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Publications in Uncertainty

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

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

Urban Public Pension, Replacement Rates and Population Growth Rate in China

Insurance: Mathematics and Economics

English