Michel Denuit - Dokumente zum Namen - alle Infos bei Yasni.de

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[ ] Max-factor individual risk models with application to...

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· Title:Max-factor individual risk models with application to credit portfolios. Authors:Michel Denuit, Anna Kiriliouk, Johan Segers · Download PDF.

Lee-Carter Goes Risk-Neutral by Enrico Biffis, Michel Denuit :: SSRN

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Enrico Biffis Imperial College Business School Michel Denuit Catholic University of Louvain June 26, Cass Business School Research Paper Abstract:

Denuit, M. (Michel) [WorldCat Identities]

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Most widely held works by Michel Denuit. Mathématiques de l'assurance non-vie by M Denuit( Book ) 3 editions published in in French and held by

“Generalized Pareto Fit to the Society of Actuaries’ Large Claims...

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This article was downloaded by: [Bibliothèques de l'Université de Montréal] On: 02 December 2014, At: 11:31 Publisher: Routledge Informa Ltd Registered in...

Testing for Concordance Ordering by Ana C. Cebrian, Michel Denuit, O....

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We propose inference tools to analyse the ordering of concordance of random vectors. The analysis in the bivariate case relies on tests for upper and lower quad

Measuring Portfolio Risk Under Partial Dependence Information by...

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The bounds for risk measures of a portfolio when its components have known marginal distributions but the dependence among the risks is unknown are often too wi

Stochastic Mortality Under Measure Changes by Enrico Biffis, Michel...

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We provide a self-contained analysis of a class of continuous-time stochastic mortality models that have gained popularity in the last few years. We describe s

Nonparametric Tests for Positive Quadrant Dependence by Michel ...papers.ssrn.com › sol3 › papers

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Michel Denuit · O. Scaillet · Do you have a job opening that you would like to promote on SSRN? · Paper statistics · Related eJournals · Recommended Papers.

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Dokumente zum Namen Michel Denuit