10 citations · 17 across the 7 of their papers we have counts for
9 papers
On multivariate modifications of Cramer Lundberg risk model with constant intensities
Pavlina K. Jordanova, Milan Stehlik
The paper considers very general multivariate modifications of Cramer-Lundberg risk model. The claims can be of different types and can arrive in groups. The groups arrival process…
Negative interest rates: why and how?
Jozef Kiselak, Philipp Hermann, Milan Stehlik
The interest rates (or nominal yields) can be negative, this is an unavoidable fact which has already been visible during the Great Depression (1929-39). Nowadays we can find negat…
Optimal design, financial and risk modelling with stochastic processes having semicontinuous covariances
Milan Stehlik, Christian Helpersdorfer, Philipp Hermann
A.N. Kolmogorov proposed several problems on stochastic processes, which has been rarely addressed later on. One of the open problems are stochastic processes with discontinuous co…
Flexible Extreme Value Inference And Hill Plots For A Small, Mid And Large Samples
Pavlina Jordanova, Milan Stehlik
Asymptotic normality of extreme value tail estimators received much attention in the literature, giving rise to increasingly complicated 2nd order regularity conditions. However, s…
Letter to the Editor of Annals of Applied Statistics
Milan Stehlik, Philipp Hermann
This is "Letter to the Editor" of Annals of Applied Statistics, addressing the paper by Goerg G. M. (2011) "Lambert W random variables-a new family of generalized skewed distributi…
"Building" exact confidence nets
Andrew R. Francis, Milan Stehlik, Henry P. Wynn
Confidence nets, that is, collections of confidence intervals that fill out the parameter space and whose exact parameter coverage can be computed, are familiar in nonparametric st…