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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Monte-Carlo-Simulation
Volatility
Bayes-Statistik
46
Bayesian inference
46
Theorie
42
Theory
42
Monte Carlo simulation
25
Forecasting model
13
Prognoseverfahren
13
Statistical distribution
13
Statistische Verteilung
13
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11
Sterblichkeit
11
Estimation theory
10
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7
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6
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Nichtparametrisches Verfahren
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4
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28
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Amtliche Publikation
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28
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28
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Avanzi, Benjamin
2
Peters, Gareth W.
2
Plat, Richard
2
Wong, Bernard
2
Yang, Xinda
2
Alfonsi, Aurélien
1
Baumgartner, Carolin
1
Başoğlu, İsmail
1
Bee, Marco
1
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1
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1
Broeders, Dirk W. G. A.
1
Chen, Damiaan H. J.
1
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1
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1
Czado, Claudia
1
Dingeç, Kemal Dinçer
1
Dong, Alice X. D.
1
Fang, Runhuan
1
Floryszczak, Anthony
1
Forster, Jonathan J.
1
Fung, Man Chung
1
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1
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1
Kohn, Robert
1
Kouritzin, Michael A.
1
Laub, Patrick J.
1
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1
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Insurance / Mathematics & economics
Journal of econometrics
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Economics letters
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Econometric reviews
71
Economic modelling
70
Computational economics
67
Applied economics
66
European journal of operational research : EJOR
64
Journal of applied econometrics
64
Journal of economic dynamics & control
64
International journal of forecasting
55
The journal of computational finance
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
International journal of theoretical and applied finance
44
Quantitative finance
43
Energy economics
41
Applied economics letters
39
The econometrics journal
37
Journal of forecasting
36
Journal of risk and financial management : JRFM
33
Risks : open access journal
32
Econometrics : open access journal
31
Finance research letters
30
The North American journal of economics and finance : a journal of financial economics studies
29
Finance and stochastics
28
Journal of the American Statistical Association : JASA
26
Journal of banking & finance
25
Journal of macroeconomics
24
Econometric theory
22
Oxford bulletin of economics and statistics
22
International journal of production research
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Journal of empirical finance
20
Journal of international money and finance
20
Journal of risk
18
Macroeconomic dynamics
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
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ECONIS (ZBW)
28
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1
Multilevel Monte-
Carlo
for computing the SCR with the standard formula and other stress tests
Alfonsi, Aurélien
;
Cherchali, Adel
;
Infante, Arturo
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 234-260
Persistent link: https://www.econbiz.de/10012622391
Saved in:
2
Approximate Bayesian Computations to fit and compare insurance loss models
Goffard, Pierre-Olivier
;
Laub, Patrick J.
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 350-371
Persistent link: https://www.econbiz.de/10012622398
Saved in:
3
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:
4
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
5
Tests for Laplace order dominance with applications to insurance data
Bhattacharyya, Dhrubasish
;
Khan, Ruhul Ali
;
Mitra, Murari
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 163-173
Persistent link: https://www.econbiz.de/10012649215
Saved in:
6
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 68-84
Persistent link: https://www.econbiz.de/10012241988
Saved in:
7
Modelling extreme claims via composite models and threshold selection methods
Wang, Yinzhi
;
Hobæk Haff, Ingrid
;
Huseby, Arne
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 257-268
Persistent link: https://www.econbiz.de/10012242026
Saved in:
8
Bayesian nonparametric regression models for modeling and predicting healthcare claims
Richardson, Robert
;
Hartman, Brian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011944089
Saved in:
9
A comparative study of pricing approaches for longevity instruments
Leung, Melvern
;
Fung, Man Chung
;
O'Hare, Colin
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 95-116
Persistent link: https://www.econbiz.de/10011929842
Saved in:
10
Bayesian mortality forecasting with overdispersion
Wong, Jackie S. T.
;
Forster, Jonathan J.
;
Smith, Peter W. F.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 206-221
Persistent link: https://www.econbiz.de/10011944142
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