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subject:"Germany"
subject:"Money demand"
~subject:"Estimation"
~isPartOf:"Insurance / Mathematics & economics"
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Germany
Money demand
Estimation
Estimation theory
118
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118
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43
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43
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24
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24
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1
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Insurance / Mathematics & economics
Journal of econometrics
219
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Economics letters
112
Discussion paper series / IZA
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
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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
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
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:
5
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:
6
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:
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
Risk measures in a quantile regression credibility framework with Fama/French data applications
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 122-134
Persistent link: https://www.econbiz.de/10011712415
Saved in:
9
On the credibility of insurance claim frequency : generalized count models and parametric estimators
Asamoah, Kwadwo
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 339-353
Persistent link: https://www.econbiz.de/10011597320
Saved in:
10
Estimating the joint survival probabilities of married individuals
Sanders, Lisanne
;
Melenberg, Bertrand
;
Sun, Zhongyang
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011457166
Saved in:
11
Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
Ahn, Jae Youn
;
Shyamalkumar, Nariankadu D.
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 78-90
Persistent link: https://www.econbiz.de/10010366204
Saved in:
12
Kernel type estimator of the reinsurance premium for heavy-tailed loss distributions
Benkhelifa, Lazhar
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 65-70
Persistent link: https://www.econbiz.de/10010469183
Saved in:
13
Testing tail monotonicity by constrained copula estimation
Gijbels, Irène
;
Sznajder, Dominik
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10009736100
Saved in:
14
Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
Rassoul, Abdelaziz
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 698-703
Persistent link: https://www.econbiz.de/10010227902
Saved in:
15
A generalization of the Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula m...
Lopez, Olivier
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 505-516
Persistent link: https://www.econbiz.de/10009683227
Saved in:
16
Estimating generalized state density of near-extreme events and its applications in analyzing stock data
Lin, Jin-guan
;
Huang, Chao
;
Zhuang, Qing-yun
;
Zhu, Li-ping
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 13-20
Persistent link: https://www.econbiz.de/10003985370
Saved in:
17
Estimating value at risk of portfolio by conditional copula-GARCH method
Huang, Jen-jsung
;
Lee, Kuo-jung
;
Liang, Hueimei
;
Lin, Wei-fu
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 315-324
Persistent link: https://www.econbiz.de/10009517562
Saved in:
18
Estimating copula densities through wavelets
Genest, Christian
;
Masiello, Esterina
;
Tribouley, Karine
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 170-181
Persistent link: https://www.econbiz.de/10009517645
Saved in:
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