Chateau, Jean-Pierre; Dufresne, Daniel Gram-Charlier processes and applications to option pricing. (English) Zbl 1431.62471 J. Probab. Stat. 2017, Article ID 8690491, 19 p. (2017). MSC: 62P05 60E05 91G20 PDF BibTeX XML Cite \textit{J.-P. Chateau} and \textit{D. Dufresne}, J. Probab. Stat. 2017, Article ID 8690491, 19 p. (2017; Zbl 1431.62471) Full Text: DOI OpenURL
Bae, Taehan; Iscoe, Ian Sum of Bernoulli mixtures: beyond conditional independence. (English) Zbl 1307.62155 J. Probab. Stat. 2014, Article ID 838625, 14 p. (2014). MSC: 62H20 60G50 62P05 91G40 PDF BibTeX XML Cite \textit{T. Bae} and \textit{I. Iscoe}, J. Probab. Stat. 2014, Article ID 838625, 14 p. (2014; Zbl 1307.62155) Full Text: DOI OpenURL
Boutahar, Mohamed Testing for change in mean of independent multivariate observations with time varying covariance. (English) Zbl 1233.62101 J. Probab. Stat. 2012, Article ID 969753, 17 p. (2012). MSC: 62G10 62M10 62H15 62G20 65C60 PDF BibTeX XML Cite \textit{M. Boutahar}, J. Probab. Stat. 2012, Article ID 969753, 17 p. (2012; Zbl 1233.62101) Full Text: DOI OpenURL
Josephy, Norman; Kimball, Lucia; Steblovskaya, Victoria Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market. (English) Zbl 1233.91148 J. Probab. Stat. 2011, Article ID 850727, 23 p. (2011). MSC: 91B30 91G10 91G20 PDF BibTeX XML Cite \textit{N. Josephy} et al., J. Probab. Stat. 2011, Article ID 850727, 23 p. (2011; Zbl 1233.91148) Full Text: DOI OpenURL
Dmitrasinovic-Vidovic, Gordana; Lari-Lavassani, Ali; Li, Xun; Ware, Antony Continuous time portfolio selection under conditional capital at risk. (English) Zbl 1200.91279 J. Probab. Stat. 2010, Article ID 976371, 26 p. (2010). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{G. Dmitrasinovic-Vidovic} et al., J. Probab. Stat. 2010, Article ID 976371, 26 p. (2010; Zbl 1200.91279) Full Text: DOI EuDML OpenURL
Gaillardetz, Patrice Pricing equity-indexed annuities under stochastic interest rates using copulas. (English) Zbl 1200.91137 J. Probab. Stat. 2010, Article ID 726389, 29 p. (2010). MSC: 91B30 91G30 62H20 62P05 91G70 PDF BibTeX XML Cite \textit{P. Gaillardetz}, J. Probab. Stat. 2010, Article ID 726389, 29 p. (2010; Zbl 1200.91137) Full Text: DOI EuDML OpenURL
Necir, Abdelhakim; Meraghni, Djamel Estimating L-functionals for heavy-tailed distributions and application. (English) Zbl 1200.62050 J. Probab. Stat. 2010, Article ID 707146, 34 p. (2010). MSC: 62G30 62G32 62G20 62P05 PDF BibTeX XML Cite \textit{A. Necir} and \textit{D. Meraghni}, J. Probab. Stat. 2010, Article ID 707146, 34 p. (2010; Zbl 1200.62050) Full Text: DOI EuDML OpenURL
Necir, Abdelhakim; Rassoul, Abdelaziz; Zitikis, Ričardas Estimating the conditional tail expectation in the case of heavy-tailed losses. (English) Zbl 1200.91142 J. Probab. Stat. 2010, Article ID 596839, 17 p. (2010). MSC: 91B30 62G05 62G32 91G70 PDF BibTeX XML Cite \textit{A. Necir} et al., J. Probab. Stat. 2010, Article ID 596839, 17 p. (2010; Zbl 1200.91142) Full Text: DOI EuDML OpenURL
Furman, Olga; Furman, Edward On some layer-based risk measures with applications to exponential dispersion models. (English) Zbl 1200.91136 J. Probab. Stat. 2010, Article ID 357321, 19 p. (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{O. Furman} and \textit{E. Furman}, J. Probab. Stat. 2010, Article ID 357321, 19 p. (2010; Zbl 1200.91136) Full Text: DOI EuDML OpenURL