2015:18
Tom Britton, David Juher & Joan Saldaña: A network epidemic model with preventive rewiring: comparative analysis of the initial phase
Abstrakt (pdf) | Fulltext (pdf)


2015:17
Taras Bodnar, Nestor Parolya & Wolfgang Schmid: Estimation of the Global Minimum Variance Portfolio in High Dimensions
Abstrakt (pdf) | Fulltext (pdf)


2015:16
Dmitrii Silvestrov & Raimondo Manca: Reward Algorithms for Semi-Markov Processes
Abstrakt (pdf) | Fulltext (pdf)


2015:15
Taras Bodnar, Stepan Mazur & Krzysztof Podgórski: A Linear Test for the Global Minimum Variance Portfolio for Small Sample and Singular Covariance
Abstrakt (pdf) | Fulltext (pdf)


2015:14
Taras Bodnar & Nestor Markus Reiß: Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications
Abstrakt (pdf) | Fulltext (pdf)


2015:13
Taras Bodnar, Holger Dette & Nestor Parolya: Spectral Analysis of the Moore-Penrose Inverse of a Large Dimensional Sample Covariance Matrix
Abstrakt (pdf) | Fulltext (pdf)


2015:12
Mikael Petersson: Asymptotic Expansions for Quasi-Stationary Distributions of Perturbed Discrete Time Semi-Markov Processes
Abstrakt (pdf) | Fulltext (pdf)


2015:11
Esbjörn Ohlsson: Using separate exposure for IBNYR and IBNER in the Chain Ladder method
Abstrakt (pdf) | Fulltext (pdf)


2015:10
Frank Ball, Tom Britton & Pieter Trapman: An epidemic in a dynamic population with importation of infectives
Abstrakt (pdf) | Fulltext (pdf)


2015:9
Dmitrii Silvestrov & Sergei Silvestrov: Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
Abstrakt (pdf) | Fulltext (pdf)


2015:8
Taras Bodnar, Stepan Mazur & Krzysztof Podgórski: Singular Inverse Wishart Distribution with Application to Portfolio Theory
Abstrakt (pdf) | Fulltext (pdf)


2015:7
Taras Bodnar, Stepan Mazur & Yarema Okhrin: Bayesian Estimation of the Global Minimum Variance Portfolio
Abstrakt (pdf) | Fulltext (pdf)


2015:6
Kristoffer Spricer & Tom Britton: The Configuration Model for Partially Directed Graphs
Abstrakt (pdf) | Fulltext (pdf)


2015:5
Åke Svensson: The influence of assumptions on generation time distributions in epidemic models
Abstrakt (pdf) | Fulltext (pdf)


2015:4
Taras Bodna & Taras Zabolotskyy: How Risky is the Optimal Portfolio Which Maximizes the Sharpe Ratio?
Abstrakt (pdf) | Fulltext (pdf)


2015:3
Taras Bodnar, Yarema Okhrin, Valdemar Vitlinskyy & Taras Zabolotskyy: Determination and Estimation of Risk Aversion Coefficients
Abstrakt (pdf) | Fulltext (pdf)


2015:2
Mikael Petersson: Quasi-Stationary Asymptotics for Perturbed Semi-Markov Processes in Discrete Time
Abstrakt (pdf) | Fulltext (pdf)


2015:1
Taras Bodnar, Arjun K. Gupta & Nestor Parolya: Direct Shrinkage Estimation of Large Dimensional Precision Matrix
Abstrakt (pdf) | Fulltext (pdf)