E-LIB Suche - Ergebnisse für: Viens, Frederi G

1

Yule's "nonsense correlation" for Gaussian random walks:

Ernst, Philip A. ; Huang, Dongzhou ; Viens, Frederi G.
Stochastic Processes and their Applications. 162 (2023) - p. 423-455 , 2023

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

2

Optimal reinsurance pricing with ambiguity aversion and rel..:

Gu, Ailing ; Chen, Shumin ; Li, Zhongfei.
Scandinavian Actuarial Journal. 2022 (2022) 9 - p. 749-774 , 2022

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

3

Risk, crop yields, and weather index insurance in village I..:

Michler, Jeffrey D. ; Viens, Frederi G. ; Shively, Gerald E.
Journal of the Agricultural and Applied Economics Association. 1 (2022) 1 - p. 61-81 , 2022

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

4

AR(1) processes driven by second-chaos white noise: Berry–E..:

Douissi, Soukaina ; Es-Sebaiy, Khalifa ; Alshahrani, Fatimah.
Stochastic Processes and their Applications. 150 (2022) - p. 886-918 , 2022

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

5

Optimal excess-of-loss reinsurance contract with ambiguity ..:

Gu, Ailing ; Viens, Frederi G. ; Shen, Yang
Scandinavian Actuarial Journal. 2020 (2019) 4 - p. 342-375 , 2019

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

6

Optimal rates for parameter estimation of stationary Gaussi..:

Es-Sebaiy, Khalifa ; Viens, Frederi G.
Stochastic Processes and their Applications. 129 (2019) 9 - p. 3018-3054 , 2019

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

7

Optimal robust reinsurance-investment strategies for insure..:

Gu, Ailing ; Viens, Frederi G. ; Yao, Haixiang
Insurance: Mathematics and Economics. 80 (2018) - p. 93-109 , 2018

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

8

R&D Spending, Knowledge Capital, and Agricultural Productiv..:

Baldos, Uris Lantz C. ; Viens, Frederi G. ; Hertel, Thomas W..
American Journal of Agricultural Economics. 101 (2018) 1 - p. 291-310 , 2018

Link: https://doi.org/10.1093/..

9

Optimal reinsurance and investment strategies for insurers ..:

Gu, Ailing ; Viens, Frederi G. ; Yi, Bo
Insurance: Mathematics and Economics. 72 (2017) - p. 235-249 , 2017

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

10

Anderson Polymer in a Fractional Brownian Environment: Asym..:

Kalbasi, Kamran ; Mountford, Thomas S. ; Viens, Frederi G.
Journal of Theoretical Probability. 31 (2017) 3 - p. 1429-1468 , 2017

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

11

Special Issue ofQuantitative Financeon 'High Frequency Data..:

Florescu, Ionut ; Mariani, Maria C. ; Stanley, H. Eugene.
Quantitative Finance. 15 (2015) 8 - p. 1277-1277 , 2015

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

12

RECONSTRUCTING PAST TEMPERATURES FROM NATURAL PROXIES AND E..:

Barboza, Luis ; Li, Bo ; Tingley, Martin P..
The Annals of Applied Statistics. 8 (2014) 4 - p. 1966-2001 , 2014

Link: https://www.jstor.org/st..

13

Comparison inequalities on Wiener space:

Nourdin, Ivan ; Peccati, Giovanni ; Viens, Frederi G.
Stochastic Processes and their Applications. 124 (2014) 4 - p. 1566-1581 , 2014

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

14

Robust optimal control for an insurer with reinsurance and ..:

Yi, Bo ; Li, Zhongfei ; Viens, Frederi G..
Insurance: Mathematics and Economics. 53 (2013) 3 - p. 601-614 , 2013

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

15

Two-dimensional stochastic Navier–Stokes equations with fra..:

Fang, Liqun ; Sundar, P. ; Viens, Frederi G.
Random Operators and Stochastic Equations. 21 (2013) 2 - p. , 2013

Link: https://doi.org/10.1515/..