| 104 / 2 |
Conditional Tail Expectation for Integrated Processes with Stochastic Volatility.
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2022-08-31 |
| 103 / 1 |
Value at Risk for Integrated Returns and Its Applications to Equity-linked Insurance
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2022-08-31 |
| 102 / 2 |
Evaluting Quantile Reserve for Equity-Linked Insurance in a Multivariate Stochastic Volatility Model.
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2022-08-31 |
| 113 / 1 |
Advancing Credit Scoring Accuracy through Explainable AI: A Rescaled Cluster-then-Predict
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2024-08-15 |
| 111 / 2 |
Non-Parametric Inference on Risk Measures for Integrated Returns
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2024-08-15 |