Insurance Mathematics and Economics · 2013 · 82 citations · 52 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsQuantitative FinanceCatastrophe RiskCredit RiskFinancial RiskMarket RiskNumerical Methods In FinanceOption PricingCatastrophe Bond RiskCatastrophe Model-based PricingCatastrophe PricingCatastrophe Risk ModelingCatastrophe Risk Pricing
52
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations
Regression and time series model selection in small samples
Clifford M. Hurvich, Chih‐Ling Tsai · Biometrika · 1989 · 6.4K citations