Model Selection and Averaging in Financial Risk Management

DOI10.1080/10920277.2013.824374zbMath1412.91044OpenAlexW2018941024MaRDI QIDQ5742646

Chris Groendyke, Brian M. Hartman

Publication date: 15 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2013.824374

zbMATH Keywords

life insuranceregime-switching modelsfinancial risk managementannuities

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Uses Software

• R
• bayesGARCH

Cites Work

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