Skip to contents Calderin, Enrique [Author] ; Fergusson, Kevin [Other]; Wu, Xueyuan [Other] An EM Algorithm for DPLN-Regression Applied to Heavy-Tailed Insurance Claims Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Thompson, Peter J. [Author] ; Luo, Hayden [Other]; Fergusson, Kevin [Other] The P&L Attribution Test Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Fergusson, Kevin [Author] Fast maximum likelihood estimation of parameters for square root and Bessel processes Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article via De Gruyter (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Studies in nonlinear dynamics and econometrics ; 25(2021), 4 vom: Sept., Seite 143-170 Fergusson, Kevin [Author] ; Platen, Eckhard [Other] Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Fergusson, Kevin [Author] ; Luo, Hayden [Other]; Thompson, Peter [Other] The P&L Attribution Test Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Fergusson, Kevin [Author] ; Platen, Eckhard [Other] Hedging Long-Dated Interest Rate Derivatives for Australian Pension Funds and Life Insurers Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Fergusson, Kevin [Author]; Platen, Eckhard [Author] Less-expensive long-term annuities linked to mortality, cash and equity Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Annals of actuarial science ; 17(2023), 1 vom: März, Seite 170-207 Sun, Jin [Author] ; Fergusson, Kevin [Other]; Platen, Eckhard [Other]; Shevchenko, Pavel V. [Other] Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Calderín-Ojeda, Enrique [Author]; Fergusson, Kevin [Author]; Wu, Xueyuan [Author] An EM algorithm for Double-Pareto-lognormal generalized linear model applied to heavy-tailed insurance claims Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2017 Fergusson, Kevin Fast maximum likelihood estimation of parameters for square root and Bessel processes Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Walter de Gruyter GmbH, 2021 Published in: Studies in Nonlinear Dynamics & Econometrics, 25 (2021) 4, Seite 143-170 Fergusson, Kevin Forecasting inflation using univariate continuous‐time stochastic models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2020 Published in: Journal of Forecasting, 39 (2020) 1, Seite 37-46 Fergusson, Kevin LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 2020 Published in: ASTIN Bulletin, 50 (2020) 2, Seite 381-417 Fergusson, Kevin The P&L Attribution Test Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2016 Published in: SSRN Electronic Journal (2016) Fergusson, Kevin Partitions into large unequal parts Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 1997 Published in: Bulletin of the Australian Mathematical Society, 56 (1997) 2, Seite 343-344 Fergusson, Kevin; Platen, Eckhard Less-expensive long-term annuities linked to mortality, cash and equity Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 2023 Published in: Annals of Actuarial Science, 17 (2023) 1, Seite 170-207 Fergusson, Kevin; Platen, Eckhard Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: SSRN Electronic Journal (2017) Fergusson, Kevin; Platen, Eckhard On the Distributional Characterization of Daily Log‐Returns of a World Stock Index Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2006 Published in: Applied Mathematical Finance, 13 (2006) 1, Seite 19-38 Fergusson, Kevin John Partitions into large unequal parts from a general sequence Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 2006 Published in: Journal of the Australian Mathematical Society, 80 (2006) 1, Seite 13-44 Thompson, Peter J.; Fergusson, Kevin The P&L Attribution Test Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2016 Published in: SSRN Electronic Journal (2016) Calderín-Ojeda, Enrique; Fergusson, Kevin; Wu, Xueyuan An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2017 Published in: Risks, 5 (2017) 4, Seite 60
Calderin, Enrique [Author] ; Fergusson, Kevin [Other]; Wu, Xueyuan [Other] An EM Algorithm for DPLN-Regression Applied to Heavy-Tailed Insurance Claims Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Thompson, Peter J. [Author] ; Luo, Hayden [Other]; Fergusson, Kevin [Other] The P&L Attribution Test Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Fergusson, Kevin [Author] Fast maximum likelihood estimation of parameters for square root and Bessel processes Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article via De Gruyter (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Studies in nonlinear dynamics and econometrics ; 25(2021), 4 vom: Sept., Seite 143-170
> Access ... to article via DOI (freely accessible) ... to article via De Gruyter (freely accessible)
Fergusson, Kevin [Author] ; Platen, Eckhard [Other] Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Fergusson, Kevin [Author] ; Luo, Hayden [Other]; Thompson, Peter [Other] The P&L Attribution Test Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Fergusson, Kevin [Author] ; Platen, Eckhard [Other] Hedging Long-Dated Interest Rate Derivatives for Australian Pension Funds and Life Insurers Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Fergusson, Kevin [Author]; Platen, Eckhard [Author] Less-expensive long-term annuities linked to mortality, cash and equity Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Annals of actuarial science ; 17(2023), 1 vom: März, Seite 170-207
> Access ... to article via DOI (freely accessible) ... to article (PDF document ; freely accessible)
Sun, Jin [Author] ; Fergusson, Kevin [Other]; Platen, Eckhard [Other]; Shevchenko, Pavel V. [Other] Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Calderín-Ojeda, Enrique [Author]; Fergusson, Kevin [Author]; Wu, Xueyuan [Author] An EM algorithm for Double-Pareto-lognormal generalized linear model applied to heavy-tailed insurance claims Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2017
Fergusson, Kevin Fast maximum likelihood estimation of parameters for square root and Bessel processes Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Walter de Gruyter GmbH, 2021 Published in: Studies in Nonlinear Dynamics & Econometrics, 25 (2021) 4, Seite 143-170
Fergusson, Kevin Forecasting inflation using univariate continuous‐time stochastic models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2020 Published in: Journal of Forecasting, 39 (2020) 1, Seite 37-46
Fergusson, Kevin LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 2020 Published in: ASTIN Bulletin, 50 (2020) 2, Seite 381-417
Fergusson, Kevin The P&L Attribution Test Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2016 Published in: SSRN Electronic Journal (2016)
Fergusson, Kevin Partitions into large unequal parts Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 1997 Published in: Bulletin of the Australian Mathematical Society, 56 (1997) 2, Seite 343-344
Fergusson, Kevin; Platen, Eckhard Less-expensive long-term annuities linked to mortality, cash and equity Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 2023 Published in: Annals of Actuarial Science, 17 (2023) 1, Seite 170-207
Fergusson, Kevin; Platen, Eckhard Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: SSRN Electronic Journal (2017)
Fergusson, Kevin; Platen, Eckhard On the Distributional Characterization of Daily Log‐Returns of a World Stock Index Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2006 Published in: Applied Mathematical Finance, 13 (2006) 1, Seite 19-38
Fergusson, Kevin John Partitions into large unequal parts from a general sequence Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge University Press (CUP), 2006 Published in: Journal of the Australian Mathematical Society, 80 (2006) 1, Seite 13-44
Thompson, Peter J.; Fergusson, Kevin The P&L Attribution Test Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2016 Published in: SSRN Electronic Journal (2016)
Calderín-Ojeda, Enrique; Fergusson, Kevin; Wu, Xueyuan An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2017 Published in: Risks, 5 (2017) 4, Seite 60
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