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2020
Variations of particle swarm optimization for obtaining classification rules applied to credit risk in financial institutions of Ecuador
In: volume: 8, 2020, issue: 1, p. 1-14
Jimbo Santana, Patricia
;
Lanzarini, Laura
;
Bariviera, Aurelio Fernández
2020
Measuring financial contagion and spillover effects with a state-dependent sensitivity value-at-risk model
In: volume: 8, 2020, issue: 1, p. 1-20
Andrieş, Alin Marius
;
Galasan, Elena
2020
Assessing asset-liability risk with neural networks
In: volume: 8, 2020, issue: 1, p. 1-17
Cheridito, Patrick
;
Ery, John
;
Wüthrich, Mario V.
2020
General conditions of weak convergence of discrete-time multiplicative scheme to asset price with memory
In: volume: 8, 2020, issue: 1, p. 1-29
Mišura, Julija S.
;
Ralchenko, Kostiantyn
;
Shklyar, S. V.
2020
Modelling unobserved heterogeneity in claim counts using finite mixture models
In: volume: 8, 2020, issue: 1, p. 1-13
Bermúdez, Lluís
;
Karlis, Dimitris
;
Morillo, Isabel
2020
A comprehensive stability indicator for banks
In: volume: 8, 2020, issue: 1, p. 1-15
Powell, Robert
;
Duc Hong Vo
2020
Loss reserving estimation with correlated run-off triangles in a quantile longitudinal model
In: volume: 8, 2020, issue: 1, p. 1-26
Badounas, Ioannis
;
Pitselis, Georgios
2020
Mean-variance optimization is a good choice, but for other reasons than you might think
In: volume: 8, 2020, issue: 1, p. 1-16
Rigamonti, Andrea
2020
Prediction of claims in export credit finance: A comparison of four machine learning techniques
In: volume: 8, 2020, issue: 1, p. 1-27
Bärtl, Mathias
;
Krummaker, Simone
2020
A discrete-time approach to evaluate path-dependent derivatives in a regime-switching risk model
In: volume: 8, 2020, issue: 1, p. 1-22
Russo, Emilio
Author
1
Adékambi, Franck
1
Algieri, Bernardina
1
Allen, David E.
1
Andrieş, Alin Marius
1
Arakelian, Veni
1
Badounas, Ioannis
1
Bariviera, Aurelio Fernández
1
Benth, Fred Espen
1
Bermúdez, Lluís
1
Bischofberger, Stephan M.
.
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2020