海量图书期刊资源,随时随地畅享阅读乐趣
On strong solutions for positive definite jump diffusionsEberhard Mayerhofer; Oliver Pfaffel; Robert Stelzer · 2011
Option Pricing in Multivariate Stochastic Volatility Models of OU TypeMuhle-Karbe, Johannes; Pfaffel, Oliver; Stelzer, Robert · SIAM Journal on Financial Mathematics · 2012
Limiting spectral distribution of a new random matrix model with dependence across rows and columnsOliver Pfaffel; Eckhard Schlemm · 2012
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tailsDavis, Richard A.; Pfaffel, Oliver; Stelzer, Robert · Stochastic Processes and their Applications · 2014
Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time seriesDavis, Richard A.; Mikosch, Thomas; Pfaffel, Oliver · Stochastic Processes and their Applications · 2016
Insurance pricing under ambiguityPichler, Alois · European Actuarial Journal · 2014
EditorialHipp, Christian; Renz, Michael · European Actuarial Journal · 2016
Optimal management of immunized portfoliosCesari, Riccardo; Mosco, Vieri · European Actuarial Journal · 2018
Ragnar Norberg, 1945–2017European Actuarial Journal · 2018
Matching tower information with piecewise ParetoRiegel, Ulrich · European Actuarial Journal · 2018
Ragnar Norberg, 1945–2017European Actuarial Journal · 2019
EditorialEuropean Actuarial Journal · 2019
Reserve-dependent surrender ratesK. S. T. Gad; J. Juhl; M. Steffensen · European Actuarial Journal · 2015