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7 research outputs found
Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling
Author
Ahn J.
Artzner P.
+21 more
Beutner E.
Brazauskas V.
Durrett R.
Glasserman P.
Glasserman P.
Jones B. L.
Kaiser T.
Kim J. H. T.
Ko B.
Manistre B. J.
Manistre B. J.
Negir A.
Pollard D.
Protter P. E.
R Development Core Team
Reiss R.-D.
Russo R. P.
Shoragk G. R.
Sllverman B. W.
Tierney L.
Tierney L.
Publication venue
'Informa UK Limited'
Publication date
Field of study
No full text
Crossref
“Cash Flow Matching: A Risk Management Approach”, Garud Iyengar and Alfred Ka Chun Ma, July, 2009
Author
Acerbi C.
Acerbi C.
+9 more
Dowd K.
Hardy M.
KoCherlakota R.
Kortanek K. O.
Kortanek K. O.
Manistre B. J.
Rockafellar R. T.
Rogers L. C. G.
Schrage L.
Publication venue
'Informa UK Limited'
Publication date
Field of study
No full text
Crossref
Optimal Importance Sampling for Credit Portfolios with Stochastic Approximation
Author
A Avranitis
A Benveniste
+27 more
B Arouna
B J Manistre
C Acerbi
Curdin Dalbert
D Egloff
Daniel Egloff
G Gupton
H F Chen
H J Kushner
H J Kushner
H Robbins
J Kiefer
L Ljung
M Gordy
M J Schervish
M Kalkbrener
Markus Leippold
P Artzner
P Glasserman
P Glasserman
P Glasserman
P Glasserman
P Glasserman
P Hall
S Merino
Stephan Joehri
X Chen
Publication venue
'Elsevier BV'
Publication date
01/01/2005
Field of study
No full text
Crossref
Interval Estimation of Actuarial Risk Measures
Author
Albrecht Peter
Artzner Philippe
+18 more
Beirlant Jan
Brazauskas Vytaras
Brazauskas Vytaras
Brazauskas Vytaras
Brazauskas Vytaras
Brazauskas Vytaras
Dowd Kevin
Efron Bradley
Hardy Mary R.
Jones Bruce L.
Manistre John B.
Serfling Robert J.
Serfling Robert J.
Wang Shaun
Wang Shaun
Wang Shaun
Wang Shaun
Wirch Julia
Publication venue
'Informa UK Limited'
Publication date
Field of study
No full text
Crossref
An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE
Author
Artzner P.
BloCh D. A.
+34 more
Bofinger E.
Brazauskas V.
Cheng C.
Chung K. L.
CsÖrgą M.
Durrett R.
Falk M.
Falk M.
Hall P.
Hall P.
Hardy M. R.
Hoeffding W.
Hutson A. D.
Jones B. L.
Jones M.
Kaiser T.
Kim J. H. T.
Kim J. H. T.
Ko B.
Manistre B. J.
Necir A.
Parzen E.
R Development Core Team
Reiss R.-D.
Reiss R.-D.
Serfling R. J.
Sheather S.
Sheather S. J.
Siddiqui M. M.
Silverman B. W.
Tierney L.
Tierney L.
Tukey J. W.
Welsh A. H.
Publication venue
'Informa UK Limited'
Publication date
Field of study
No full text
Crossref
Top-Down Versus Bottom-Up Approaches in Risk Management
Author
A Arvanitis
A Hamerle
+58 more
A Hamerle
A Hamerle
A J Mcneil
A Kuritzkes
A Van Landschoot
C Alexander
C Cech
C Genest
D Rosen
D T Hamilton
E Kole
F Lehrbass
F Longstaff
G M Gupton
G Marsaglia
G R Duffee
H Joe
I Iscoe
J Barth
J Dobri?
J Dobri?
J F J De Munnik
J Manistre
J V Rosenberg
J-Z Huang
J.-D Fermanian
J.-D Fermanian
Japan Bank Of
K Aas
K D�llmann
K D�llmann
L Hahnenstein
L S Ward
M Dietsch
M Drehmann
M Gordy
M Kijima
M Rosenblatt
N J Jobst
N J Jobst
N J Jobst
O A Vasicek
P Glasserman
P Grundke
P J Sch�nbucher
Peter Grundke
R B Nelsen
R Kiesel
R Kiesel
R Neal
S Lyden
T M Barnhill
U Cherubini
W Breymann
X Chen
X K Dimakos
Y H Eom
Y Malevergne
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
No full text
Crossref
Report on British vulcanological research during the period September 1939 – March 1954
Author
A. G. MacGregor
Arthur Holmes
+46 more
B. C. King
B. C. King
B. E. Manistre
D. A. Allan
D. A. Robson
D. L. Reynolds
D. L. Reynolds
D. L. Reynolds
E. B. Bahley
E. M. Patterson
E. M. Patterson
E. M. Patterson
E. M. Patterson
E. M. Patterson
E. M. Patterson
G. H. Mitchell
G. Oertel
G. P. Black
G. P. Black
G. P. L. Walker
G. P. L. Walker
H. E. Wilson
H. Rutledge
J. A. E. Bennett
J. Dawson
J. E. Richey
J. Hartley
J. Pringle
J. W. Pallister
O. T. Jones
R. B. Elliott
R. H. Clark
R. W. Willett
S. I. Tomkeieff
S. I. Tomkeieff
S. I. Tomkeieff
S. I. Tomkeieff
S. I. Tomkeieff
S. I. Tomkeieff
S. I. Tomkeieff
S. I. Tomkeieff
S. I. Tomkeieff
V. A. Eyles
V. A. Eyles
W. D. Evans
W. D. Urry
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref