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David Heath |
Selected Publications
"Coherent measures of risk" with P. Artzner, F. Delbaen, and J.M. Eber, Mathematical Finance 9, 203–228
"Heavy tails and long range dependence in on/off processes and associated fluid models" with S. Resnick and G. Samorodnitsky, Mathematics of Operations Research 23, 145–165, 1998;
"Bond pricing and the term structure of interest rates: a new methodology" with R. Jarrow and A. Morton, Econometrica Vol. 60, No. 1, 1992;
"Coherent inference from improper priors and from finitely additive priors" with W.D. Suddeth, Ann. Stat. 17, 1989, 907–919;
"A unique procedure (for allocating common costs from a production process" with L.J. Billera and R. Verecchia, Journal of Accounting Research 19, 1981, 185–196
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