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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätzung"
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Stochastic process
Volatility
Monte-Carlo-Simulation
Schätzung
Estimation theory
118
Schätztheorie
118
Statistical distribution
43
Statistische Verteilung
43
Risikomaß
24
Risk measure
24
Regression analysis
20
Regressionsanalyse
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Estimation
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Multivariate Verteilung
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Multivariate distribution
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Messung
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Guillou, Armelle
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Taylor, Greg
2
Wong, Bernard
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Ahn, Jae Youn
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Asamoah, Kwadwo
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Chavez-Demoulin, Valérie
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1
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1
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Kleinow, Torsten
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1
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Insurance / Mathematics & economics
Journal of econometrics
331
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Economics letters
151
Econometric reviews
90
Discussion paper / Tinbergen Institute
76
Economic modelling
71
Applied economics letters
70
NBER Working Paper
65
Discussion paper series / IZA
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
CEMMAP working papers / Centre for Microdata Methods and Practice
58
Applied economics
57
NBER working paper series
57
Econometric theory
51
Working paper / National Bureau of Economic Research, Inc.
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
The econometrics journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
44
Working paper
43
Journal of applied econometrics
42
CREATES research paper
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Computational economics
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Quantitative economics : QE ; journal of the Econometric Society
40
Econometrics : open access journal
38
European journal of operational research : EJOR
38
International journal of forecasting
38
Journal of banking & finance
37
Journal of the American Statistical Association : JASA
37
IZA Discussion Paper
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Discussion paper
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Journal of empirical finance
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CESifo working papers
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Journal of forecasting
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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SFB 649 discussion paper
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Journal of risk and financial management : JRFM
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1
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:
2
Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011944097
Saved in:
9
Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models : application to LTC insurance
Guibert, Quentin
;
Planchet, Frédéric
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 21-36
Persistent link: https://www.econbiz.de/10011929780
Saved in:
10
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:
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