| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence
|
Bibbona, Enrico
|
|
2016
|
18 |
3 |
p. 765-783
|
artikel
|
| 2 |
Background Risk Models and Stepwise Portfolio Construction
|
Asimit, Alexandru V.
|
|
2015
|
18 |
3 |
p. 805-827
|
artikel
|
| 3 |
Dependence Assessment Based on Generalized Relative Complexity: Application to Sampling Network Design
|
Alonso, F. J.
|
|
2016
|
18 |
3 |
p. 921-933
|
artikel
|
| 4 |
Estimation for Discrete-time Semi-Markov Reward Processes: Analysis and Inference
|
Khorshidian, K.
|
|
2015
|
18 |
3 |
p. 885-900
|
artikel
|
| 5 |
Exact Confidence Intervals of the Extended Orey Index for Gaussian Processes
|
Kubilius, Kęstutis
|
|
2015
|
18 |
3 |
p. 785-804
|
artikel
|
| 6 |
Expansions for Log Densities of Multivariate Estimates
|
Withers, Christopher S.
|
|
2016
|
18 |
3 |
p. 911-920
|
artikel
|
| 7 |
Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions
|
Taylor, Stephen
|
|
2015
|
18 |
3 |
p. 847-867
|
artikel
|
| 8 |
Number of Jumps in Two-Sided First-Exit Problems for a Compound Poisson Process
|
Li, Shuanming
|
|
2015
|
18 |
3 |
p. 747-764
|
artikel
|
| 9 |
On the Accuracy of the MAP Inference in HMMs
|
Kuljus, Kristi
|
|
2015
|
18 |
3 |
p. 597-627
|
artikel
|
| 10 |
Optimal Scaling for the Pseudo-Marginal Random Walk Metropolis: Insensitivity to the Noise Generating Mechanism
|
Sherlock, Chris
|
|
2015
|
18 |
3 |
p. 869-884
|
artikel
|
| 11 |
Option Pricing Under Jump-Diffusion Processes with Regime Switching
|
Ratanov, Nikita
|
|
2015
|
18 |
3 |
p. 829-845
|
artikel
|
| 12 |
Parameter Estimation of Discrete Multivariate Phase-Type Distributions
|
He, Qi-Ming
|
|
2015
|
18 |
3 |
p. 629-651
|
artikel
|
| 13 |
Ruin Probability in a Correlated Aggregate Claims Model with Common Poisson Shocks: Application to Reinsurance
|
Hu, Xiang
|
|
2015
|
18 |
3 |
p. 675-689
|
artikel
|
| 14 |
Scan Statistic Tail Probability Assessment Based on Process Covariance and Window Size
|
Reiner-Benaim, Anat
|
|
2015
|
18 |
3 |
p. 717-745
|
artikel
|
| 15 |
Stochastic Asymptotic Stability of Nowak-May Model with Variable Diffusion Rates
|
Pitchaimani, M.
|
|
2016
|
18 |
3 |
p. 901-910
|
artikel
|
| 16 |
Stochastic Integral Representations of the Extrema of Time-homogeneous Diffusion Processes
|
Feng, Runhuan
|
|
2015
|
18 |
3 |
p. 691-715
|
artikel
|
| 17 |
Vector-Valued Tail Value-at-Risk and Capital Allocation
|
Cossette, Hélène
|
|
2015
|
18 |
3 |
p. 653-674
|
artikel
|
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