9 results
A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
- Published online by Cambridge University Press:
- 29 June 2020, pp. 799-825
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- September 2020
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BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 47 / Issue 3 / September 2017
- Published online by Cambridge University Press:
- 07 August 2017, pp. 919-942
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- September 2017
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PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 3 / September 2015
- Published online by Cambridge University Press:
- 19 June 2015, pp. 661-678
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- September 2015
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Trends in disguise
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- Journal:
- Annals of Actuarial Science / Volume 9 / Issue 1 / March 2015
- Published online by Cambridge University Press:
- 16 September 2014, pp. 58-71
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General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 369-375
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- May 2010
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TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE
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- Journal:
- Econometric Theory / Volume 24 / Issue 4 / August 2008
- Published online by Cambridge University Press:
- 22 April 2008, pp. 1044-1062
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TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS
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- Journal:
- Econometric Theory / Volume 22 / Issue 3 / June 2006
- Published online by Cambridge University Press:
- 15 March 2006, pp. 457-482
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Generalized Lorenz curves and convexifications of stochastic processes
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- Journal:
- Journal of Applied Probability / Volume 40 / Issue 4 / September 2003
- Published online by Cambridge University Press:
- 14 July 2016, pp. 906-925
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- September 2003
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ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX
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- Journal:
- Econometric Theory / Volume 19 / Issue 4 / August 2003
- Published online by Cambridge University Press:
- 06 June 2003, pp. 587-601
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