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Publications by M. Vanneste
Maximizing Compound Poisson Stop-Loss Premiums Numerically With Given Mean and Variance
ASTIN Bulletin
Accounting
Economics
Econometrics
Finance
Related publications
Bounds on Stop-Loss Premiums for Compound Distributions
ASTIN Bulletin
Accounting
Economics
Econometrics
Finance
Some Problems Connected With the Calculation of Stop Loss Premiums for Large Portfolios
ASTIN Bulletin
Accounting
Economics
Econometrics
Finance
Variance Risk Premiums and the Forward Premium Puzzle
Journal of Financial Economics
Management
Finance
Economics
Strategy
Accounting
Econometrics
An Evaluating Method With Combined Assigning-Weight Based on Maximizing Variance
Scientific Programming
Computer Science Applications
Software
Tests of Mean-Variance Spanning
SSRN Electronic Journal
Mean/Variance Relation and the Conditional Distribution
SSRN Electronic Journal
The Correlation Between Mean and Variance Estimators
Characteristic-Based Mean-Variance Portfolio Choice
Journal of Banking and Finance
Economics
Econometrics
Finance
The Variance of a Poisson Process of Domains
Journal of Applied Probability
Mathematics
Statistics
Uncertainty
Probability