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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Bayes-Statistik"
~subject:"Messung"
~subject:"Outliers"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Bayes-Statistik
Messung
Outliers
Estimation theory
117
Schätztheorie
117
Statistical distribution
43
Statistische Verteilung
43
Risikomaß
24
Risk measure
24
Regression analysis
20
Regressionsanalyse
20
Estimation
18
Multivariate Verteilung
18
Multivariate distribution
18
Risk
17
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16
Schätzung
15
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14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Ausreißer
12
Forecasting model
12
Prognoseverfahren
12
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
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9
Portfolio selection
9
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9
Probability theory
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Time series analysis
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7
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7
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Article in journal
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37
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English
37
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Guillou, Armelle
6
Goegebeur, Yuri
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Boratyńska, Agata
2
Chavez-Demoulin, Valérie
2
Hou, Yanxi
2
Peng, Liang
2
Qin, Jing
2
Stupfler, Gilles
2
Taylor, Greg
2
Wang, Xing
2
Wong, Bernard
2
Yang, Fan
2
Abdelli, Jihane
1
Ahn, Jae Youn
1
Aigner, Maximilian
1
Ang, Zi Qing
1
Baumgartner, Carolin
1
Beirlant, Jan
1
Brahimi, Brahim
1
Chan, Kung-sik
1
Chen, Yu
1
Cooley, Daniel
1
Czado, Claudia
1
Dutang, Christophe
1
Esmaeili, Habib
1
Fang, Runhuan
1
Gruber, Lutz F.
1
Hartman, Brian
1
Ismail, Noriszura
1
Jemain, Abdul Aziz
1
Kim, Joseph H. T.
1
Kleinow, Torsten
1
Klüppelberg, Claudia
1
Lally, Nathan
1
Lauer, Alexandra
1
Lee, See Keong
1
Li, Peng
1
Liu, Aiai
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Insurance / Mathematics & economics
Journal of econometrics
194
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economics letters
52
Econometric reviews
41
Economic modelling
37
Econometric theory
32
International journal of forecasting
31
European journal of operational research : EJOR
30
Journal of empirical finance
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Finance research letters
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Econometrics : open access journal
22
Journal of the American Statistical Association : JASA
22
Journal of banking & finance
21
The econometrics journal
21
Journal of applied econometrics
20
Journal of forecasting
20
Quantitative finance
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Computational economics
17
International journal of theoretical and applied finance
17
Journal of financial econometrics
17
Journal of risk and financial management : JRFM
16
Applied economics letters
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of economic dynamics & control
14
Mathematics of operations research
14
Operations research
14
Quantitative economics : QE ; journal of the Econometric Society
14
Applied economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Finance and stochastics
12
Journal of quantitative economics
12
International journal of production research
11
Journal of mathematical finance
11
Journal of productivity analysis
11
Risks : open access journal
11
Statistics in transition : an international journal of the Polish Statistical Association
10
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ECONIS (ZBW)
37
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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
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
Measuring and comparing risks of different types
Aigner, Maximilian
;
Chavez-Demoulin, Valérie
;
Guillou, …
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013271951
Saved in:
4
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
5
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:
6
Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels
Ang, Zi Qing
;
Lee, See Keong
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 54-63
Persistent link: https://www.econbiz.de/10013348919
Saved in:
7
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:
8
Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
Saved in:
9
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:
10
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
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