|
Working Paper
|
Author
|
Subject |
|
Elisa Luciano, Jaap Spreeuw and Elena Vigna |
Modelling
stochastic bivariate mortality (Download),
(published
in Insurance,
Mathematics and Economics, 43, 2008, 234-244). |
|
| 6/06 | Filippo Fiorani and Elisa
Luciano |
Credit risk in
pure jump structural models (Download)
(published in
Quantitative Finance ( E. Luciano, F. Fiorani, P. Semeraro), 10 (3), March 2010, 249-264). |
| 10/06 | Patrizia Semeraro |
A Multivariate Time-Changed Lévy Model for Financial Applications (Download) |
| 16/06 | Stephen G. Walker | Sampling the Dirichlet Mixture Model with Slices (Download) |
| 17/06 | Theodoros Nicoleris, Spyridon J. Hatjispyros and Stephen G. Walker | A Flaming-Viot Process and Bayesian non Parametric (Download) |
| 29/06 | Lancelot F. James, Antonio Lijoi and Igor Prünster | Distributions of
Functionals of the two Parameter Poisson-Dirichlet Process (Download),
(published
in The Annals of Applied Probability, 18, 2008, 521-551). |
| 33/06 | Giovanni Peccati and Igor Prünster | Linear and Quadratic
Functionals of Random Hazard Rates: an Asymptotic Analysis (Download),
(published
in The Annals of Applied Probability, 18, 2008,1910-1943). |