E-LIB Suche - Ergebnisse für: Kolkiewicz, Adam

1

Valuation of Reverse Mortgages with Default Risk Models:

Bernard, Carole ; Kolkiewicz, Adam ; Tang, Junsen
The Journal of Real Estate Finance and Economics. 66 (2021) 4 - p. 806-839 , 2021

Link: https://doi.org/10.1007/..

2

Projection pursuit based tests of normality with functional..:

Kolkiewicz, Adam ; Rice, Gregory ; Xie, Yijun
Journal of Statistical Planning and Inference. 211 (2021) - p. 326-339 , 2021

Link: https://doi.org/10.1016/..

3

Discrete Time Ruin Probability for Takaful (Islamic Insuran..:

Puspita, Dila ; Kolkiewicz, Adam ; Tan, Ken Seng
Journal of Risk and Financial Management. 13 (2020) 9 - p. 211 , 2020

Link: https://doi.org/10.3390/..

4

Semi-Static Hedging for GMWB in Variable Annuities:

Kolkiewicz, Adam ; Liu, Yan
North American Actuarial Journal. 16 (2012) 1 - p. 112-140 , 2012

Link: https://doi.org/10.1080/..

5

Computation of Multivariate Barrier Crossing Probability an..:

Huh, Joonghee ; Kolkiewicz, Adam
North American Actuarial Journal. 12 (2008) 3 - p. 263-291 , 2008

Link: https://doi.org/10.1080/..

6

Multiscale Stochastic Volatility Model with Heavy Tails and..:

Men, Zhongxian ; Wirjanto, Tony S. ; Kolkiewicz, Adam W.
Journal of Risk and Financial Management. 14 (2021) 5 - p. 225 , 2021

Link: https://doi.org/10.3390/..

7

Threshold Stochastic Conditional Duration Model for Financi..:

Men, Zhongxian ; Kolkiewicz, Adam W. ; Wirjanto, Tony S.
Journal of Risk and Financial Management. 12 (2019) 2 - p. 88 , 2019

Link: https://doi.org/10.3390/..

8

Pricing Surrender Risk in Ratchet Equity-Index Annuities un..:

Kolkiewicz, Adam W. ; Lin, Fangyuan Sally
North American Actuarial Journal. 21 (2017) 3 - p. 433-457 , 2017

Link: https://doi.org/10.1080/..

9

Comparison of asymmetric stochastic volatility models under..:

Men, Zhongxian ; McLeish, Don ; Kolkiewicz, Adam W..
Journal of Applied Statistics. 44 (2016) 8 - p. 1350-1368 , 2016

Link: https://doi.org/10.1080/..

10

Bayesian Analysis of a Threshold Stochastic Volatility Mode:

Wirjanto, Tony S. ; Kolkiewicz, Adam W. ; Men, Zhongxian
Journal of Forecasting. 35 (2016) 5 - p. 462-476 , 2016

Link: https://doi.org/10.1002/..

11

Bayesian inference of asymmetric stochastic conditional dur..:

Men, Zhongxian ; Kolkiewicz, Adam W. ; Wirjanto, Tony S.
Journal of Statistical Computation and Simulation. 86 (2015) 7 - p. 1295-1319 , 2015

Link: https://doi.org/10.1080/..

12

On Suboptimality of Delta Hedging for Asian Options:

Kolkiewicz, Adam W.
SIAM Journal on Financial Mathematics. 6 (2015) 1 - p. 352-385 , 2015

Link: https://doi.org/10.1137/..

13

Sampling-based Inference of Time Deformation Models with He..:

Men, Zhongxian ; Wirjanto, Tony S. ; Kolkiewicz, Adam W.
Communications in Statistics - Simulation and Computation. 45 (2014) 9 - p. 3128-3148 , 2014

Link: https://doi.org/10.1080/..

14

Efficient Monte Carlo simulation for integral functionals o..:

Kolkiewicz, Adam W.
Journal of Complexity. 30 (2014) 3 - p. 255-278 , 2014

Link: https://doi.org/10.1016/..

15

Bayesian Analysis of Asymmetric Stochastic Conditional Dura..:

Men, Zhongxian ; Kolkiewicz, Adam W. ; Wirjanto, Tony S.
Journal of Forecasting. 34 (2014) 1 - p. 36-56 , 2014

Link: https://doi.org/10.1002/..