Generalized continuons-time ARMA processes

• Applicant: Professorin Dr. Vicky Fasen-Hartmann
• Subject Area: Mathematics
• Term: from 2006 to 2008
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 27869480

• Final Report Year: 2008

Final Report Abstract

No abstract available

Publications

• Probability Seminar. Cornell University (USA), September 2006
  Vicky Fasen
  
• Statistics Seminar. Colorado State University (USA), Oktober 2006
  Vicky Fasen
  
• 5th International Conference on Levy Processes: Theory and Applications H. C. Ørsted Institute, Kopenhagen (Dänemark), August 2007
  Vicky Fasen
  
• Séminaire de Probabilités. Universite Pierre et Marie Curie, Paris (Frankreich), Juli 2007
  Vicky Fasen
  
• Séminaire Européen de Statistique 2007: Statistics for stochastic differential equations models. La Manga del Mar Menor (Spanien), Mai 2007
  Vicky Fasen
  
• Large insurance losses distributions. In: M. Melnick und B. Everitt (Eds.), Encyclopedia of Quantitative Risk Analysis and Assessment, Wiley, 2008
  Vicky Fasen, C. Klüppelberg