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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risiko"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Risiko
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
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
Mortality
9
Portfolio selection
9
Portfolio-Management
9
Probability theory
9
Sterblichkeit
9
Wahrscheinlichkeitsrechnung
9
Bayes-Statistik
8
Bayesian inference
8
Stochastic process
8
Time series analysis
8
Zeitreihenanalyse
8
Credibility
7
Glaubwürdigkeit
7
Risikomanagement
7
Risk management
7
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Article
23
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Article in journal
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23
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English
23
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Zhang, Zhimin
4
Guillou, Armelle
3
Avanzi, Benjamin
2
Chavez-Demoulin, Valérie
2
Stupfler, Gilles
2
Taylor, Greg
2
Wang, Xing
2
Wong, Bernard
2
Xie, Jiayi
2
Yang, Fan
2
Ahn, Jae Youn
1
Aigner, Maximilian
1
Coqueret, Guillaume
1
Esmaeili, Habib
1
Gomes-Gonçalves, Erika
1
Guo, Xu
1
Gzyl, Henryk
1
Hartman, Brian
1
Hashorva, Enkelejd
1
Hou, Yanxi
1
Huang, Jen-jsung
1
Klüppelberg, Claudia
1
Lally, Nathan
1
Lauer, Alexandra
1
Lee, Kuo-jung
1
Li, Jingyuan
1
Liang, Hueimei
1
Lin, Wei-fu
1
Ling, Chengxiu
1
Loisel, Stéphane
1
Mao, Tiantian
1
Mayoral, Silvia
1
Peng, Liang
1
Peng, Zuoxiang
1
Pitera, Marcin
1
Schmidt, Thorsten
1
Shimizu, Yasutaka
1
Shyamalkumar, Nariankadu D.
1
Tang, Qihe
1
Vu, Phuong Anh
1
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Insurance / Mathematics & economics
Journal of econometrics
142
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Economics letters
36
Econometric reviews
30
Economic modelling
27
Econometric theory
25
Journal of empirical finance
23
International journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Finance research letters
18
European journal of operational research : EJOR
17
International journal of theoretical and applied finance
17
Quantitative finance
17
Journal of financial econometrics
15
Journal of forecasting
15
The econometrics journal
15
Journal of risk and financial management : JRFM
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometrics : open access journal
13
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
13
Mathematics of operations research
13
Operations research
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of risk
12
Computational economics
11
Finance and stochastics
11
Quantitative economics : QE ; journal of the Econometric Society
11
Applied economics
10
Journal of mathematical finance
10
Risks : open access journal
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of applied econometrics
9
Journal of the American Statistical Association : JASA
9
Applied economics letters
8
International journal of economics and financial issues : IJEFI
8
Journal of productivity analysis
8
American journal of agricultural economics
7
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ECONIS (ZBW)
23
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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
Measuring and comparing risks of different types
Aigner, Maximilian
;
Chavez-Demoulin, Valérie
;
Guillou, …
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013271951
Saved in:
3
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:
4
Estimating the time value of ruin in a Lévy risk model under low-frequency observation
Wang, Wenyuan
;
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 133-157
Persistent link: https://www.econbiz.de/10013264942
Saved in:
5
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:
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
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
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
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:
10
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:
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