共 50 条
- [1] Time-varying credibility for frequency risk models:: estimation and tests for autoregressive specifications on the random effects INSURANCE MATHEMATICS & ECONOMICS, 2003, 33 (02): : 273 - 282
- [4] TIME-VARYING RISK PREMIA IN MULTIVARIATE PRICING-MODELS EKONOMISKA SAMFUNDETS TIDSKRIFT, 1994, 47 (04): : 247 - 255
- [7] Frequency analysis of time-varying systems 2006 IEEE INTERNATIONAL CONFERENCE ON ELECTRO/INFORMATION TECHNOLOGY, 2006, : 33 - 36
- [8] Second-order approximation of dynamic models with time-varying risk JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2013, 37 (07): : 1231 - 1247
- [9] Credit Risk Correlation Evaluation Based on Time-varying Copula Models MANAGEMENT ENGINEERING AND APPLICATIONS, 2010, : 577 - 583