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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Share price
Portfolio selection
Stochastic process
Estimation theory
117
Schätztheorie
117
Statistical distribution
43
Statistische Verteilung
43
Risikomaß
24
Risk measure
24
Regression analysis
20
Regressionsanalyse
20
Estimation
18
Multivariate Verteilung
18
Multivariate distribution
18
Risk
17
Risiko
16
Schätzung
15
Measurement
14
Messung
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Ausreißer
12
Forecasting model
12
Outliers
12
Prognoseverfahren
12
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
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9
Portfolio-Management
9
Probability theory
9
Sterblichkeit
9
Wahrscheinlichkeitsrechnung
9
Bayes-Statistik
8
Bayesian inference
8
Stochastischer Prozess
8
Time series analysis
8
Zeitreihenanalyse
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Credibility
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7
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7
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17
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Article in journal
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17
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English
17
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Zhang, Zhimin
3
Avanzi, Benjamin
2
Stupfler, Gilles
2
Taylor, Greg
2
Wong, Bernard
2
Ahn, Jae Youn
1
Esmaeili, Habib
1
Guillou, Armelle
1
Guo, Xu
1
Hartman, Brian
1
Huang, Chao
1
Huang, Jen-jsung
1
Klüppelberg, Claudia
1
Lally, Nathan
1
Ledwina, Teresa
1
Lee, Kuo-jung
1
Li, Jingyuan
1
Liang, Hueimei
1
Lin, Jin-guan
1
Lin, Wei-fu
1
Lin, X. Sheldon
1
Loisel, Stéphane
1
Mao, Tiantian
1
Pitera, Marcin
1
Pitselis, Georgios
1
Schmidt, Thorsten
1
Shimizu, Yasutaka
1
Shyamalkumar, Nariankadu D.
1
Vu, Phuong Anh
1
Wyłupek, Grzegorz
1
Xie, Jiayi
1
Yang, Fan
1
Yang, Hailiang
1
Yang, Shuai
1
Yang, Xinda
1
Zhu, Li-ping
1
Zhuang, Qing-yun
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Insurance / Mathematics & economics
Journal of econometrics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Journal of banking & finance
31
Journal of empirical finance
30
European journal of operational research : EJOR
29
Economics letters
26
Economic modelling
24
Finance research letters
23
Econometric reviews
21
Quantitative finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Computational economics
16
International journal of theoretical and applied finance
16
Journal of financial econometrics
16
Econometric theory
15
Journal of risk
15
Journal of risk and financial management : JRFM
14
Operations research
14
Risks : open access journal
13
Econometrics : open access journal
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International journal of forecasting
11
Journal of financial economics
11
Journal of forecasting
11
Mathematics of operations research
11
Financial markets and portfolio management
10
Journal of financial and quantitative analysis : JFQA
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
10
International journal of economics and financial issues : IJEFI
9
International review of financial analysis
9
Journal of mathematical finance
9
Journal of applied econometrics
8
Quantitative economics : QE ; journal of the Econometric Society
8
Review of quantitative finance and accounting
8
The European journal of finance
8
The econometrics journal
8
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ECONIS (ZBW)
17
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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
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
4
Fast and efficient nested simulation for large variable annuity portfolios : a surrogate modeling approach
Lin, X. Sheldon
;
Yang, Shuai
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 85-103
Persistent link: https://www.econbiz.de/10012241991
Saved in:
5
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:
6
Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
Lally, Nathan
;
Hartman, Brian
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 124-140
Persistent link: https://www.econbiz.de/10011929845
Saved in:
7
Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
Shimizu, Yasutaka
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 84-98
Persistent link: https://www.econbiz.de/10011712403
Saved in:
8
Confidence band for expectation dependence with applications
Guo, Xu
;
Li, Jingyuan
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 141-149
Persistent link: https://www.econbiz.de/10011492634
Saved in:
9
Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach
Avanzi, Benjamin
;
Taylor, Greg
;
Vu, Phuong Anh
;
Wong, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 63-78
Persistent link: https://www.econbiz.de/10011630609
Saved in:
10
Validation of positive quadrant dependence
Ledwina, Teresa
;
Wyłupek, Grzegorz
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 38-47
Persistent link: https://www.econbiz.de/10010385038
Saved in:
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