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Actuarial applications and estimation of extended CreditRisk+
Hirz, Jonas; Schmock, Uwe; Shevchenko, Pavel V. - In: Risks : open access journal 5 (2017) 2, pp. 1-29
. Furthermore, the model allows exact (without Monte Carlo simulation error) calculation of risk measures and their sensitivities …
Persistent link: https://www.econbiz.de/10011643397
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Economic scenario generator and parameter uncertainty : a bayesian approach
Bégin, Jean-François - In: Astin bulletin : the journal of the International … 49 (2019) 2, pp. 335-372
Persistent link: https://www.econbiz.de/10012056594
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Estimation of risk contributions with MCMC
Koike, Takaaki; Minami, Mihoko - In: Quantitative finance 19 (2019) 9, pp. 1579-1597
Persistent link: https://www.econbiz.de/10012194808
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A BVAR approach to the impact of policy uncertainty on international trade and investment
Dhannur, Vijaykumar; John, Ashwin R. - In: The Indian economic journal 66 (2018) 3/4, pp. 312-325
Persistent link: https://www.econbiz.de/10012390811
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Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten
Gogokhia, Lia - 2008
Persistent link: https://www.econbiz.de/10003672746
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Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; … - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
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Assessing manufacturing flow lines under uncertainties in processing time : an application based on max-plus equations, multicriteria decisions, and global sensitivity analysis
Rocco, Claudio M.; Hernandez-Perdomo, Elvis; Mun, Johnathan - In: International journal of production economics 234 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012502835
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In search of robust methods for multi-currency portfolio construction by value at risk
Tang, Mei-Ling; Do, Trung K. - In: Asia-Pacific financial markets 26 (2019) 1, pp. 107-126
Persistent link: https://www.econbiz.de/10012308050
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Uncertainty assessment by Monte Carlo simulation
Sonnemann, Guido; Kulay, Luiz Alexandre; Pla, Yolanda; … - In: Integrated life-cycle and risk assessment for …, (pp. 251-287). 2019
Persistent link: https://www.econbiz.de/10011949998
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Insurance risk capital and risk aggregation : bivariate copula approach
Mejdoub, Hanène; Arab, Mounira Ben - In: International journal of computational economics and … 9 (2019) 3, pp. 202-218
Persistent link: https://www.econbiz.de/10012115324