Search Results - subject:"GB2"

Divergence between parametric income distributions

Hajargasht, Gholamreza - In: Economics letters 235 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015071363

Parametric estimation of income distributions using grouped data : an approximate Bayesian Computation approach

Silva, Mathias - 2023 - This version: April 12, 2023

Persistent link: https://www.econbiz.de/10014252673

Parametric models of income distributions integrating misreporting and non-response mechanisms

Silva, Mathias - 2023 - This version: May 4, 2023

Persistent link: https://www.econbiz.de/10014284150

Modeling the future value distribution of a life insurance portfolio

Costabile, Massimo; Viviano, Fabio - In: Risks 9 (2021) 10, pp. 1-17

This paper addresses the problem of approximating the future value distribution of a large and heterogeneous life insurance portfolio which would play a relevant role, for instance, for solvency capital requirement valuations. Based on a metamodel, we first select a subset of representative...

Persistent link: https://www.econbiz.de/10013200841

Modeling the future value distribution of a life insurance portfolio

Costabile, Massimo; Viviano, Fabio - In: Risks : open access journal 9 (2021) 10, pp. 1-17

Persistent link: https://www.econbiz.de/10012632215

Modelling the future value distribution of a life insurance portfolio

Costabile, Massimo; Viviano, Fabio - 2021

Persistent link: https://www.econbiz.de/10012615296

Score-driven models for realized volatility

Harvey, Andrew C.; Palumbo, Dario - In: Journal of econometrics 237 (2023) 2,2, pp. 1-14

Persistent link: https://www.econbiz.de/10014471522

Count copula regression model using generalized beta distribution of the second kind

Safari-Katesari, Hadi; Zaroudi, Samira - In: Statistics in Transition New Series 21 (2020) 2, pp. 1-12

model. Moreover, we apply a regression model using a generalized beta distribution of the second kind (GB2) to compute the …

Persistent link: https://www.econbiz.de/10012600225

Count copula regression model using generalized beta distributionof the second kind

Safari-Katesari, Hadi; Zaroudi, Samira - In: Statistics in transition : an international journal of … 21 (2020) 2, pp. 1-12

model. Moreover, we apply a regression model using a generalized beta distribution of the second kind (GB2) to compute the …

Persistent link: https://www.econbiz.de/10012257007

Score-driven models for realized volatility

Harvey, Andrew C.; Palumbo, Dario - 2019

Persistent link: https://www.econbiz.de/10012703124