6 citations · 16 across the 6 of their papers we have counts for
Showing 2018Show all
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q-fin.RM2018★ 6 cited
An optimization approach to adaptive multi-dimensional capital management
G. A. Delsing, M. R. H. Mandjes, P. J. C. Spreij +1
Firms should keep capital to offer sufficient protection against the risks they are facing. In the insurance context methods have been developed to determine the minimum capital le…
stat.ME2018
Estimation of Local Degree Distributions via Local Weighted Averaging and Monte Carlo Cross-Validation
Paulo Serra, Michel Mandjes
Owing to their capability of summarising interactions between elements of a system, networks have become a common type of data in many fields. As networks can be inhomogeneous, in…