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Bayesian analysis of aggregate loss models
Ausı́n, María Concepción; Vilar Fernandez, Juan Manuel - In: Mathematical finance : an international journal of … 21 (2011) 2, pp. 257-279
Persistent link: https://www.econbiz.de/10008935673
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Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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Nonparametric estimation and sensitivity analysis of expected shortfall
Scaillet, Olivier - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 115-129
Persistent link: https://www.econbiz.de/10001917791
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Non-parametric models
Taylor, Greg - 1999
Persistent link: https://www.econbiz.de/10001459611
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Estimation of Operational Risks Using Non-Parametric Approaches with an Application to US Business Losses
Silvapulle, Param - 2011
internationally active banks and other financial institutions. The OR is the unexpected loss, which is the difference between the 99 …:9 per cent quantile and the mean of the loss distribution. This paper adapts non-parametric methods based on heavy … nonparametric methods is that there are no assumptions made about the shape of loss distributions and that data determines their …
Persistent link: https://www.econbiz.de/10013121428
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Bayesian analysis in an aggregate loss model : validation of the structure functions
Hernández-Bastida, Agustín; Pérez-Sánchez, José María - In: The journal of risk model validation 11 (2017) 3, pp. 19-47
Persistent link: https://www.econbiz.de/10011762992
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Do losses trigger deliberative reasoning?
Carpenter, Jeffrey P.; Munro, David - 2022
There is a large literature evaluating the dual process model of cognition, including the biases and heuristic it implies. To advance this literature, we focus on what triggers decision makers to switch from the intuitive process (aka System 1) to the more deliberative process (aka System 2)....
Persistent link: https://www.econbiz.de/10013198848
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The treatment of deductions under a sales tax
Grant, Simon; King, Stephen P. - 1993
Persistent link: https://www.econbiz.de/10000855397
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Minimum loss scheduling
Nawijn, W. M.; Kern, Walter; Baas, S. M. - 1990
Persistent link: https://www.econbiz.de/10000803228
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Risk taking and full loss offset corporate taxation with interest deductibility
Mintz, Jack M. - 1979
Persistent link: https://www.econbiz.de/10000338191