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Large deviations for risk measures in finite mixture models

Bignozzi, Valeria; Macci, Claudio; Petrella, Lea - In: Insurance / Mathematics & economics 80 (2018), pp. 84-92

Persistent link: https://www.econbiz.de/10011872915

Inf-convolution and optimal allocations for mixed-VaRs

Xia, Zichao; Zou, Zhenfeng; Hu, Taizhong - In: Insurance / Mathematics & economics 108 (2023), pp. 156-164

Persistent link: https://www.econbiz.de/10013534516

Uncertainties and green bond markets : evidence from tail dependence

Lin, Boqiang; Su, Tong - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4458-4475

Persistent link: https://www.econbiz.de/10014429443

Stochastic dominance based comparison for system selection

Batur, D.; Choobineh, F. - In: European Journal of Operational Research 220 (2012) 3, pp. 661-672

relationship of a performance metric of interest. The decision maker specifies an output quantile set representing a section of the … compares systems over the quantile set of interest by a first-order stochastic dominance criterion. The systems that are deemed …

Persistent link: https://www.econbiz.de/10010597616

Does climate policy uncertainty predict renewable energy stocks? : a quantile-based (a)symmetric causality analysis

Alharbey, Mohammed; Ben Salha, Ousama - In: Energy strategy reviews 54 (2024), pp. 1-13

nonparametric causality-in-quantile test and employs data from November 2010 to August 2022. The findings provide strong evidence of … causality-in-quantile test. The findings underscore the critical role of climate policy transparency and sector …

Persistent link: https://www.econbiz.de/10014637131

Marginal quantiles for stationary processes

Dominicy, Yves; Hörmann, Siegfried; Ogata, Hiroaki; … - 2012

; Establecemos la normalidad asintótica de cuantiles muestrales marginales para un proceso vectorial estacionario S-mixing, una …

Persistent link: https://www.econbiz.de/10012530391

La estimación de la oferta de horas trabajadas

Yamada, Gustavo - In: Horas de trabajo: determinantes y dinámica en el Perú …

Persistent link: https://www.econbiz.de/10010710141

Análisis de la distribución de las tasas de retorno accionarias haciendo uso de la distribución g y h de Tukey

Piñeros, Andrés Mauricio Mendoza; Moscoso, José … - In: REVISTA CUADERNOS DE ECONOMÍA (2010)

En el artículo se presentan algunas propiedades y limitaciones de la familia de distribuciones g y h de Tukey. Se desarrolla la función de densidad cuando los parámetros g y h no son constantes, lo cual es un gran avance considerando la recurrencia de este aspecto en las aplicaciones sobre el...

Persistent link: https://www.econbiz.de/10008483918

Neumann problem for elliptic equation in Sobolev power weighted spaces

Voldřich, Josef - In: Mathematics and Computers in Simulation (MATCOM) 61 (2003) 3, pp. 199-207

The Neumann problem for an elliptic equation in a bounded domain Ω⊂RN and for external forces with degenerations or singularities relating to the m-dimensional variety M⊂δΩ are considered. The underlying ideas of proof of the existence of the considered problem solution are given for the...

Persistent link: https://www.econbiz.de/10011050298

Random walks in random environments without ellipticity

Lenci, Marco - In: Stochastic Processes and their Applications 123 (2013) 5, pp. 1750-1764

customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments, we …

Persistent link: https://www.econbiz.de/10011064991