Browsing "Department of Statistics & Actuarial Science" by Issue Date 

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TitleAuthor(s)Issue DateViews
 
2009
 
2009
177
 
2009
107
 
2009
210
 
Accumulator pricing
Proceeding/Conference:IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)
2009
181
 
2009
157
 
2009
148
 
A New Notion of Data Depth Based on Goodness-of-Fit Tests
Proceeding/Conference:Joint Statistical Meetings (JSM)
2009
 
On a dynamic mixture GARCH model
Journal:Journal of Forecasting
2009
170
 
2009
195
 
Crossing Time of Annuities with Exponential Payment Rates
Journal:Bulletin of the Swiss Association of Actuaries
2009
85
 
2009
 
Pricing annuity guarantees under a regime-switching model
Journal:North American Actuarial Journal
2009
151
 
2009
58
 
2009
165
 
2009
203
 
Upper comonotonicity
Journal:Insurance: Mathematics and Economics
2009
 
2009
81
 
2009
205
 
Bayesian model averaging continual reassessment method in phase I clinical trials
Journal:Journal of the American Statistical Association
2009
136