Prediction of Hungarian mortality rates using Lee-Carter method, Acta Oeconomica, 57, pp

Átírás

1 Gáll József Publikációs lista Referált folyóiratcikkek Gáll, J. (2003): Some possible stock price distributions under incompleteness of the market, Mathematical and Computer Modelling, 38(7-9), pp IF Gáll, J., G. Pap and M. v. Zuijlen (2003): Limiting connection between discrete and continuous time forward interest rate curve models, Acta Applicandae Mathematicae, 78(1-3), pp IF Gáll, J., G. Pap and M. v. Zuijlen (2004): Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet, Journal of Applied Mathematics, 2004(4), pp Holb, I. J., B. Heijne, J. C. M. Withagen, J. Gáll and M. J. Jeger (2005): Analysis of summer epidemic progress of apple scab at different apple production systems in the Netherlands and Hungary (2005), Phytopathology, 95 No. 9, pp IF Gáll, J., G. Pap and M. v. Zuijlen (2006): Forward interest rate curves in discrete time settings driven by random fields, Computers & Mathematics with Applications, 51, pp IF Baran, S., J. Gáll, M. Ispány, and G. Pap (2007): Prediction of Hungarian mortality rates using Lee-Carter method, Acta Oeconomica, 57, pp Gáll, J., G. Pap and W. Peeters (2007): Random field forward interest rate models, market price of risk and their statistics, Analli dell Universita di Ferrara, 53, pp Gáll, J., G. Nagy (2007): A működési kockázat veszteségeloszlás- -alapú modellezése (Loss Distribution Approach, LDA), in Hungarian, Hitelintézeti Szemle, (VI.) 4, pp

2 Kotsis Á., Faragó Á., Gáll J., Madarasi V. (2008): Az Észak-alföldi régióban végzett munkaerőpiaci felmérés néhány e- redménye, Társadalom és Gazdaság, 30 (2008) 1, pp azonos címmel korábban megjelent a Három éve az 50 éves EUban konferenciasorozat kiadványában. Holb, I., J. M. Gáll and B. Fodor (2009): Effect of Production System and Pruning on Temporal Development of Cercospora depazeoides and on Berry Yield in Black Elderberry Orchards, Plant Disease, 93, pp IF Holb, I. J., Fodor, B., Lakatos, P., Abonyi, F., Balla, B., Fazekas, M. and Gáll, J. M. (2009): Effect of production system and pruning on population density of Aphis sambuci and on elderberry yield, Journal of Applied Entomology, 134 (2010), pp IF (2009) Holb, I. J., Balla, B., Abonyi, F., Fazekas, M., Lakatos, P. and Gáll, J. M. (2011): Development and evaluation of a model for management of brown rot in organic apple orchards, European Journal of Plant Pathology, (2011) 129, pp IF (2009). Megjelenés/közlés előtt álló cikkek Gáll, J., G. Pap and M. v. Zuijlen (2006): Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model, Report No (July), Radboud University of Nijmegen, The Netherlands. Holb, I. J., Balla, B., Abonyi, F., Fazekas, M., Lakatos, P. and Gáll, J. M. (2009): Brown rot disease development and management perspectives in organic apple orchards, közlésre benyújtva, Agricultural Ecosystems & Environment (reg. no: AGEE-S , 17 October 2009). Baran, S., J. Gáll, M. Ispány, and G. Pap (2010): Stochastic models of Hungarian economic variables for actuarial use, közlésre benyújtva, Mathematical and Computer Modelling.

3 Szalóki, M., Gáll, J., Borbély, J., Hegedűs, Cs. (2011): Influence of organic nano-sized filler to resin-based composite, kézirat. Holb, I. J., Balla, B., Vámos, A. and Gáll, J. M. (2012): Influence of preharvest calcium applications, fruit injury, and storage atmospheres on postharvest brown rot of apple, Postharvest Biology and Technology (közlésre elfogadva), DOI: /j.postharvbio , IF (2010). Nem referált közlemények, szakcikkek konferenciakötetekben Gáll, J., G. Pap and M. v. Zuijlen (2005): Note on the proportions of financial assets with dependent distributions in optimal portfolios, Proceedings of the 6th International Conference on Applied Informatics (Eger, 2004), vol. II, pp , Eger, B. V. B. Nyomda és Kiadó Kft. Holb, I. and J. M. Gáll (2009): Can tree pruning reduce the incidence of Cercospora leaf spot in integrated and organic elderberry orchards?, Phytopathology, 99, 6: S54 S54. IF (2008) Doktori (PhD) disszertáció Some problems on discrete time financial markets: random field forward interest rate structures, stochastic dominance, limiting connections to continuous markets, 2006, Debreceni Egyetem, Matematika- és Számítástudományok Doktori Iskola Könyvek, könyvfejezetek, jegyzetek Gáll J. és Pap Gy. (2010): Bevezetés a pénzügyi matematikába, Polygon kiadó, Szeged. Barczy M. és Gáll J. (2010): Pénzügyi matematika példatár, II. rész, Polygon kiadó, Szeged. A Financial Toolbox, (2005). In Gisbert, S. (szerk.), Matlab, frissített kiadás, Numerikus módszerek, grafika, statisztika, eszköztárak, Typotex, Budapest.

4 Gáll J. és Pap Gy. (2005): Hasznosságalapú portfólió-menedzsment, angol verzió: Gáll, J., G. Pap and M. v. Zuijlen (2005): An introduction to portfolio management, Gáll, J. és G. Pap (2005): Információelmélet, Gáll J. és Pap Gy. (2003): Opcióelmélet, Recenziók angol verzió: Gáll, J., G. Pap and M. v. Zuijlen (2003): Option Theory, Gáll J. és Jankovics L. (2004): Jaksity György: A pénz természete, BUKSZ, 4, pp Konferenciaelőadások On contingent claim pricing in some incomplete models, 11th European Young Statisticians Meeting, Marly-le-Roi, France, August On incomplete securities market models, 4th International Conference on Applied Informatics, Eger-Noszvaj, Hungary, 30 August 30 3 September The convergence of financial asset prices, Fourth Meeting of Austrian, Slovenian, Italian and Hungarian Young Statisticians, Pécs, Hungary, 8 10 October 1999.

5 On the optimal portfolio choice and the riskiness of securities, Fifth Meeting of Austrian, Slovenian, Italian and Hungarian Young Statisticians, Udine, Italy, October, A note on the proportion of assets in optimal portfolios, XXI International Seminar on Stability Problems for Stochastic Models, Eger, Hungary, 28 January 3 February Discrete time HJM type forward interest rate models, The 8th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania, June Some problems in forward interest rate models, 6th International Conference on Applied Informatics, Eger, Hungary, January Modeling Bonds and Pricing Interest Rate Derivatives Based on Discrete Forward Rate Curves Driven by Random Fields, IXth Spring Meeting of Young Economists, Wassaw, Poland, April The application of the Lee-Carter method for Hungarian mortality data, Altenburger Szimpózium, Magyar Aktuárius Társaság, Balatonvilágos, Április 26 28, Random field forward interest rate models and market price of risk, Fourth Conference on Applied Mathematics and Scientific Computing, Brijuni, Croatia, June Joint ML estimation of volatility, AR and market price of risk parameters of an HJM interest rate model, Numerical Methods in Finance, An Amamef Conference, Inria-Rocquencourt, le Chesnay, France, 1 3 February Statistical problems in discrete time HJM type interest rate models, XXVI. Seminar on Stability Problems for Stochastic Models, Sovata- Bai, Romania, 27 August 2 September, Pénzügyi matematika és R, Egy diszkrét idejű kamatlábpélda, Altenburger Szimpózium, Magyar Aktuárius Társaság, Balatonvilágos, Május 21 23, 2009.

6 Statistical questions, model selection in forward interest rate models, XXVIII. International Seminar on Stability Problems for Stochastic Models, Zakopane, Poland, 31 May 5 June, Model selection, statistical questions in some financial models, International Conference, Modern Stochastics: Theory and Applications II, Kyiv, Ukraine, 7 11 September, Debrecen, december 23.