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On two families of bivariate distributions with exponential marginals : aggregation and capital allocation

Cossette, Hélène; Marceau, Etienne; Perreault, Samuel - In: Insurance / Mathematics & economics 64 (2015), pp. 214-224

Persistent link: https://www.econbiz.de/10011398017

A new extended mixture model of residual lifetime distributions

Kayid, Mohamed; Izadkhah, S. - In: Operations research letters 43 (2015) 2, pp. 183-188

Persistent link: https://www.econbiz.de/10010515780

Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications

Barmalzan, Ghobad; Najafabadi, Amir T. Payandeh; … - In: Insurance / Mathematics & economics 61 (2015), pp. 235-241

Persistent link: https://www.econbiz.de/10010515879

Comparison of conditional distributions in portfolios of dependent risks

Sordo, Miguel A.; Suárez-Llorens, Alfonso; Bello, … - In: Insurance / Mathematics & economics 61 (2015), pp. 62-69

Persistent link: https://www.econbiz.de/10010515927

On multivariate extensions of the conditional value-at-risk measure

Di Bernardino, Elena; Fernández-Ponce, J. M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 1-16

Persistent link: https://www.econbiz.de/10010515946

The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities

Braess, Dietrich; Dette, Holger - 2004

In this note we present a direct and simple approach to obtain bounds on the asymptotic minimax risk for the estimation of restrained binominal and multinominal proportions. Quadratic, normalized quadratic and entropy loss are considered and it is demonstrated that in all cases linear estimators...

Persistent link: https://www.econbiz.de/10010516921

Momentum profit fluctuations in seasonal conditions due to default probability

Lee, Nicholas Rueilin; Liu, Jung Fang; Lin, Yih-Bey; … - In: The empirical economics letters : a monthly … 13 (2014) 6, pp. 715-722

Persistent link: https://www.econbiz.de/10010520042

The role of multivariate skew-student density in the estimation of stock market crashes

Wu, Lei; Meng, Qingbin; Velazquez, Julio C. - In: The European journal of finance 21 (2015) 13/15, pp. 1144-1160

Persistent link: https://www.econbiz.de/10011419786

A center location model with stochastic demand points

Bhattacharya, U. K. - In: International journal of operations and quantitative … 21 (2015) 3, pp. 201-214

Persistent link: https://www.econbiz.de/10011429223

A note on compatible prior distributions in univariate finite mixture and Markov-switching models

Kwiatkowski, Łukasz - In: Central European journal of economic modelling and … 7 (2015) 4, pp. 219-247

Persistent link: https://www.econbiz.de/10011429901