| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comparison of numerical approaches to determine the severity of losses |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
| A maximum entropy approach to the loss data aggregation problem |
0 |
0 |
0 |
1 |
2 |
2 |
5 |
7 |
| A method for determining risk aversion functions from uncertain market prices of risk |
0 |
0 |
0 |
27 |
0 |
2 |
13 |
118 |
| A model-free, non-parametric method for density determination, with application to asset returns |
0 |
0 |
1 |
7 |
0 |
0 |
7 |
30 |
| A numerical approach to the risk capital allocation problem |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
11 |
| A spectral measure estimation problem in rheology |
0 |
0 |
0 |
0 |
1 |
1 |
15 |
31 |
| An Entropic Approach to Constrained Linear Regression |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
9 |
| Application of the method of maximum entropy in the mean to classification problems |
0 |
0 |
0 |
7 |
1 |
1 |
11 |
43 |
| Assessment and propagation of input uncertainty in tree‐based option pricing models |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
14 |
| Bayesian parameter inference for models of the Black and Scholes type |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
18 |
| Calibration of short rate term structure models from bid–ask coupon bond prices |
0 |
0 |
1 |
1 |
0 |
0 |
7 |
15 |
| Characterization of vector valued, gaussian, stationary, markov processes |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
39 |
| Classification by separating hypersurfaces: An entropic approach |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
| Computing the value-at-risk of aggregate severities |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
7 |
| Construction of contingency tables by maximum entropy in the mean |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
6 |
| Determination of risk pricing measures from market prices of risk |
0 |
0 |
0 |
25 |
0 |
1 |
12 |
117 |
| Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean |
0 |
0 |
0 |
8 |
2 |
2 |
15 |
74 |
| Determination of the fraction of losses and their probabilities by type of risk and business line from aggregate loss data |
0 |
0 |
0 |
1 |
0 |
0 |
9 |
12 |
| Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments |
0 |
0 |
0 |
7 |
1 |
2 |
5 |
38 |
| Determination of zero-coupon and spot rates from treasury data by maximum entropy methods |
0 |
0 |
0 |
4 |
0 |
1 |
13 |
53 |
| Determining a Credit Transition Matrix from Cumulative Default Probabilities. An Entropy Minimization Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Determining the total loss distribution from the moments of the exponential of the compound loss |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
5 |
| Diffusions on some submanifolds of euclidean spaces |
0 |
0 |
0 |
3 |
0 |
1 |
6 |
28 |
| Discontinuous payoff option pricing by Mellin transform: A probabilistic approach |
0 |
0 |
2 |
7 |
0 |
3 |
13 |
56 |
| Disentangling frequency models |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
9 |
| Diversification Can Control Probability of Default or Risk, but Not Both |
0 |
0 |
1 |
5 |
0 |
1 |
10 |
30 |
| Entropy and density approximation from Laplace transforms |
0 |
0 |
0 |
2 |
0 |
0 |
10 |
26 |
| Extracting pricing densities for weather derivatives using the maximum entropy method |
0 |
0 |
1 |
3 |
1 |
1 |
9 |
12 |
| Forced harmonic oscillators, waves on a forced string and changes of measure |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
9 |
| Fractional Moments and Maximum Entropy: Geometric Meaning |
0 |
0 |
0 |
2 |
0 |
3 |
11 |
15 |
| Harmonic oscillators, waves and Gaussian processes |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
10 |
| Hitting spheres with Brownian motion revisited |
0 |
0 |
2 |
9 |
0 |
0 |
12 |
29 |
| How dark is the dark side of diversification? |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
19 |
| How to Keep Your Portfolio Close in Risk and Diversification to a Desired Benchmark |
0 |
0 |
1 |
2 |
0 |
2 |
12 |
14 |
| Inverse problems for random walks on trees: Network tomography |
0 |
0 |
0 |
19 |
1 |
1 |
3 |
84 |
| Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean |
0 |
0 |
1 |
3 |
0 |
1 |
4 |
8 |
| Loss data analysis: Analysis of the sample dependence in density reconstruction by maxentropic methods |
0 |
0 |
0 |
2 |
1 |
1 |
10 |
23 |
| Maxentropic approach to decompound aggregate risk losses |
0 |
0 |
0 |
3 |
0 |
1 |
11 |
39 |
| Maxentropic construction of risk neutral measures: discrete market models |
0 |
0 |
0 |
32 |
2 |
2 |
11 |
130 |
| Maximum entropy in the mean methods in propensity score matching for interval and noisy data |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
5 |
| Modeling very large losses |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
15 |
| Modeling very large losses. II |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
7 |
| Numerical determination of hitting time distributions from their Laplace transforms: One dimensional diffusions |
0 |
0 |
0 |
3 |
2 |
3 |
10 |
34 |
| Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean |
0 |
0 |
1 |
3 |
0 |
1 |
12 |
35 |
| Prediction and estimation of random variables with infinite mean or variance |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
| Prediction in Riemannian metrics derived from divergence functions |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
6 |
| Probabilistic Approach to an Image Reconstruction Problem |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
| Recovering Decay Rates from Noisy Measurements with Maximum Entropy in the Mean |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
5 |
| Recovering a distribution from its translated fractional moments |
0 |
0 |
0 |
4 |
1 |
2 |
4 |
25 |
| Remarks on the equation dXt = a(Xt)dBt |
0 |
0 |
0 |
3 |
1 |
2 |
4 |
46 |
| Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
6 |
| Sample dependence of risk premiums |
0 |
0 |
0 |
2 |
0 |
3 |
9 |
14 |
| Stochastic volatility models including open, close, high and low prices |
0 |
0 |
0 |
15 |
1 |
2 |
21 |
72 |
| The Effects of Securitization for Managing Banking Risk Using Alternative Tranching Schemes |
0 |
0 |
1 |
4 |
0 |
1 |
5 |
12 |
| Tracking a Well Diversified Portfolio with Maximum Entropy in the Mean |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
11 |
| Two maxentropic approaches to determine the probability density of compound risk losses |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
36 |
| Total Journal Articles |
0 |
0 |
12 |
233 |
23 |
55 |
442 |
1,534 |
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