Author:
Chernobai Anna,Burnecki Krzysztof,Rachev Svetlozar,Trueck Stefan,Weron Rafal
Reference28 articles.
1. On maximum likelihood estimation of operational loss distributions;M Bee;Technical Report,2005
2. Modeling electricity prices with regime switching models;M Bierbrauer;Lecture Notes in Computer Science,2004
3. An introduction to simulation of risk processes;K Burnecki;Encyclopedia of Actuarial Science,2004
4. Property insurance loss distributions;K Burnecki;Physica A,2000
5. Loss distributions;K Burnecki;Statistical Tools for Finance and Insurance,2005
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Catastrophe Bond Pricing with Fuzzy Volatility Parameters;Studies in Computational Intelligence;2014
2. Pricing and simulations of catastrophe bonds;Insurance: Mathematics and Economics;2013-01
3. Pricing of Catastrophe Bond in Fuzzy Framework;Towards Advanced Data Analysis by Combining Soft Computing and Statistics;2013