Các bài viết có thể truy cập công khai - Carole BernardTìm hiểu thêm
Không có ở bất kỳ nơi nào: 3
Semi-static hedging of variable annuities
C Bernard, M Kwak
Insurance: Mathematics and Economics 67, 173-186, 2016
Các cơ quan ủy nhiệm: Natural Sciences and Engineering Research Council of Canada
Simplified hedge for path-dependent derivatives
C Bernard, J Tang
International journal of theoretical and applied finance 19 (07), 1650045, 2016
Các cơ quan ủy nhiệm: Natural Sciences and Engineering Research Council of Canada
Valuation of reverse mortgages with default risk models
C Bernard, A Kolkiewicz, J Tang
The journal of real estate finance and economics 66 (4), 806-839, 2023
Các cơ quan ủy nhiệm: Research Foundation (Flanders)
Có tại một số nơi: 36
Conditional quantiles and tail dependence
C Bernard, C Czado
Journal of Multivariate Analysis 138, 104-126, 2015
Các cơ quan ủy nhiệm: Natural Sciences and Engineering Research Council of Canada
A new approach to assessing model risk in high dimensions
C Bernard, S Vanduffel
Journal of Banking & Finance 58, 166-178, 2015
Các cơ quan ủy nhiệm: Natural Sciences and Engineering Research Council of Canada
Risk bounds for factor models
C Bernard, L Rüschendorf, S Vanduffel, R Wang
Finance and Stochastics 21, 631-659, 2017
Các cơ quan ủy nhiệm: Research Foundation (Flanders), Natural Sciences and Engineering Research …
Risk management of policyholder behavior in equity‐linked life insurance
A MacKay, M Augustyniak, C Bernard, MR Hardy
Journal of Risk and Insurance 84 (2), 661-690, 2017
Các cơ quan ủy nhiệm: Natural Sciences and Engineering Research Council of Canada
How robust is the value-at-risk of credit risk portfolios?
C Bernard, L Rüschendorf, S Vanduffel, J Yao
The European Journal of Finance 23 (6), 507-534, 2017
Các cơ quan ủy nhiệm: Research Foundation (Flanders), Natural Sciences and Engineering Research …
Measuring portfolio risk under partial dependence information
C Bernard, M Denuit, S Vanduffel
Journal of Risk and Insurance 85 (3), 843-863, 2018
Các cơ quan ủy nhiệm: Research Foundation (Flanders), Natural Sciences and Engineering Research …
Optimal payoffs under state-dependent preferences
C Bernard, F Moraux, L Rüschendorf, S Vanduffel
Quantitative Finance 15 (7), 1157-1173, 2015
Các cơ quan ủy nhiệm: Natural Sciences and Engineering Research Council of Canada
Rationalizing investors’ choices
C Bernard, JS Chen, S Vanduffel
Journal of Mathematical Economics 59, 10-23, 2015
Các cơ quan ủy nhiệm: Natural Sciences and Engineering Research Council of Canada
Range value-at-risk bounds for unimodal distributions under partial information
C Bernard, R Kazzi, S Vanduffel
Insurance: Mathematics and Economics 94, 9-24, 2020
Các cơ quan ủy nhiệm: Research Foundation (Flanders)
Optimal strategies under Omega ratio
C Bernard, S Vanduffel, J Ye
European Journal of Operational Research 275 (2), 755-767, 2019
Các cơ quan ủy nhiệm: Research Foundation (Flanders)
On the Martingale Property in Stochastic Volatility Models Based on Time‐Homogeneous Diffusions
C Bernard, Z Cui, D McLeish
Mathematical Finance 27 (1), 194-223, 2017
Các cơ quan ủy nhiệm: Natural Sciences and Engineering Research Council of Canada
Impact of flexible periodic premiums on variable annuity guarantees
C Bernard, Z Cui, S Vanduffel
North American actuarial journal 21 (1), 63-86, 2017
Các cơ quan ủy nhiệm: Research Foundation (Flanders)
Multivariate Option Pricing Using Copulae
C Bernard, C Czado
Applied Stochastic Models in Business and Industry, 2010
Các cơ quan ủy nhiệm: German Research Foundation
Optimal insurance in the presence of multiple policyholders
C Bernard, F Liu, S Vanduffel
Journal of Economic Behavior & Organization 180, 638-656, 2020
Các cơ quan ủy nhiệm: Research Foundation (Flanders), National Natural Science Foundation of China
Algorithms for finding copulas minimizing convex functions of sums
C Bernard, D McLeish
Asia-Pacific Journal of Operational Research 33 (05), 1650040, 2016
Các cơ quan ủy nhiệm: Natural Sciences and Engineering Research Council of Canada
Quantile of a mixture with application to model risk assessment
C Bernard, S Vanduffel
Dependence Modeling 3 (1), 000010151520150012, 2015
Các cơ quan ủy nhiệm: Research Foundation (Flanders), Natural Sciences and Engineering Research …
Bounds on multi-asset derivatives via neural networks
L de Gennaro Aquino, C Bernard
International Journal of Theoretical and Applied Finance 23 (08), 2050050, 2020
Các cơ quan ủy nhiệm: Research Foundation (Flanders)
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