Publications
- Systemic Risk in Financial Risk Regulation2017 | Faculty of Mathematics and Physics
- Marginal expected shortfall: the Czech PX index case study2017 | Faculty of Mathematics and Physics
- On-line Calibration of the EWMA Models: Simulations and Applications2015 | Faculty of Mathematics and Physics
- On Comparing Various Modelling Schemes: The Case of the Prague Stock Exchange Index2014 | Faculty of Mathematics and Physics
- State space analysis of the Prague Stock Exchange index2014 | Faculty of Mathematics and Physics
- The Prague Stock Exchange Index: An Econometric Analysis2014 | Faculty of Mathematics and Physics
- Holt-Winters method for run-off triangles in claims reserving2023 | Faculty of Mathematics and Physics
- Applying state space models to stochastic claims reserving2021 | Faculty of Mathematics and Physics
- Common shock approach to counterparty default risk of reinsurance2019 | Faculty of Mathematics and Physics
- Recursive estimation of EWMA model2019 | Faculty of Mathematics and Physics
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