Peter Spreij

Peter Spreij

University of Amsterdam - Amsterdam / Netherlands
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1853931
Universiteit van Amsterdam
person_outline Peter Spreij's MOST POPULAR ARTICLES
1-) An analytic approach to credit risk of large corporate bond and loan portfoliosA Lucas, P Klaassen, P Spreij, S StraetmansJournal of Banking & Finance 25 (9), 1635-1664, 20011882001
2-) Nonnegative matrix factorization and I-divergence alternating minimizationL Finesso, P SpreijLinear Algebra and its Applications 416 (2-3), 270-287, 2006842006
3-) A kernel type nonparametric density estimator for decompoundingB Van Es, S Gugushvili, P SpreijBernoulli 13 (3), 672-694, 2007832007
4-) On Fisher\'s information matrix of an ARMAX process and Sylvester\'s resultant matricesA Klein, P SpreijLinear Algebra and its Applications 237, 579-590, 1996451996
5-) Nonparametric volatility density estimationB Van Es, P Spreij, H Van ZantenBernoulli 9 (3), 451-465, 2003432003