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Choosing among regularized estimators in empirical economics : the risk of machine learning

Abadie, Alberto; Kasy, Maximilian - In: The review of economics and statistics 101 (2019) 5, pp. 743-762

Persistent link: https://www.econbiz.de/10012208803

Estimation in a competing risks proportional hazards model under lenght-biased sampling with censoring

Dauxois, Jean-Yves; Guilloux, Agathe; Kirmani, Syed N. U. A. - 2004

Persistent link: https://www.econbiz.de/10002115737

Using stratified sampling methods to improve percentile estimates in the context of risk measurement

Hereford, Neil; Shuetrim, Geoffrey - In: Operational risk modelling and analysis : theory and …, (pp. 247-271). 2004

Persistent link: https://www.econbiz.de/10002770680

Estimating Low Sampling Frequency Risk Measure by High-Frequency Data

Wesselhöfft, Niels - 2020

Weekly, quarterly and yearly risk measures are crucial for risk reporting according to Basel III and Solvency II. For the respective data frequencies, the authors show in a simulation and back-test study that available data series are not sufficient in order to estimate Value at Risk and...

Persistent link: https://www.econbiz.de/10012827639

Utility-based shortfall risk : efficient computations via Monte Carlo

Hu, Zhaolin; Zhang, Dali - In: Naval research logistics : an international journal 65 (2018) 5, pp. 378-392

Persistent link: https://www.econbiz.de/10011969327

The empirical likelihood approach to quantifying uncertainty in sample average approximation

Lam, Henry; Zhou, Enlu - In: Operations research letters 45 (2017) 4, pp. 301-307

Persistent link: https://www.econbiz.de/10011740327

How do empirical estimators of popular risk measures impact pro-cyclicality?

Bräutigam, Marcel; Kratz, Marie - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 3, pp. 547-579

Persistent link: https://www.econbiz.de/10014436789

Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces

Surowiec, Thomas M. - In: Mathematics of operations research 49 (2024) 3, pp. 1403-1418

Persistent link: https://www.econbiz.de/10015047532

Die Netzwerkstruktur der Buchhaltung als Grundlage des risikoorientierten Prüfungsansatzes

Mochty, Ludwig; Wiese, Michael - 2011

Persistent link: https://www.econbiz.de/10009312198

Risikoorientierte Abschlußprüfung

Göbel, Stefan; Simon-Heckroth, Ellen - In: Theorie und Praxis der Wirtschaftsprüfung : …, (pp. 41-59). 1997

Persistent link: https://www.econbiz.de/10001299815

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