Financial Mathematics Group
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- 2003
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Mark
Model Validation in Non-linear Continuous-discrete Grey-box Models
2003) 13th IFAC Symposium on System Identification(
- Contribution to conference › Paper, not in proceeding
- 2002
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Mark
Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data
(
- Contribution to journal › Article
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Mark
Permutation tests for equality of distributions in high-dimensional settings
(
- Contribution to journal › Article
-
Mark
A Wavelet Based Approach to the Head and Shoulders Pattern
2002) Euro Working Group on Financial Modeling 31st Meeting(
- Contribution to conference › Abstract
-
Mark
Estimating Parameters in Diffusion Processes using an Approximative Maximum Likelihood Approach
2002) 31st Meeting of the EURO Working Group on Financial Modeilng(
- Contribution to conference › Abstract
- 2001
-
Mark
Can losses caused by wind storms be predicted from meteorological observations
(
- Contribution to journal › Article
- 2000
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Mark
Distribution and dependence-function estimation for bivariate extreme-value distributions
(
- Contribution to journal › Article
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Mark
Nonparametric Analysis of Temporal Trend When Fitting Parametric Models to Extreme-Value Data
(
- Contribution to journal › Article
- 1999
-
Mark
On prediction intervals based on predictive likelihood or bootstrap methods.
(
- Contribution to journal › Article
- 1997
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Mark
Extreme value statistics and wind storm losses: a case study.
(
- Contribution to specialist publication or newspaper › Specialist publication article