Similar Search Results

Evaluating risk measures and capital allocations based on multi-losses driven by a heavy-tailed background risk : the multivariate Pareto-II model

Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Riċardas - In: Risks : open access journal 1 (2013) 1, pp. 14-33

Evaluating risk measures, premiums, and capital allocation based on dependent multi-losses is a notoriously difficult …

Persistent link: https://www.econbiz.de/10009754682

Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation

Wang, Wei; Xu, Huifu; Ma, Tiejun - In: European journal of operational research : EJOR 306 (2023) 1, pp. 322-347

Persistent link: https://www.econbiz.de/10014278005

Testing for independence in multivariate duration models

Söderberg, Hans; Lyhagen, Johan - 1999

Persistent link: https://www.econbiz.de/10001393363

The non-parametric identification of the mixed proportional hazards competing risks model

Abbring, Jaap H.; Berg, Gerard J. van den - 2000

Persistent link: https://www.econbiz.de/10001504333

Structure and asymptotic theory for multivariate asymmetric conditional volatility

McAleer, Michael; Hoti, Suhejla; Chan, Felix - In: Econometric reviews 28 (2009) 5, pp. 422-440

Persistent link: https://www.econbiz.de/10003873066

Continuous time Wishart process for stochastic risk

Gouriéroux, Christian - In: Econometric reviews 25 (2006) 2/3, pp. 177-217

Persistent link: https://www.econbiz.de/10003355729

Risk strategy under task complexity : a multivariate analysis of bahaviour in a naturalistic setting

Johnson, Johnnie E. V.; Bruce, Alistair - In: Decisions: risk and reward, (pp. 96-116). 2008

Persistent link: https://www.econbiz.de/10003681627

Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt

Dobrić, Jadran - 2008

Persistent link: https://www.econbiz.de/10003751715

Measuring perceived risk in sharing economy : a classical test theory and item response theory approach

Yua, Tian; Zhang, Honglei; Xiao, Xiao; Ge, Wei; … - In: International journal of hospitality management 96 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012585712

The application of graphic methods and the DEA in predicting the risk of bankruptcy

Štefko, Róbert; Horváthová, Jarmila; Mokrišová, … - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-19

The paper deals with the issue of analyzing the financial failure of businesses. The aim was to select key performance indicators entering the DEA model. The research was carried out on a sample of 343 Slovak heat management companies. When addressing the research problem, we made use of...

Persistent link: https://www.econbiz.de/10012587360

1
2
3
4
5
6
7
8
9
10
Next
Last