The standard methods for the calculation of total claim size distributions and ruin probabilities, Panjer recursion and algorithms based on transforms, both apply to lattice-type distributions only and therefore require...

Die folgende Übersicht enthält Fragen, zu denen die Finanzverwaltung bislang Stellung genommen hat.Bei diesem Fragen- und Antwortenkatalog handelt es sich um eine Orientierungshilfe für die Anwendungdes Datenzugriffsrechts. Eine Rechtsbindung geht hiervon nicht aus. Die Entscheidung im...

This paper deals with the concurrency control.

We introduce Mixed Data Sampling (henceforth MIDAS) regression models. The regressions involve time series data sampled at different frequencies. Technically speaking MIDAS models specify conditional expectations as a distributed lag of regressors recorded at some higher sampling frequencies. We...

Applied econometricians tend to show a long neglect for the proper frequency to be considered while sampling the time series data. The present study shows how spectral analysis can be usefully employed to fix this problem. The case is illustrated with ultra-high-frequency data and daily prices...