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Publications in Statistics

Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Bounds for Present Value Functions With Stochastic Interest Rates and Stochastic Volatility

Insurance: Mathematics and Economics

English

Robust Versus Classical Detection of Atypical Data

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Modelling Stochastic Mortality for Dependent Lives

Insurance: Mathematics and Economics

English

Duration Time-Series Models With Proportional Hazard

Journal of Time Series Analysis

Applied Mathematics

English

Parametrization and Penalties in Spline Models With an Application to Survival Analysis

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Risk Management of a Bond Portfolio Using Options

Insurance: Mathematics and Economics

English

Sensitivity Analysis of Constrained Linear L1 Regression: Perturbations to Response and Predictor Variables

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Community Rating and Equalisation

Insurance: Mathematics and Economics

English

Existence and Uniqueness of Relative Incidence Estimates in Case-Series Analysis

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English