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Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2016
Persistent link: https://www.econbiz.de/10011518800
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Analysis of IBNR claims in renewal insurance models
Landriault, David; Willmot, Gordon E.; Xu, Di - In: Scandinavian actuarial journal (2017) 7, pp. 628-650
Persistent link: https://www.econbiz.de/10011848487
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A generalization of multivariate Pareto distributions : tail risk measures, divided differences and asymptotics
Hendriks, Harrie; Landsman, Zinoviy - In: Scandinavian actuarial journal (2017) 9, pp. 785-803
Persistent link: https://www.econbiz.de/10011848675
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On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
Vernic, Raluca - In: Insurance / Mathematics & economics 79 (2018), pp. 184-193
Persistent link: https://www.econbiz.de/10011825436
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Robustness as a criterion for selecting a probability distribution under uncertainty
Songsak Sriboonchitta; Nguyen, Hung T.; Kreinovich, Vladik - In: Robustness in econometrics, (pp. 51-68). 2017
Persistent link: https://www.econbiz.de/10011800927
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Why cannot we have a strongly consistent family of skew normal (and higher order) distributions
Thongchai Dumrongpokaphan; Kreinovich, Vladik - In: Robustness in econometrics, (pp. 69-77). 2017
Persistent link: https://www.econbiz.de/10011800956
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Sharp probability bounds for the binomial moment problem with symmetry
Swarnalatha, R.; Kumaran, V. - In: Operations research letters 46 (2018) 1, pp. 37-43
Persistent link: https://www.econbiz.de/10011807906
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Large deviations for risk measures in finite mixture models
Bignozzi, Valeria; Macci, Claudio; Petrella, Lea - In: Insurance / Mathematics & economics 80 (2018), pp. 84-92
Persistent link: https://www.econbiz.de/10011872915
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On the evaluation of multivariate compound distributions with continuous severity distributions and sarmanov's counting distribution
Tamraz, Maissa; Vernic, Raluca - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 841-870
Persistent link: https://www.econbiz.de/10011875907
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Modelling insurance losses using contaminated generalised beta Type-II distribution
Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z. - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 871-904
Persistent link: https://www.econbiz.de/10011875920