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11 - Spatial Modeling
- from II - Predictive Modeling Methods
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- Book:
- Predictive Modeling Applications in Actuarial Science
- Published online:
- 05 August 2014
- Print publication:
- 28 July 2014, pp 260-279
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6 - Statistical Assessments of Systemic Risk Measures
- from PART II - STATISTICS AND SYSTEMIC RISK
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- Book:
- Handbook on Systemic Risk
- Published online:
- 05 June 2013
- Print publication:
- 23 May 2013, pp 165-179
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An Exponential Continuous-Time GARCH Process
- Part of
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- Journal:
- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 960-976
- Print publication:
- December 2007
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Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 35 / Issue 2 / November 2005
- Published online by Cambridge University Press:
- 17 April 2015, pp. 455-469
- Print publication:
- November 2005
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