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subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Landsman, Zinoviy"
~person:"Petrella, Lea"
~person:"Vernic, Raluca"
~subject:"Ausreißer"
~subject:"Theory"
~subject:"Wahrscheinlichkeitsrechnung"
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Prognoseverfahren
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Statistical distribution
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Statistische Verteilung
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Landsman, Zinoviy
Petrella, Lea
Vernic, Raluca
Furman, Edward
7
Ravazzolo, Francesco
7
Blazsek, Szabolcs
6
Gupta, Rangan
6
Madan, Dilip B.
6
Nadarajah, Saralees
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6
Paolella, Marc S.
6
Shushi, Tomer
6
Su, Jianxi
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Taylor, James W.
6
Wang, Ruodu
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Cossette, Hélène
5
Hoga, Yannick
5
Kang, Kyu Ho
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Loperfido, Nicola
5
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Pierdzioch, Christian
5
Polak, Pawel
5
Sornette, Didier
5
Tang, Qihe
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4
Almeida, Caio
4
Ardison, Kym
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Catania, Leopoldo
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Chen, Zhi
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Garcia, René
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Härdle, Wolfgang
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Ignatieva, Ekaterina
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Kim, Young Shin
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims
Vernic, Raluca
;
Bolancé, Catalina
;
Alemany, Ramon
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 111-125
Persistent link: https://www.econbiz.de/10013271963
Saved in:
2
Modelling random vectors of dependent risks with different elliptical components
Landsman, Zinoviy
;
Shushi, Tomer
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
1
,
pp. 6-24
Persistent link: https://www.econbiz.de/10013187281
Saved in:
3
A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 437-465
Persistent link: https://www.econbiz.de/10012793936
Saved in:
4
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
5
Conditional tail risk measures for the skewed generalised hyperbolic family
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10012058838
Saved in:
6
Multivariate count data generalized linear models : three approaches based on the Sarmanov distribution
Bolancé, Catalina
;
Vernic, Raluca
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 89-103
Persistent link: https://www.econbiz.de/10011990617
Saved in:
7
On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
Vernic, Raluca
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 184-193
Persistent link: https://www.econbiz.de/10011825436
Saved in:
8
Large deviations for risk measures in finite mixture models
Bignozzi, Valeria
;
Macci, Claudio
;
Petrella, Lea
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 84-92
Persistent link: https://www.econbiz.de/10011872915
Saved in:
9
On the evaluation of multivariate compound distributions with continuous severity distributions and sarmanov's counting distribution
Tamraz, Maissa
;
Vernic, Raluca
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 841-870
Persistent link: https://www.econbiz.de/10011875907
Saved in:
10
Lifetime dependence models generated by multiply monotone functions
Alai, Daniel H.
;
Landsman, Zinoviy
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 576-604
Persistent link: https://www.econbiz.de/10011939711
Saved in:
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