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Fame, Georgie, (born 26 June 1943), musician, vocalist, songwriter
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Fame, Georgie, (born 26 June 1943), musician, vocalist, songwriter (2007)Fame, Georgie, (born 26 June 1943), music…Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (2006)Optimal asset allocation for …Nonparametric Estimation of Copulas for Time Series (2003)Nonparametric Estimation of C…Understanding Relationships Using Copulas (1998)An Introduction to Copulas (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Nonparametric Pricing of Multivariate Contingent Claims (2003)Some Statistical Pitfalls in Copula Modeling for Financial Applications (2004)Bayes theorem–based and copula-based estimation for failure probability function (2020)Optimum consumption and portfolio rules in a continuous-time model (1971)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Controlled Markov Processes and Viscosity Solutions (2005)Management of a pension fund under mortality and financial risks (2006)The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans (2009)Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (2012)
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  • 2006Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases58 cited
  • 2003Nonparametric Estimation of Copulas for Time Series56 cited

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