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Publications in Uncertainty

Modelling Long-Run Trends and Cycles in Financial Time Series Data

Journal of Time Series Analysis

Applied Mathematics

English

Extremes for Coherent Risk Measures

Insurance: Mathematics and Economics

English

Uniform Tail Asymptotics for the Stochastic Present Value of Aggregate Claims in the Renewal Risk Model

Insurance: Mathematics and Economics

English

Pricing and Hedging Basket Options With Exact Moment Matching

Insurance: Mathematics and Economics

English

On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space

Journal of Time Series Analysis

Applied Mathematics

English

Dependent Wild Bootstrap for the Empirical Process

Journal of Time Series Analysis

Applied Mathematics

English

Issue Information

Journal of Time Series Analysis

Applied Mathematics

English

An Order of Asymmetry in Copulas, and Implications for Risk Management

Insurance: Mathematics and Economics

English

A Continuous-Time Stochastic Model for the Mortality Surface of Multiple Populations

Insurance: Mathematics and Economics

English

A Note on Optimal Investment–consumption–insurance in a Lévy Market

Insurance: Mathematics and Economics

English