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Bootstrap approach
12
Bootstrap-Verfahren
12
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6
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6
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5
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5
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3
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3
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2
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1
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1
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Insurance / Mathematics & economics
Journal of econometrics
179
Economics letters
71
CEMMAP working papers / Centre for Microdata Methods and Practice
61
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57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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13
Econometrics : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
2
Three-step risk inference in insurance ratemaking
Hou, Yanxi
;
Kang, Seul Ki
;
Lo, Chia Chun
;
Peng, Liang
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348894
Saved in:
3
Optimal multivariate quota-share reinsurance : a nonparametric mean-CVaR framework
Sun, Haoze
;
Weng, Chengguo
;
Zhang, Yi
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 197-214
Persistent link: https://www.econbiz.de/10011694574
Saved in:
4
Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
Lauer, Alexandra
;
Zähle, Henryk
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 99-108
Persistent link: https://www.econbiz.de/10011712409
Saved in:
5
A new class of copulas involving geometric distribution : estimation and applications
Zhang, Kong-Sheng
;
Lin, Jin-Guan
;
Xu, Pei-Rong
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011442646
Saved in:
6
The effect of objective formulation on retirement decision making
Butt, Adam
;
Khemka, Gaurav
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 385-395
Persistent link: https://www.econbiz.de/10011398116
Saved in:
7
Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
Yang, Bowen
;
Li, Jackie
;
Balasooriya, Uditha
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 16-27
Persistent link: https://www.econbiz.de/10011312091
Saved in:
8
Chain ladder method : Bayesian bootstrap versus classical bootstrap
Peters, Gareth W.
;
Wüthrich, Mario V.
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 36-51
Persistent link: https://www.econbiz.de/10003985384
Saved in:
9
Bias correction for estimated distortion risk measure using the bootstrap
Kim, Joseph H. T.
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 198-205
Persistent link: https://www.econbiz.de/10008654254
Saved in:
10
Pricing longevity risk with the parametric bootstrap : a maximum entropy approach
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 176-186
Persistent link: https://www.econbiz.de/10008654260
Saved in:
11
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Loisel, Stéphane
;
Mazza, Christian
;
Rullière, Didier
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 374-381
Persistent link: https://www.econbiz.de/10009517556
Saved in:
12
Premium rates based on genetic studies : how reliable are they?
Lu, Li
;
Macdonald, Angus
;
Wekwete, Chessman
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 319-331
Persistent link: https://www.econbiz.de/10003682304
Saved in:
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