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subject:"Germany"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Ausreißer"
~subject:"Forecasting model"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Ausreißer
Forecasting model
Estimation theory
117
Schätztheorie
117
Statistical distribution
43
Statistische Verteilung
43
Risikomaß
24
Risk measure
24
Regression analysis
20
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20
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18
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18
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Aufsatz in Zeitschrift
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24
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English
24
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Guillou, Armelle
4
Goegebeur, Yuri
3
Boratyńska, Agata
2
Hou, Yanxi
2
Qin, Jing
2
Abdelli, Jihane
1
Ahmadi, Seyed Saeed
1
Beirlant, Jan
1
Bermúdez, Lluís
1
Brahimi, Brahim
1
Chan, Kung-sik
1
Chavez-Demoulin, Valérie
1
Chen, Yu
1
Cooley, Daniel
1
Dutang, Christophe
1
Ekheden, Erland
1
Guillén, Montserrat
1
Haberman, S.
1
Haberman, Steven
1
Hatzpoulos, P.
1
Hössjer, Ola
1
Kleinow, Torsten
1
Li, Johnny Siu-Hang
1
Liu, Aiai
1
Ma, Mengyuan
1
Macdonald, Angus
1
Mammen, Enno
1
Maribe, G.
1
Martinez Miranda, Maria Dolores
1
Meng, Jin
1
Nielsen, Jens Perch
1
Pantelous, Athanasios A.
1
Pedersen, Tine
1
Peng, Liang
1
Pitarque, Albert
1
Portugal, Luís
1
Shang, Han Lin
1
Song, Kai-Sheng
1
Stoev, Stilian
1
Sun, Hongfang
1
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Insurance / Mathematics & economics
International journal of forecasting
117
Journal of econometrics
81
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Econometric theory
14
Journal of the American Statistical Association : JASA
14
Applied economics
12
Econometric reviews
12
Finance research letters
12
The econometrics journal
12
Economic modelling
11
Journal of banking & finance
11
Oxford bulletin of economics and statistics
11
European journal of operational research : EJOR
10
Journal of empirical finance
10
Quantitative finance
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of financial econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Journal of applied econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Risks : open access journal
8
Applied economics letters
7
Econometrics : open access journal
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of production economics
7
Jahrbücher für Nationalökonomie und Statistik
7
Journal of international money and finance
7
Journal of macroeconomics
7
Journal of quantitative economics
7
Scandinavian actuarial journal
7
Journal of risk and financial management : JRFM
6
Journal of time series econometrics
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
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ECONIS (ZBW)
24
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1
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
2
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
Saved in:
3
A general optimal approach to Bühlmann credibility theory
Yan, Yujie
;
Song, Kai-Sheng
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 262-282
Persistent link: https://www.econbiz.de/10013264957
Saved in:
4
Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
Boratyńska, Agata
;
Zielińska-Kolasińska, Zofia
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 194-202
Persistent link: https://www.econbiz.de/10013349008
Saved in:
5
Multi-population modelling and forecasting life-table death counts
Shang, Han Lin
;
Haberman, Steven
;
Xu, Ruofan
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 239-253
Persistent link: https://www.econbiz.de/10013380527
Saved in:
6
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri
;
Guillou, Armelle
;
Pedersen, Tine
;
Qin, Jing
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 102-122
Persistent link: https://www.econbiz.de/10013471190
Saved in:
7
Calendar effect and in-sample forecasting
Mammen, Enno
;
Martinez Miranda, Maria Dolores
;
Nielsen, …
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
Saved in:
8
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
9
A special Tweedie sub-family with application to loss reserving prediction error
Taylor, Greg
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 262-288
Persistent link: https://www.econbiz.de/10012793927
Saved in:
10
Univariate and multivariate claims reserving with generalized link ratios
Portugal, Luís
;
Pantelous, Athanasios A.
;
Verrall, Richard
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 57-67
Persistent link: https://www.econbiz.de/10012491961
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