Hits 1-4 within 4 documents
Pricing and capital requirements for with profit contracts: modelling considerations [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.803-817
An empirical analysis of multivariate copula models [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.839-854
Gram-Charlier densities: A multivariate approach [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.855-868
The Epps effect revisited [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.793-802