Publications
- Holt-Winters method for run-off triangles in claims reserving2023 | Faculty of Mathematics and Physics
- Common shock approach to counterparty default risk of reinsurance2019 | Faculty of Mathematics and Physics
- Robust Kalman filter for high-frequency financial data2018 | Faculty of Mathematics and Physics
- Cipra, T., Hendrych, R.: Robust recursive estimation of GARCH models2018 | Faculty of Mathematics and Physics
- Robust recursive estimation for financial time series2018 | Faculty of Mathematics and Physics
- Common shock approach to default risk of reinsurance: Solvency II framework2018 | Faculty of Mathematics and Physics
- 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
- Some forms of risk regulation in Solvency II2017 | Faculty of Mathematics and Physics
- Comparing Various EWMA Model Estimators: Value at Risk Perspective2016 | Faculty of Mathematics and Physics
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