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The elasticity of a random variable as a tool for measuring and assessing risks
Veres-Ferrer, Ernesto-Jesús; Pavia, José Manuel - In: Risks : open access journal 10 (2022) 3, pp. 1-38
Elasticity is a very popular concept in economics and physics, recently exported and reinterpreted in the statistical field, where it has given form to the so-called elasticity function. This function has proved to be a very useful tool for quantifying and evaluating risks, with applications in...
Persistent link: https://www.econbiz.de/10013161568
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Approximating random variables by stochastic integrals
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880244
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Optimal stopping-related inequalities for discounted sequences of i.i.d. random variables
Boshuizen, Frans A. - 1991
Persistent link: https://www.econbiz.de/10000842066
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A general method to estimate correlated discrete random variables
Ophem, Hans van - In: Econometric theory 15 (1999) 2, pp. 228-237
Persistent link: https://www.econbiz.de/10001381847
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The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr - 1972
Persistent link: https://www.econbiz.de/10001368376
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On the absolute Moments of a normally distributed random variable
Moors, J.J.A. - 1973
Persistent link: https://www.econbiz.de/10001391200
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On the approximation of random variables by stochastic integrals with respect to semimartingales
Christopeit, Norbert - 1994
Persistent link: https://www.econbiz.de/10000891108
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Heuristic representation optimization for efficient generation of PH-distributed random variates
Horváth, Gábor; Reinecke, Philipp; Telek, Miklós; … - In: Analytical and stochastic modelling techniques, (pp. 643-665). 2016
Persistent link: https://www.econbiz.de/10011484413
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Das Wallenstein-Wrangel-Verhandlungsspiel und das Problem der Macht
Holler, Manfred J.; Klose-Ullmann, Barbara - In: Ökonomie der Werte : Festschrift zum 65. Geburtstag …, (pp. 49-79). 2013
Persistent link: https://www.econbiz.de/10009780418
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Multi-objective optimization in uncertain random environments
Zhou, Jian; Yang, Fan; Wang, Ke - In: Fuzzy optimization and decision making : a journal of … 13 (2014) 4, pp. 397-413
Persistent link: https://www.econbiz.de/10010439002