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Moments of renewal shot-noise processes and their applications
Jang, Jiwook; Dassios, Angelos; Zhao, Hongbiao - In: Scandinavian actuarial journal (2018) 8, pp. 727-752
Persistent link: https://www.econbiz.de/10011939737
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Hedging foreign exchange risk exposure by importer companies
Hasan, Kazi Rashedul - In: International journal of economics, finance and … 3 (2015) 5, pp. 435-440
Persistent link: https://www.econbiz.de/10011506307
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Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk : an experimental analysis
Di Clemente, Annalisa - In: Studi economici : rivista quadrimestrale 68 (2013) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10010389432
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Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322235
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Modeling of insurance data through two heavy tailed distributions : computations of some of their actuarial quantities through simulation from their equilibrium distributions and t...
Nath, Dilip C.; Das, Jagriti - In: Journal of mathematical finance 6 (2016) 3, pp. 378-400
Persistent link: https://www.econbiz.de/10011583507
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Normality tests and its power against alternative distributions : an empirical analysis on emerging Asian stock index returns
Shaik, Muneer - In: The journal of prediction markets 16 (2022) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10014289671
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Generalized q-Weibull model and the bathtub curve
Assis, Edilson M.; Borges, Ernesto P.; Melo, Silvio A. … - In: International journal of quality & reliability management 30 (2013) 7, pp. 720-736
Persistent link: https://www.econbiz.de/10009788885
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Inverse Gaussian processes with correlated random effects for multivariate degradation modeling
Fang, Guanqi; Pan, Rong; Wang, Yukun - In: European journal of operational research : EJOR 300 (2022) 3, pp. 1177-1193
Persistent link: https://www.econbiz.de/10013207332
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Distribution and reliability evaluation of max-flow in dynamic multi-state flow networks
Jane, Chin-Chia; Laih, Yih-Wenn - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1045-1053
Persistent link: https://www.econbiz.de/10011695486
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A note on the coefficient of determination in regression models with infinite-variance variables
Loretan, Michael Stanislaus; Kurz-Kim, Jeong-Ryeol - 2007
Since Mandelbrot's seminal work (1963), alpha-stable distributions with infinite variance have been regarded as a more realistic distributional assumption than the normal distribution for some economic variables, especially financial data. After providing a brief survey of theoretical results on...
Persistent link: https://www.econbiz.de/10010295847