Discover open access scientific publications

Search, annotate, share and cite publications

Publications in Statistics

Evolutive Instantaneous Spectrum Associated With Partial Autocorrelation Function

Journal of Time Series Analysis

Applied Mathematics

English

Bootstrap Approximation to Prediction MSE for State-Space Models With Estimated Parameters

Journal of Time Series Analysis

Applied Mathematics

English

A Priori Ratemaking Using Bivariate Poisson Regression Models

Insurance: Mathematics and Economics

English

Estimation of the Location and Exponent of the Spectral Singularity of a Long Memory Process

Journal of Time Series Analysis

Applied Mathematics

English

Computing the Mean and the Variance of the Cedent’s Share for Largest Claims Reinsurance Covers

Insurance: Mathematics and Economics

English

Forecasting Daily Time Series Using Periodic Unobserved Components Time Series Models

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Optimal Claim Behaviour for Vehicle Damage Insurances

Insurance: Mathematics and Economics

English

Combining Quota-Share and Excess of Loss Treaties on the Reinsurance of N Independent Risks

Insurance: Mathematics and Economics

English

High Volatility, Thick Tails and Extreme Value Theory in Value-At-Risk Estimation

Insurance: Mathematics and Economics

English

An Application of Exponential Dispersion Models in Premium Rating.

Insurance: Mathematics and Economics

English