Author/Creator: Hambuckers, J. - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Hambuckers, J.

1. A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models. Issue 10 (3rd October 2018)

Authors:: Hambuckers, J.; Kneib, T.; Langrock, R.; Silbersdorff, A.
Journal:: Quantitative finance
Issue:: Volume 18:Issue 10(2018)
Page Start:: 1679
Record Type:: Journal Article
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2. A robust statistical approach to select adequate error distributions for financial returns. Issue 1 (2nd January 2017)

Authors:: Hambuckers, J.; Heuchenne, C.
Journal:: Journal of applied statistics
Issue:: Volume 44:Issue 1(2017)
Page Start:: 137
Record Type:: Journal Article
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3. Estimating large losses in insurance analytics and operational risk using the g-and-h distribution. Issue 7 (3rd July 2021)

Authors:: Bee, M.; Hambuckers, J.; Trapin, L.
Journal:: Quantitative finance
Issue:: Volume 21:Issue 7(2021)
Page Start:: 1207
Record Type:: Journal Article
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4. Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach. Issue 8 (3rd August 2019)

Authors:: Bee, M.; Hambuckers, J.; Trapin, L.
Journal:: Quantitative finance
Issue:: Volume 19:Issue 8(2019)
Page Start:: 1255
Record Type:: Journal Article
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