A note on the recursive joint moments of discounted compound dependent renewal sums
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2023 |
Adékambi, Franck |
Reinforcement learning paycheck optimization for multivariate financial goals
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2023 |
Alaluf, Melda |
Identifying the factors influencing digital marketing and brand-consumer relationship
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2023 |
Aancy, H. Mickle |
Weighted Shapley values of efficient portfolios
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2023 |
Shalit, Haim |
Some systemic risk indicators
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2023 |
El Qalli, Yassine |
Discrete bismut formula : conditional integration by parts and a representation for delta hedging process
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2023 |
Akiyama, Naho |
Return volatility transmission among Asian stock exchanges : evidence from a heterogeneous market outlook
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2023 |
Mishra, Amritkant |
Ruin probability in the delayed renewal risk model perturbed by a diffusion process
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2021 |
Adékambi, Franck |
LGD and RR modeling : comparison of models
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2021 |
Tuysuz, Sukriye |
New risks in the new beta coefficient : behavioral approach
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2021 |
Bogatyrev, S. Yu. |
Multi-attribute decision making based on novel generalized parametric exponential intuitionistic fuzzy divergence measure
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2021 |
Parkash, Om |
Bitcoin spot and derivatives markets : searching for completeness
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2021 |
Geman, Hélyette |
Appropriate machine learning techniques for credit scoring and bankruptcy prediction in banking and finance : a comparative study
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2020 |
Boughaci, Dalila |
Implementing enterprise risk management in road organizations : considerations and a proposed roadmap
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2020 |
Benekos, I. |
A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing
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2020 |
Arku, Dennis |
The construction of a quadratic predictor of the discounted renewal claims with dependence
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2020 |
Adékambi, Franck |
Overfitting of Hurst estimators for multifractional Brownian motion : a fitting test advocating simple models
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2018 |
Bertrand, Pierre Raphaël |
Stochastic jump intensity models
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2018 |
Lévy Dit Véhel, Pierre-Emmanuel |
Special issue: fractional calculus and its applications : introduction
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2018 |
Bianchi, Sergio |
Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to default risk charge
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2018 |
Lehdili, Noureddine |