Combining Probability Distributions: A Critique and an Annotated Bibliography
- 期刊名称Statistical Science
- 作者Genest, Christian; Zidek, James V.
- 卷第1卷
- 期第1期
- 印刷ISSN0883-4237
- 文件大小4479.30KB
- 发表时间1986-02
- DOI10.1214/ss/1177013825
- 页码114-135
Understanding, modelling and managing longevity risk: key issues and main challengesBarrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia · Scandinavian Actuarial Journal · 2012
Partial splitting of longevity and financial risks: The longevity nominal choosing swaptionsBensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; Salhi, Yahia · Insurance: Mathematics and Economics · 2016
A theory of bond portfoliosEkeland, Ivar; Taflin, Erik · The Annals of Applied Probability · 2005
The Pricing of the American OptionRavi Myneni · The Annals of Applied Probability · 1992
Stability of Generalized Jackson NetworksS. P. Meyn and D. Down · The Annals of Applied Probability · 1994
Optimal arbitrage under model uncertaintyFernholz, Daniel; Karatzas, Ioannis · The Annals of Applied Probability · 2011
Backward-Forward Stochastic Differential EquationsAntonelli, Fabio · The Annals of Applied Probability · 1993
Asymptotics of robust utility maximizationKnispel, Thomas · The Annals of Applied Probability · 2012
Utility maximization in incomplete marketsHu, Ying; Imkeller, Peter; Müller, Matthias · The Annals of Applied Probability · 2005
Propagation of chaos in neural fieldsTouboul, Jonathan · The Annals of Applied Probability · 2014