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Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Empirical economics : a quarterly journal of the … 61 (2021) 5, pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
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Multivariate stochastic dominance applied to sector-based portfolio selection
Kouaissah, Noureddine; Ortobelli Lozza, Sergio - In: IMA journal of management mathematics 32 (2021) 2, pp. 139-160
Persistent link: https://www.econbiz.de/10012434397
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A relation between moments of Liu process and Bernoulli numbers
Ma, Guanzhong; Yang, Xiangfeng; Yao, Xiao - In: Fuzzy optimization and decision making : a journal of … 20 (2021) 2, pp. 261-272
Persistent link: https://www.econbiz.de/10012544478
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Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria; Navarro, Jorge - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
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Chance constrained programming with some non-normal continuous random variables
Mohanty, D. K.; Pradhan, Avik; Biswal, M. P. - In: Opsearch : journal of the Operational Research Society … 57 (2020) 4, pp. 1281-1298
Persistent link: https://www.econbiz.de/10012302545
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Stochastic comparison of parallel systems with log-Lindley distributed components
Chowdhury, Shovan; Kundu, Amarjit - In: Operations research letters 45 (2017) 3, pp. 199-205
Persistent link: https://www.econbiz.de/10011719275
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A minimum expected regret model for the shortest path problem with solution-dependent probability distributions
Conde, Eduardo - In: Computers & operations research : and their … 77 (2017), pp. 11-19
Persistent link: https://www.econbiz.de/10011630908
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Moment conditions for fractional degree stochastic dominance
Wang, Hongxia; Zhou, Lin; Dai, Peng-Fei; Xiong, Xiong - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013479652
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Robust simulation with likelihood-ratio constrained input uncertainty
Hu, Zhaolin; Hong, L. Jeff - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 2350-2367
Persistent link: https://www.econbiz.de/10013362754
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On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
Boutsikasa, M. V.; Economidesa, D.-J.; Vaggelatou, E. - In: Scandinavian actuarial journal 2024 (2024) 1, pp. 64-88
Persistent link: https://www.econbiz.de/10014519936