nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing
|
Arku, Dennis |
|
|
|
1-2 |
p. 1-13 |
artikel |
2 |
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model
|
Kilianová, Soňa |
|
2018 |
|
1-2 |
p. 51-62 |
artikel |
3 |
A new multifractional process with random exponent
|
Ayache, Antoine |
|
2018 |
|
1-2 |
p. 5-29 |
artikel |
4 |
Appropriate machine learning techniques for credit scoring and bankruptcy prediction in banking and finance: A comparative study
|
Boughaci, Dalila |
|
|
|
1-2 |
p. 15-24 |
artikel |
5 |
Implementing enterprise risk management in road organizations: Considerations and a proposed roadmap
|
Benekos, I. |
|
|
|
1-2 |
p. 39-65 |
artikel |
6 |
Insolvencies in the American property and casualty insurance industry: A systems' approach
|
Deleris, Léa A. |
|
2012 |
|
1-2 |
p. 3-18 |
artikel |
7 |
Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models
|
Bertrand, Pierre Raphaël |
|
2018 |
|
1-2 |
p. 31-49 |
artikel |
8 |
Special Issue: Fractional calculus and its applications
|
Bianchi, Sergio |
|
2018 |
|
1-2 |
p. 1-3 |
artikel |
9 |
Stochastic jump intensity models
|
Lévy dit Véhel, P.E. |
|
2018 |
|
1-2 |
p. 63-75 |
artikel |
10 |
The construction of a quadratic predictor of the discounted renewal claims with dependence
|
Adékambi, Franck |
|
|
|
1-2 |
p. 25-37 |
artikel |