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Search: subject:"parameter risk"
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parameter risk
11
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8
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7
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5
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4
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3
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2
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2
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2
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2
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2
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2
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1
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ECONIS (ZBW)
13
RePEc
5
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2
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1
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21
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date (oldest first)
1
Correlated default and
parameter
risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
2
Actuarial geometry
Mildenhall, Stephen J.
- In:
Risks
5
(
2017
)
2
,
pp. 1-44
that Lévy process-based models provide a better fit to the US statutory accounting data, and identifies how
parameter
risk
… insurance
parameter
risk
. …
Persistent link: https://www.econbiz.de/10011996651
Saved in:
3
Application of structural electricity models : from parameter estimation and
parameter
risk
to an implied hedging framework
Harms, Cord
-
2017
Persistent link: https://www.econbiz.de/10012659421
Saved in:
4
Actuarial geometry
Mildenhall, Stephen J.
- In:
Risks : open access journal
5
(
2017
)
2
,
pp. 1-44
that Lévy process-based models provide a better fit to the US statutory accounting data, and identifies how
parameter
risk
… insurance
parameter
risk
. …
Persistent link: https://www.econbiz.de/10011687307
Saved in:
5
Modeling mortality with a Bayesian vector autoregression
Njenga, Carolyn Ndigwako
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 40-57
Persistent link: https://www.econbiz.de/10012419110
Saved in:
6
The prediction error of the chain ladder method (with application to real data)
Zohry, Afaf Antar
;
Ahmed, Mostafa Abdelghany
- In:
International journal of economics and finance
12
(
2020
)
12
,
pp. 14-24
Persistent link: https://www.econbiz.de/10012426693
Saved in:
7
The myth of Methuselah and the uncertainty of death: The mortality fan charts
Dowd, Kevin
;
Blake, David
;
Cairns, Andrew J. G.
- In:
Risks
4
(
2016
)
3
,
pp. 1-7
This paper uses mortality fan charts to illustrate prospective future male mortality. These fan charts show both the most likely path of male mortality and the bands of uncertainty surrounding that path. The fan charts are based on a model of male mortality that is known to provide a good fit to...
Persistent link: https://www.econbiz.de/10011709560
Saved in:
8
The myth of Methuselah and the uncertainty of death : the mortality fan charts
Dowd, Kevin
;
Blake, David
;
Cairns, Andrew
- In:
Risks : open access journal
4
(
2016
)
3
,
pp. 1-7
This paper uses mortality fan charts to illustrate prospective future male mortality. These fan charts show both the most likely path of male mortality and the bands of uncertainty surrounding that path. The fan charts are based on a model of male mortality that is known to provide a good fit to...
Persistent link: https://www.econbiz.de/10011507620
Saved in:
9
Structural electricity models and asymptotically normal estimators to quantify
parameter
risk
Harms, Cord
;
Kiesel, Rüdiger
- In:
Applied mathematical finance
26
(
2019
)
5
,
pp. 475-522
Persistent link: https://www.econbiz.de/10012210416
Saved in:
10
Hedging
parameter
risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
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