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Letter from the Editors

Published/Copyright: December 8, 2011
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Statistics & Risk Modeling
From the journal Statistics & Risk Modeling Volume 28 Issue 4

Published Online: 2011-12-08
Published in Print: 2011-12

© by Oldenbourg Wissenschaftsverlag, Wien, Germany

Articles in the same Issue

  1. Letter from the Editors
  2. Risk margin for a non-life insurance run-off
  3. On the exact distribution of the estimated expected utility portfolio weights: Theory and applications
  4. Well-balanced Lévy driven Ornstein–Uhlenbeck processes
  5. Central limit theorem for the integrated squared error of the empirical second-order product density and goodness-of-fit tests for stationary point processes
  6. Test on components of mixture densities
https://doi.org/10.1524/strm.2011.0920

Articles in the same Issue

  1. Letter from the Editors
  2. Risk margin for a non-life insurance run-off
  3. On the exact distribution of the estimated expected utility portfolio weights: Theory and applications
  4. Well-balanced Lévy driven Ornstein–Uhlenbeck processes
  5. Central limit theorem for the integrated squared error of the empirical second-order product density and goodness-of-fit tests for stationary point processes
  6. Test on components of mixture densities
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