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Risk analysis of Australia's Victorian dairy farms using multivariate copulae

Godfrey, Sosheel Solomon; Ip, Ryan H. L.; Nordblom, … - In: Journal of agricultural and applied economics : JAEE 54 (2022) 1, pp. 72-92

Persistent link: https://www.econbiz.de/10013341784

Uncertainty in systemic risks rankings : Bayesian and frequentist analysis

Goldman, Elena - In: Finance research letters 56 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014473601

A Dirichlet Process Mixture regression model for the analysis of competing risk events

Ungolo, Francesco; Heuvel, Edwin van den - 2023

Persistent link: https://www.econbiz.de/10014458575

Risk, return and portfolio allocation under alternative pension arrangements with imperfect financial markets

Miles, David - 2001

between funded and unfunded systems when there are sources of uninsurable risk that are allocated in different ways by …

Persistent link: https://www.econbiz.de/10014460977

VaR model for managing market risk of portfolio

Pribadi, Firman; Surwanti, Arni; Shih, Wen-Chung - In: Macroeconomic risk and growth in the Southeast Asian …, (pp. 165-172). 2023

Persistent link: https://www.econbiz.de/10014462381

Should selection of the optimum stochastic mortality model be based on the original or the logarithmic scale of the mortality rate?

Santolino, Miguel - In: Risks : open access journal 11 (2023) 10, pp. 1-21

Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models-in terms, that is, of their goodness-of-fit and prediction...

Persistent link: https://www.econbiz.de/10014391729

Investigating the ability of fuzzy and robust DEA models to apply uncertainty conditions : an application for date palm producers

Najafabadi, Mostafa Mardani; Kazmi, Hanieh; Shirzadi, … - In: Opsearch : journal of the Operational Research Society … 60 (2023) 2, pp. 776-801

Persistent link: https://www.econbiz.de/10014383639

An application of the IFM method for the risk assessment of financial instruments

Pons, Adrià; Cristobal-Fransi, Eduard; Vintrò, Carla; … - In: Computational economics 61 (2023) 1, pp. 295-315

Persistent link: https://www.econbiz.de/10014228427

Uncertain Monte Carlo

Kamtchueng, Christian - 2013

such as the completeness of the market (mathematically, there is not only one risk neutral probability, financially …

Persistent link: https://www.econbiz.de/10014186330

Uncertainty Quantification with R : Bayesian Methods

Cursi, Eduardo Souza de - 2024

This book is a rigorous but practical presentation of the Bayesian techniques of uncertainty quantification, with … assumptions clearly established, while maintaining a focus on practical applications of Bayesian uncertainty quantification …, graduate and undergraduate students interested in the use of Bayesian uncertainty quantification techniques within the …

Persistent link: https://www.econbiz.de/10014529692