probabilities using multinomial approximations of risk models

By Costabile M.   Massabò I.   Russo E.  

Scandinavian Actuarial Journal, Vol. 2015, Iss. 5, 2015-07 ,pp. : 406-422

Taylor & Francis Ltd

Access to resources Recommend Favorite

Erlangian approximation to finite time ruin probabilities in perturbed risk models

By Stanford David   Yu Kaiqi   Ren Jiandong  

Scandinavian Actuarial Journal, Vol. 2011, Iss. 1, 2011-03 ,pp. : 38-58

Taylor & Francis Ltd

Access to resources Recommend Favorite