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Publications in Statistics

Distributions De Pareto: Intérêts Et Limites en Réassurance

Insurance: Mathematics and Economics

English

Algorithms and Applications for Approximate Nonnegative Matrix Factorization

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

The Random Projection Method in Goodness of Fit for Functional Data

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

The Asymptotic Efficiency of Largest Claims Reinsurance Treaties

Insurance: Mathematics and Economics

English

Regret, Portfolio Choice, and Guarantees in Defined Contribution Schemes

Insurance: Mathematics and Economics

English

Kernel Weighted Influence Measures

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Testing the Bivariate Distribution of Daily Equity Returns Using Copulas. An Application to the Spanish Stock Market

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Testing and Dating of Structural Changes in Practice

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Characterizations of Classes of Risk Measures by Dispersive Orders

Insurance: Mathematics and Economics

English

Approximating the Finite-Time Ruin Probability Under Interest Force

Insurance: Mathematics and Economics

English