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Issue Date
Title
Author(s)
2012
Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution
Chen, Qian
;
Gerlach, Richard
;
Lu, Zudi
2016
Extending mixtures of factor models using the restricted multivariate skew-normal distribution
Lin, T.-I.
;
McLachlan, G.J.
;
Lee, S.X.
2012
A Bayesian approach for optimal reinsurance and investment in a diffusion model
Zhang, X.
;
Elliott, R.
;
Siu, T.
2012
Existence, uniqueness and comparisons for BSDEs in general spaces
Cohen, S.
;
Elliott, R.
2014
Transnational comparison of sustainability assessment programs for viticulture and a case-study on programs' engagement processes
Santiago-Brown, I.
;
Metcalfe, A.
;
Jerram, C.
;
Collins, C.
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Author
2
Elliott, R.
1
Chen, Qian
1
Cohen, S.
1
Collins, C.
1
Gerlach, Richard
1
Jerram, C.
1
Lee, S.X.
1
Lin, T.-I.
1
Lu, Zudi
1
McLachlan, G.J.
.
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Subject
1
Bayesian adaptive control approach
1
BSDE
1
Clustering; data reduction; ECM a...
1
comparison theorem
1
Dynamic quantile; Asymmetric Lapl...
1
Filtering
1
general filtration
1
Grönwall inequality
1
HJB equations
1
nonlinear expectation
.
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Date issued
1
2016
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2012