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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Multivariate analysis"
~subject:"Schätzung"
~subject:"Unemployment"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Multivariate analysis
Schätzung
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Multivariate Analyse
8
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2
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Astin bulletin : the journal of the International Actuarial Association
Journal of econometrics
63
Insurance / Mathematics & economics
56
International journal of production research
34
Journal of the American Statistical Association : JASA
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Econometric reviews
26
International journal of forecasting
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
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European journal of operational research : EJOR
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Economics letters
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Discussion paper / Tinbergen Institute
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Acta Universitatis Lodziensis / Folia oeconomica
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Energy economics
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Risks : open access journal
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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KBI
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Discussion paper / Centre for Economic Policy Research
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion papers of interdisciplinary research project 373
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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International journal of theoretical and applied finance
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1
Multivariate modelling of household claim frequencies in motor third-party liability insurance
Pechon, Florian
;
Trufin, Julien
;
Denuit, Michel
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
3
,
pp. 969-993
Persistent link: https://www.econbiz.de/10011999834
Saved in:
2
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:
3
Risk management of financial crises : an optimal investment strategy with multivariate jump-diffusion models
Wang, Chou-Wen
;
Huang, Hong-Chih
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 501-525
Persistent link: https://www.econbiz.de/10011729607
Saved in:
4
A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi
;
Furman, Edward
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 331-357
Persistent link: https://www.econbiz.de/10011671067
Saved in:
5
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
Saved in:
6
On some properties of a class of multivariate Erlang mixtures with insurance applications
Willmot, Gordon E.
;
Woo, Jae-Kyung
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010506425
Saved in:
7
A copula regression for modeling multivariate loss triangles and quantifying reserving variability
Shi, Peng
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10010240678
Saved in:
8
On some properties of two vector-valued VAR and CTE multivariate risk measures for Archimedean copulas
Hürlimann, Werner
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 613-633
Persistent link: https://www.econbiz.de/10010407943
Saved in:
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