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  • Search: person:"Erhardt, Robert"
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Year of publication
Subject
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Risiko 3 Risk 3 Measurement 2 Messung 2 Risikomanagement 2 Risikomodell 2 Risk management 2 Risk model 2 Weather 2 Wetter 2 Absolventen 1 Approximate Bayesian computing 1 Ausreißer 1 Bildungsniveau 1 Climate change 1 Composite likelihood 1 Derivat 1 Derivative 1 Educational achievement 1 Einkommen 1 Estimation 1 Estimation theory 1 Extremal coefficient 1 Gesundheit 1 Graduates 1 Health 1 Income 1 Insurance 1 Klimawandel 1 Likelihood-free 1 Max-stable process 1 Outliers 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 Räumliche Interaktion 1 School 1 Schule 1 Schätztheorie 1
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Online availability
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Undetermined 3
Type of publication
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Article 4 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 4 Undetermined 1
Author
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Erhardt, Robert J. 3 Erhardt, Robert 2 Smith, Richard L. 2 Engler, David 1 Jin, Zhuoli 1 Phelps, Richard P. 1 Steel, Allison 1 Upham, Peter 1
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Published in...
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North American actuarial journal 2 Computational Statistics & Data Analysis 1 North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science 1
Source
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ECONIS (ZBW) 4 RePEc 1
Showing 1 - 5 of 5
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Incorporating climate change projections into risk measures of index-based insurance
Jin, Zhuoli; Erhardt, Robert J. - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 4, pp. 611-625
Persistent link: https://www.econbiz.de/10012387663
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An extension of spatial dependence models for estimating short-term temperature portfolio risk
Erhardt, Robert; Engler, David - In: North American actuarial journal 22 (2018) 3, pp. 473-490
Persistent link: https://www.econbiz.de/10012268111
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Estimates of Enhanced Outcomes in Employment, Income, Health, and Volunteerism for the Association of Boarding Schools Member School Graduates
Steel, Allison; Erhardt, Robert; Phelps, Richard P.; … - 2015
We analyzed data from 65 schools that are U.S. members of The Association of Boarding Schools (TABS) to estimate how TABS member school graduates who enter college compare with college entrants from non-boarding schools on several long-term quality-of-life estimates. Although TABS students are...
Persistent link: https://www.econbiz.de/10014133117
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Weather derivatives risk measures for extreme events
Erhardt, Robert J.; Smith, Richard L. - In: North American actuarial journal 18 (2014) 3, pp. 379-393
Persistent link: https://www.econbiz.de/10011338995
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Approximate Bayesian computing for spatial extremes
Erhardt, Robert J.; Smith, Richard L. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1468-1481
Statistical analysis of max-stable processes used to model spatial extremes has been limited by the difficulty in calculating the joint likelihood function. This precludes all standard likelihood-based approaches, including Bayesian approaches. In this paper, we present a Bayesian approach...
Persistent link: https://www.econbiz.de/10010871449
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