New mathematical and statistical methods for actuarial science and finance
作者： Martin Eling , Nicola Loperfido
DOI: 10.1080/1351847X.2019.1707251
关键词:
摘要: This special issue contains selected peer-reviewed papers presented at the international conference ‘MAF 2018 – Mathematical and Statistical Methods for Actuarial Sciences Finance’, held in Mad...
sci-hub.se 参考文章(9)
Massimo Costabile, Ivar Massabó, Emilio Russo, Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals European Journal of Finance. ,vol. 26, pp. 238- 257 ,(2020) , 10.1080/1351847X.2019.1618362
Gero Junike, Argimiro Arratia, Alejandra Cabaña, Wim Schoutens, American and exotic options in a market with frictions European Journal of Finance. ,vol. 26, pp. 179- 199 ,(2020) , 10.1080/1351847X.2019.1599407
Zinoviy Landsman, Udi Makov, Tomer Shushi, Analytic solution to the portfolio optimization problem in a mean-variance-skewness model European Journal of Finance. ,vol. 26, pp. 165- 178 ,(2020) , 10.1080/1351847X.2019.1618363
Andres Algaba, Kris Boudt, Steven Vanduffel, The variance implied conditional correlation European Journal of Finance. ,vol. 26, pp. 200- 222 ,(2020) , 10.1080/1351847X.2019.1615524
Mauro Bernardi, Paola Stolfi, A dominance test for measuring financial connectedness European Journal of Finance. ,vol. 26, pp. 119- 141 ,(2020) , 10.1080/1351847X.2019.1620819
Leopoldo Catania, Nima Nonejad, Density forecasts and the leverage effect: Evidence from Observation and parameter-Driven volatility models European Journal of Finance. ,vol. 26, pp. 100- 118 ,(2020) , 10.1080/1351847X.2019.1586744
Nicola Loperfido, Kurtosis-based projection pursuit for outlier detection in financial time series European Journal of Finance. ,vol. 26, pp. 142- 164 ,(2020) , 10.1080/1351847X.2019.1647864
María del Carmen Boado-Penas, Humberto Godínez-Olivares, Steven Haberman, Pedro Serrano, Automatic Balancing Mechanisms for Mixed Pension Systems under Different Investment Strategies European Journal of Finance. ,vol. 26, pp. 277- 294 ,(2020) , 10.1080/1351847X.2019.1647260
Irene Albarrán, Pablo J. Alonso-González, Aurea Grané, Long term care insurance pricing in Spanish population: a functional data approach European Journal of Finance. ,vol. 26, pp. 258- 276 ,(2020) , 10.1080/1351847X.2019.1678497