Search Results - subject:"PROBABILITY"

New bivariate Poisson extended exponential distributions and associated BINAR(1) processes with applications

Maya, R.; Krishna, Anuresha; Khan, Naushad Mamode; … - In: Decision analytics journal 7 (2023), pp. 1-13

This study proposes two types of bivariate Poisson extended exponential distributions: the basic bivariate Poisson extended exponential distribution and the Sarmanov-based bivariate Poisson extended exponential distribution. The two bivariate Poisson extended exponential distributions are then...

Persistent link: https://www.econbiz.de/10014505329

Evaluating the relationship between income, survival and loss of autonomy among older Canadians

Connolly, Marie; Konou, Akakpo Domefa; Leroux, Marie-Louise - 2023

probability to survive to age 85, of the probability to have activities of daily living (ADL) limitations, and of the probability … of entering a nursing home. We find that income and the (objective and subjective) probability to live to age 85 and over … are positively related while income and the (objective and subjective) probability to suffer from ADL limitations are …

Persistent link: https://www.econbiz.de/10014233957

A note on a modified Parisian ruin concept

Cheung, Eric C. K.; Wong, Jeff T. Y. - In: Risks : open access journal 11 (2023) 3, pp. 1-15

is derived. Numerical examples regarding the modified Parisian ruin probability are also provided. …

Persistent link: https://www.econbiz.de/10014246393

Estimation of probabilities for ordered sets and application to calibration of rating models

Serenelli, Gustavo F.; Delfau, Emiliano - 2023

The goal of this document is to present a methodology for estimating probabilities for ordered sets. This may have several practical applications such as calibration of Rating Models, estimation of Mortality Tables or measurement of side effects related to different doze sizes. In order to do...

Persistent link: https://www.econbiz.de/10014246996

Identification of ex ante returns using elicited choice probabilities

Méango, Romuald - 2023

Persistent link: https://www.econbiz.de/10014250393

DeepVaR : a framework for portfolio risk assessment leveraging probabilistic deep neural networks

Fatouros, Georgios; Makridis, Georgios; Kotios, Dimitrios; … - In: Digital finance : smart data analytics, investment … 5 (2023) 1, pp. 29-56

Persistent link: https://www.econbiz.de/10014251567

Desirability relations in Savage's model of decision making

Samet, Dov; Schmeidler, David - In: Theory and decision : an international journal for … 94 (2023) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10013549136

Evaluating the relationship between income, survival and loss of autonomy among older Canadians

Connolly, Marie; Konou, Akakpo Domefa; Leroux, Marie-Louise - 2023

Persistent link: https://www.econbiz.de/10013549827

Empirical likelihood based testing for multivariate regular variation

Einmahl, John H. J.; Krajina, Andrea - 2023

Persistent link: https://www.econbiz.de/10013475286

Gambling habits and probability judgements in a Bayesian task environment

Dickinson, David L.; Reid, Parker - 2023

's probability assessments is important for more accurate assessment of probabilities in uncertain environments. Our results link … frequency of gambling to worse performance in the critical probability assessment skills that should benefit gambling success (i …

Persistent link: https://www.econbiz.de/10014311967