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Kolkiewicz, Adam
31
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Online (31)
Mediatypes
Articles (Online) (22)
OpenAccess-fulltext (9)
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1
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/..
?
2
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/..
?
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
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/..
?
10
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/..
?
11
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/..
?
12
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/..
?
13
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/..
?
14
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/..
?
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/..
1-15