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isPartOf:"Journal of monetary economics"
subject:"Estimation"
~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~subject:"Bayes-Statistik"
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Estimation
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Estimation theory
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Boratyńska, Agata
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Journal of monetary economics
Insurance / Mathematics & economics
Journal of econometrics
261
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Economics letters
121
Discussion paper series / IZA
64
Econometric reviews
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Economic modelling
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Applied economics letters
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NBER Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Quantitative economics : QE ; journal of the Econometric Society
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of the American Statistical Association : JASA
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IZA Discussion Paper
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Working paper / National Bureau of Economic Research, Inc.
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The econometrics journal
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Econometrics : open access journal
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International journal of forecasting
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Journal of banking & finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of empirical finance
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European journal of operational research : EJOR
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Journal of forecasting
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SFB 649 discussion paper
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The review of economics and statistics
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
3
Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels
Ang, Zi Qing
;
Lee, See Keong
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 54-63
Persistent link: https://www.econbiz.de/10013348919
Saved in:
4
Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
Boratyńska, Agata
;
Zielińska-Kolasińska, Zofia
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 194-202
Persistent link: https://www.econbiz.de/10013349008
Saved in:
5
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
6
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 68-84
Persistent link: https://www.econbiz.de/10012241988
Saved in:
7
The zero lower bound and estimation accuracy
Atkinson, Tyler
;
Richter, Alexander W.
;
Throckmorton, …
- In:
Journal of monetary economics
115
(
2020
),
pp. 249-264
Persistent link: https://www.econbiz.de/10012383697
Saved in:
8
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
9
Identifying the sources of model misspecification
Inoue, Atsushi
;
Kuo, Chun-Hung
;
Rossi, Barbara
- In:
Journal of monetary economics
110
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012494109
Saved in:
10
Incorporating big microdata in life table construction : a hypothesis-free estimator
Lledó, Josep
;
Pavia, José Manuel
;
Morillas-Jurado, …
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 138-150
Persistent link: https://www.econbiz.de/10012105528
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