HAINAUT, DONATIEN: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

[Springer Actuarial] Effective Statistical Learning Methods for Actuaries I (GLMs and Extensions) ||

Denuit, Michel, Hainaut, Donatien, Trufin, Julien

Year:

2019

Language:

english

File:

PDF, 8.81 MB

english, 2019

2

[Springer Actuarial] Effective Statistical Learning Methods for Actuaries III (Neural Networks and Extensions) ||

Denuit, Michel, Hainaut, Donatien, Trufin, Julien

Year:

2019

Language:

english

File:

PDF, 12.14 MB

english, 2019

3

An Interest Rate Tree Driven by a Lévy Process

Hainaut, Donatien, MacGilchrist, Renaud

Journal:

The Journal of Derivatives

Year:

2010

Language:

english

File:

PDF, 4.57 MB

english, 2010

4

Robust evaluation of SCR for participating life insurances under Solvency II

Hainaut, Donatien, Devolder, Pierre, Pelsser, Antoon

Journal:

Insurance: Mathematics and Economics

Year:

2018

Language:

english

File:

PDF, 653 KB

english, 2018

5

Dynamic asset allocation under VaR constraint with

Donatien Hainaut

Journal:

Annals of Operations Research

Year:

2009

Language:

english

File:

PDF, 588 KB

english, 2009

6

Management of a pension fund under mortality and financial risks

Donatien Hainaut, Pierre Devolder

Journal:

Insurance: Mathematics and Economics

Year:

2007

Language:

english

File:

PDF, 808 KB

english, 2007

7

A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST

Hainaut, Donatien

Journal:

Year:

2018

Language:

english

File:

PDF, 612 KB

english, 2018

8

Mortality modelling with Lévy processes

Donatien Hainaut, Pierre Devolder

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 928 KB

english, 2008

9

Multidimensional Lee–Carter model with switching mortality processes

Donatien Hainaut

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 567 KB

english, 2012

10

A fractal version of the Hull–White interest rate model

Hainaut, Donatien

Journal:

Economic Modelling

Year:

2013

Language:

english

File:

PDF, 861 KB

english, 2013

11

Impulse control of pension fund contributions, in a regime switching economy

Hainaut, Donatien

Journal:

European Journal of Operational Research

Year:

2014

Language:

english

File:

PDF, 956 KB

english, 2014

12

An intensity model for credit risk with switching Lévy processes

Hainaut, Donatien, Le Courtois, Olivier

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 574 KB

english, 2014

13

CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION

HAINAUT, DONATIEN, ROBERT, CHRISTIAN YANN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2014

Language:

english

File:

PDF, 596 KB

english, 2014

14

Optimal funding of defined benefit pension plans

HAINAUT, DONATIEN, DEELSTRA, GRISELDA

Journal:

Journal of Pension Economics and Finance

Year:

2011

Language:

english

File:

PDF, 449 KB

english, 2011

15

Impact of volatility clustering on equity indexed annuities

Hainaut, Donatien

Journal:

Insurance: Mathematics and Economics

Year:

2016

Language:

english

File:

PDF, 731 KB

english, 2016

16

Clustered Lévy processes and their financial applications

Hainaut, Donatien

Journal:

Journal of Computational and Applied Mathematics

Year:

2017

Language:

english

File:

PDF, 1.10 MB

english, 2017

17

A self-exciting switching jump diffusion: properties, calibration and hitting time

Hainaut, Donatien, Deelstra, Griselda

Journal:

Quantitative Finance

Year:

2018

Language:

english

File:

PDF, 991 KB

english, 2018

18

Hedging of crop harvest with derivatives on temperature

Hainaut, Donatien

Journal:

Insurance: Mathematics and Economics

Year:

2018

Language:

english

File:

PDF, 845 KB

english, 2018

19

A Self-Organizing Predictive Map for Non-Life Insurance

Hainaut, Donatien mname

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 3.70 MB

english, 2018

20

A switching microstructure model for stock prices

Hainaut, Donatien, Goutte, Stephane

Journal:

Mathematics and Financial Economics

Year:

2019

Language:

english

File:

PDF, 813 KB

english, 2019

21

Fractional Hawkes processes

Hainaut, Donatien

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2020

Language:

english

File:

PDF, 759 KB

english, 2020

22

INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES

LEUNGA, CHARLES GUY NJIKE, HAINAUT, DONATIEN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2020

File:

PDF, 648 KB

2020

23

Strategic asset

Donatien Hainaut, Renaud MacGilchrist

Journal:

Annals of Finance

Year:

2012

Language:

english

File:

PDF, 557 KB

english, 2012

24

Optimal design of profit sharing rates by FFT

Donatien Hainaut

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 925 KB

english, 2010

25

Frequency and Severity Modelling Using Multifractal Processes: An Application to Tornado Occurrence in the USA and CAT Bonds

Hainaut, Donatien, Boucher, Jean-Philippe

Journal:

Environmental Modeling and Assessment

Year:

2014

Language:

english

File:

PDF, 695 KB

english, 2014

26

Default probabilities of a holding company, with complete and partial information

Hainaut, Donatien, Deelstra, Griselda

Journal:

Journal of Computational and Applied Mathematics

Year:

2014

Language:

english

File:

PDF, 648 KB

english, 2014

27

Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality

Hainaut, Donatien, Deelstra, Griselda

Journal:

Journal of Economic Dynamics and Control

Year:

2014

Language:

english

File:

PDF, 597 KB

english, 2014

28

Evaluation and default time for companies with uncertain cash flows

Hainaut, Donatien

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 378 KB

english, 2015

29

A structural model for credit risk with switching processes and synchronous jumps

Hainaut, Donatien, Colwell, David B.

Journal:

European Journal of Finance

Year:

2014

Language:

english

File:

PDF, 406 KB

english, 2014

30

Entry and exit decisions with switching regime cash flows

Hainaut, Donatien

Journal:

International Journal of Managerial Finance

Year:

2012

Language:

english

File:

PDF, 459 KB

english, 2012

31

A model for interest rates with clustering effects

Hainaut, Donatien

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 859 KB

english, 2016

32

A bivariate Hawkes process for interest rate modeling

Hainaut, Donatien

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 2.42 MB

english, 2016

33

How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?

Hainaut, Donatien, Shen, Yang, Zeng, Yan

Journal:

Annals of Operations Research

Year:

2016

Language:

english

File:

PDF, 745 KB

english, 2016

34

Contagion modeling between the financial and insurance markets with time changed processes

Hainaut, Donatien

Journal:

Insurance: Mathematics and Economics

Year:

2017

Language:

english

File:

PDF, 542 KB

english, 2017

35

Life Annuitization: Why and how Much?

Hainaut, Donatien, Devolder, Pierre

Journal:

Year:

2006

Language:

english

File:

PDF, 1.10 MB

english, 2006

36

Credit Risk Valuation with Rating Transitions and Partial Information

Hainaut, Donatien, Robert, Christian Yann

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 405 KB

english, 2013

37

An Interest Rate Tree Driven by a LLvy Process

Hainaut, Donatien, Macgilchrist, Renaud

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 284 KB

english, 2010

38

A Fractal Version of the Hull-White Interest Rate Model

Donatien, Hainaut

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 568 KB

english, 2012

39

An Intensity Model for Credit Risk with Switching Lévy Processes.

Hainaut, Donatien, Le Courtois, Olivier Arnaud

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 520 KB

english, 2013

40

A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices

Hainaut, Donatien, Deelstra, Griselda

Journal:

Methodology and Computing in Applied Probability

Year:

2018

Language:

english

File:

PDF, 2.00 MB

english, 2018

41

A switching self-exciting jump diffusion process for stock prices

Hainaut, Donatien, Moraux, Franck

Journal:

Annals of Finance

Year:

2018

Language:

english

File:

PDF, 1.42 MB

english, 2018

42

Calendar Spread Exchange Options Pricing with Gaussian Random Fields

Hainaut, Donatien

Journal:

Year:

2018

Language:

english

File:

PDF, 504 KB

english, 2018

43

A Multifactor Self-Exciting Jump Diffusion Approach for Modelling the Clustering of Jumps in Equity Returns

Hainaut, Donatien, Moraux, Franck

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 753 KB

english, 2016

44

A Structural Model for Credit Risk with Markov Modulated Lévy Processes and Synchronous Jumps

Hainaut, Donatien, Colwell, David B.

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 341 KB

english, 2013

45

Option pricing in illiquid markets: A fractional jump-diffusion approach

Hainaut, Donatien, Leonenko, Nikolai

Journal:

Journal of Computational and Applied Mathematics

Year:

2020

File:

PDF, 723 KB

2020

46

WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION

Hainaut, Donatien, Denuit, Michel

Journal:

Year:

2020

File:

PDF, 1.55 MB

2020

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@z-lib.do

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски