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An alternative bootstrap for proxy vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - In: Computational economics 62 (2023) 4, pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
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Tests of random walk : a comparison of bootstrap approaches
Lima, Eduardo José Araújo; Tabak, Benjamin Miranda - In: Computational economics 34 (2009) 4, pp. 365-382
Persistent link: https://www.econbiz.de/10003894937
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Premium rates based on genetic studies : how reliable are they?
Lu, Li; Macdonald, Angus; Wekwete, Chessman - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 319-331
Persistent link: https://www.econbiz.de/10003682304
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Chain ladder method : Bayesian bootstrap versus classical bootstrap
Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 36-51
Persistent link: https://www.econbiz.de/10003985384
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Bias correction for estimated distortion risk measure using the bootstrap
Kim, Joseph H. T. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 198-205
Persistent link: https://www.econbiz.de/10008654254
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Pricing longevity risk with the parametric bootstrap : a maximum entropy approach
Li, Johnny Siu-Hang - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 176-186
Persistent link: https://www.econbiz.de/10008654260
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A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Computational economics 38 (2011) 4, pp. 483-515
Persistent link: https://www.econbiz.de/10009356871
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The effect of objective formulation on retirement decision making
Butt, Adam; Khemka, Gaurav - In: Insurance / Mathematics & economics 64 (2015), pp. 385-395
Persistent link: https://www.econbiz.de/10011398116
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Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
Yang, Bowen; Li, Jackie; Balasooriya, Uditha - In: Insurance / Mathematics & economics 62 (2015), pp. 16-27
Persistent link: https://www.econbiz.de/10011312091
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A new class of copulas involving geometric distribution : estimation and applications
Zhang, Kong-Sheng; Lin, Jin-Guan; Xu, Pei-Rong - In: Insurance / Mathematics & economics 66 (2016), pp. 1-10
Persistent link: https://www.econbiz.de/10011442646