1. Modeling stochastic recovery rates and dependence between default rates and recovery rates within a generalized credit portfolio framework. (2nd April 2016) Authors: Fischer, Matthias; Köstler, Christoph; Jakob, Kevin Journal: Journal of statistical theory and practice Issue: Volume 10:Number 2(2016) Page Start: 342 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A novel EVT-modified Lee-Carter model for mortality forecasting : An application to extreme mortality events. Issue 1 (2nd January 2022) Authors: Gungah, Gavakshi; Narsoo, Jason Journal: Journal of statistics & management systems Issue: Volume 25:Issue 1(2022) Page Start: 211 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Assessing the discriminatory power of loss given default models. Issue 10 (27th July 2022) Authors: Kazianka, Hannes; Morgenbesser, Anna; Nowak, Thomas Journal: Journal of applied statistics Issue: Volume 49:Issue 10(2022) Page Start: 2700 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Estimation of actuarial quantities at fractional ages with Kriging. Issue 23 (1st December 2016) Authors: Jiang, Ting; Zhou, XiaoJian Journal: Communications in statistics Issue: Volume 45:Issue 23(2016) Page Start: 6943 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Rate of convergence of binomial formula for option pricing. Issue 14 (17th July 2020) Authors: Ratibenyakool, Yuttana; Neammanee, Kritsana Journal: Communications in statistics Issue: Volume 49:Issue 14(2020) Page Start: 3537 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks. Issue 7 (3rd April 2018) Authors: Liu, Rongfei; Wang, Dingcheng; Guo, Fenglong Journal: Communications in statistics Issue: Volume 47:Issue 7(2018) Page Start: 1529 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗