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Year of publication
Subject
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Wahrscheinlichkeitsrechnung 6,714 Probability theory 6,507 Theorie 4,082 Theory 4,082 Statistical distribution 1,036 Statistische Verteilung 1,036 Schätztheorie 995 Estimation theory 990 Risiko 870 Risk 867 Stochastischer Prozess 698 Stochastic process 678 Forecasting model 458 Prognoseverfahren 458 Statistical theory 402 Statistische Methodenlehre 402 Entscheidung 388 Decision 380 Decision under uncertainty 372 Entscheidung unter Unsicherheit 372 Markov-Kette 318 Markov chain 316 Portfolio selection 313 Portfolio-Management 313 Bayes-Statistik 294 Bayesian inference 294 Entscheidungstheorie 276 Estimation 268 Schätzung 267 Decision theory 265 Erwartungsnutzen 263 Expected utility 263 Credit risk 257 Kreditrisiko 255 Mathematical programming 243 Mathematische Optimierung 243 Risikomodell 238 Risk model 238 Experiment 229 Risikomanagement 228
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Online availability
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Free 1,889 Undetermined 1,412 CC license 129
Type of publication
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Article 3,617 Book / Working Paper 3,157 Journal 26 Other 2
Type of publication (narrower categories)
All
Article in journal 3,225 Aufsatz in Zeitschrift 3,225 Graue Literatur 1,051 Non-commercial literature 1,051 Arbeitspapier 1,014 Working Paper 1,014 Aufsatz im Buch 276 Book section 276 Hochschulschrift 160 Thesis 137 Lehrbuch 123 Textbook 94 Collection of articles of several authors 57 Sammelwerk 57 Bibliografie enthalten 47 Bibliography included 47 Aufsatzsammlung 28 Forschungsbericht 26 Einführung 24 Konferenzschrift 23 Amtsdruckschrift 22 Government document 22 Conference paper 19 Konferenzbeitrag 19 Collection of articles written by one author 18 Conference proceedings 18 Sammlung 18 Mehrbändiges Werk 15 Multi-volume publication 15 Aufgabensammlung 11 Festschrift 11 Statistik 11 research-article 10 Handbook 7 Handbuch 7 Bibliografie 6 Rezension 5 Systematic review 5 Übersichtsarbeit 5 Dissertation u.a. Prüfungsschriften 4
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Language
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English 6,161 German 402 Undetermined 117 French 83 Spanish 12 Italian 7 Polish 6 Russian 5 Portuguese 4 Romanian 3 Hungarian 2 Czech 1 Finnish 1 Slovak 1
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Author
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Brady, Michael Emmett 118 Haan, Laurens de 36 Karni, Edi 32 Balakrishnan, Narayanaswamy 26 Zappia, Carlo 22 Bourier, Günther 20 Winkler, Robert L. 18 Einmahl, John H. J. 17 Krämer, Walter 17 Račev, Svetlozar T. 16 Blavatskyy, Pavlo R. 15 Mosler, Karl C. 15 Schmeidler, David 15 Vries, Casper G. de 15 Bosch, Karl 14 Fabozzi, Frank J. 14 Kaplan, David M. 14 Lahiri, Kajal 14 Mandjes, Michel 14 Landsman, Zinoviy 13 Magnus, Jan R. 13 Rigo, Pietro 13 Stock, James H. 13 Hammond, Peter J. 12 Kotz, Samuel 12 Lucas, André 12 Peng, Liang 12 Pinhas, Max 12 Schmid, Friedrich 12 Sun, Yeneng 12 Wakker, Peter P. 12 Berti, Patrizia 11 Geweke, John 11 Robert, Christian P. 11 Segal, Uzi 11 Albrecher, Hansjörg 10 Blümke, Oliver 10 Constantinescu, Corina 10 Dickson, David C. M. 10 Dijk, Herman K. van 10
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Institution
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National Bureau of Economic Research 28 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 Tilburg University, School of Economics and Management 8 Applied Probability Trust 6 Centre for Analytical Finance <Århus> 5 International Monetary Fund (IMF) 5 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 4 Springer International Publishing 4 Vereniging voor Statistiek en Operationele Research 4 Centre for Actuarial Studies 3 Deutsche Forschungsgemeinschaft 3 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn 3 Springer Fachmedien Wiesbaden 3 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 3 Umeå universitet 3 Universität Basel / Institut für Statistik und Ökonometrie 3 Centre for Microdata Methods and Practice <London> 2 Chamber of Commerce of the United States of America 2 Conference on Applied Probability and Time Series Analysis <1995, Athen> 2 Ekonomiska forskningsinstitutet <Stockholm> 2 Erasmus Research Institute of Management 2 European Commission / Directorate-General for Research 2 European Communities. 2 Instytut Matematyczny <Breslau> 2 Instytut Matematyczny <Warschau> 2 Johns Hopkins University / Department of Economics 2 London Mathematical Society 2 Politechnika Wrocławska 2 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn 2 The MIT Press 2 University of California Santa Barbara 2 Universität Augsburg / Institut für Statistik und Mathematische Wirtschaftstheorie 2 Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik 2 Université Paris-Dauphine (Paris IX) 2 Uniwersytet Wrocławski 2 Uniwersytet Wrocławski im. Bolesława Bieruta 2 Australian National University 1 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 1 Berkeley Symposium on Mathematical Statistics and Probability 1 Boston College / Department of Economics 1
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Published in...
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Insurance / Mathematics & economics 165 European journal of operational research : EJOR 119 Economics letters 84 Discussion paper / Tinbergen Institute 83 Risks : open access journal 66 Theory and decision : an international journal for multidisciplinary advances in decision science 65 Journal of econometrics 63 Management science : journal of the Institute for Operations Research and the Management Sciences 63 Operations research letters 60 International journal of forecasting 53 Journal of mathematical economics 48 Scandinavian actuarial journal 47 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 46 Metrika : international journal for theoretical and applied statistics 45 Operations research 45 Report / Econometric Institute, Erasmus University Rotterdam 45 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 43 Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS 39 Mathematics of operations research 39 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 37 Discussion paper / Center for Economic Research, Tilburg University 34 Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam 33 Journal of economic theory 31 Probability and mathematical statistics 31 Acta Universitatis Wratislaviensis : AUW 30 Economic theory : official journal of the Society for the Advancement of Economic Theory 30 Journal of behavioral decision making 29 Mathematics Preprint Archive 28 Mathematical social sciences 27 Econometric reviews 26 NBER Working Paper 26 Série des documents de travail / Centre de Recherche en Économie et Statistique 25 Journal of risk and uncertainty : JRU 22 Order statistics: applications 22 Econometric theory 21 Finance and stochastics 21 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 21 International journal of theoretical and applied finance 21 Mathematical finance : an international journal of mathematics, statistics and financial theory 21 Quantitative finance 21
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Source
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ECONIS (ZBW) 6,561 USB Cologne (EcoSocSci) 154 RePEc 67 Other ZBW resources 17 BASE 3
Showing 1 - 50 of 6,802
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Random Forest estimation of the ordered choice model
Lechner, Michael; Okasa, Gabriel - In: Empirical economics : a quarterly journal of the … 68 (2025) 1, pp. 1-106
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Quantum measurement trees, I : two preliminary examples of induced contextual Boolean algebras
Hammond, Peter J. - 2025 - This version: 2025 February 12th
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Subjective probabilities under behavioral heuristics
Rahman, Oriana; Semenov, Andrei - In: International review of economics & finance : IREF 98 (2025), pp. 1-23
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A model-based algorithm for the Probabilistic Orienteering Problem
Montemanni, Roberto; Smith, Derek H. - In: Computers & operations research : an international journal 176 (2025), pp. 1-9
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Stochastic cooperation model for measuring firms’ default probabilities
Ip, Ho-Yan; Lo, Chi-Fai; Hui, Cho H. - 2025
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The disjunction effect does not violate the Law of Total Probability
Gelastopoulos, Alexandros; Le Mens, Gaël - 2025
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Stocks as lotteries? : an experimental test of expected utility vs behavioral models
Corgnet, Brice; Kpegli, Yao Thibaut; Magnani, Jacopo - 2025
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Modeling financial bubbles with optional semimartingales in nonstandard probability spaces
Abdelghani, Mohamed; Melnikov, Alexander - 2025
Deviation of an asset price from its fundamental value, commonly referred to as a price bubble, is a well-known phenomenon in financial markets. Mathematically, a bubble arises when the deflated price process transitions from a martingale to a strict local martingale. This paper explores price...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358908
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Forecasting population in an uncertain world : approaches, new uses, and troubling limitations
Lee, Ronald Demos - In: Population and development review 51 (2025) 1, pp. 491-518
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On survival estimation of Lomax distribution under adaptive progressive type-II censoring
Sharma, Hemani; Kumar, Parmil - In: Statistics in transition : an international journal of … 26 (2025) 1, pp. 51-67
The main objective of the research described in the article is to study the maximum likelihood (ML) estimation and the Bayesian approach for parameter estimation of the Lomax distribution. Additionally, the study aims to determine the approximate intervals for the parameters and the survival...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338333
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Scalable probabilistic forecasting in retail with gradient boosted trees : a practitioner's approach
Long, Xueying; Bui, Quang; Oktavian, Grady; Schmidt, … - 2025
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Semiparametric estimation of probability weighting functions implicit in option prices
Boswijk, Herman Peter; Dalderop, Jeroen; Laeven, Roger J. A. - 2025 - This version: March 19, 2025
This paper develops a semiparametric estimation method that jointly identifies the probability weighting and utility functions implicit in option prices. Our econometric method avoids direct specification of the objective conditional return distributions, which are instead obtained by...
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Estimation with probability edited survey data under nonresponse
Ilves, Maiki - 2025
Probabilistic editing has been introduced to enable valid inference using established survey sampling theory in situations when some of the collected data points may have measurement errors and are therefore submitted to an editing process. To reduce the editing effort and avoid over-editing, in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015207175
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Ordered correlation forest
Di Francesco, Riccardo - In: Econometric reviews 44 (2025) 4, pp. 416-432
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Taming data-driven probability distributions
Baruník, Jozef; Hanus, Luboš - In: Journal of forecasting 44 (2025) 2, pp. 676-691
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Ratio bias across cultures and disciplines : how academic background shapes statistical decision-making
Baumeister, Jochen; Streicher, Bernhard; Lermer, Eva - In: Journal of behavioral decision making 38 (2025) 1, pp. 1-19
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372165
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Subjective probability distributions of nonlinear payoffs : Recovering option payoff, agent’s utility, and pricing kernel distributions
Yamazaki, Akira - 2025
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Improving momentum returns using generalized linear models
Zeng, Hui; Marshall, Ben R.; Nguyen, Nhut; … - In: International review of finance : the official journal … 25 (2025) 2, pp. 1-35
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Deconvolution from two order statistics
Cho, Joon Hwan; Luo, Yao; Xiao, Ruli - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 1065-1106
Economic data are often contaminated by measurement errors and truncated by ranking. This paper shows that the classical measurement error model with independent and additive measurement errors is identified nonparametrically using only two order statistics of repeated measurements. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190101
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The road less travelled : Keynes and Knight on probability and uncertainty
Gerrard, Bill - In: Review of political economy 36 (2024) 3, pp. 1253-1278
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A heuristic for fat-tailed stock market returns
Welch, Ivo - In: Financial analysts journal : FAJ 80 (2024) 4, pp. 18-26
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Unemployment’s long shadow : the persistent impact on social exclusion
Pohlan, Laura - In: Journal for labour market research 58 (2024) 1, pp. 1-16
This paper studies the long-term consequences of unemployment on different dimensions of social exclusion. Based on longitudinal linked survey and administrative data from Germany and an event study analysis combined with inverse propensity score weighting, I document that becoming unemployed...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015175798
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Selected reinsurance models
Heilpern, Stanisław - In: Central European journal of economic modelling and … 16 (2024) 2, pp. 95-124
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An emerging framework for the probabilistic costbenefit analysis of the reliability, resiliency, and adaptability of electric power systems
Felder, Frank A.; Petitet, Marie - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015066530
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When half is at least 50% : effect of "framing" and probability level on frequency estimates
Mandel, David R.; Kelly, Megan - In: Journal of behavioral decision making 37 (2024) 3, pp. 1-13
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Probabilistically coherent credences despite opacity
List, Christian - In: Economics and philosophy 40 (2024) 2, pp. 497-506
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Scaling and measurement error sensitivity of scoring rules for distribution forecasts
Kleen, Onno - In: Journal of applied econometrics 39 (2024) 5, pp. 833-849
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Generalized Weibull distributions
Sharma, Mansi; Stern, Steven - 2024
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Deriving multivariate probabilistic solar generation forecasts based on hourly imbalanced data
Pflugfelder, Yannik; Schinke-Nendza, Aiko; Dumas, Jonathan - 2024
Accurate forecasting of solar PV generation is critical for integrating renewable energy into power systems. This paper presents a multivariate probabilistic forecasting model that addresses the challenges posed by imbalanced data resulting from day and night-time periods in solar photovoltaic...
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Climate-related default probabilities
Blanc-Blocquel, Augusto; Ortiz-Gracia, Luis; Sanfelici, … - In: Risks : open access journal 12 (2024) 11, pp. 1-19
Climate risk refers to the risks associated with climate change and has already started to impact various sectors of the economy. In this work, we focus on the impact of physical risk on the probability of default for a firm in the agribusiness sector. The probability of default is estimated...
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Reconstructing cryptocurrency processes via Markov chains
Araújo, Tanya; Barbosa, Paulo - In: Computational economics 64 (2024) 4, pp. 2509-2521
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Discrete probability forecasts : what to expect when you are expecting a monetary policy decision
Aguilar, Alicia; Gimeno, Ricardo - 2024
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Are decision errors explaining hyperbolic discounting and nonlinear probability weighting?
Holden, Stein Terje; Tione, Sarah; Tilahun, Mesfin; … - 2024
We study risky inter-temporal choice in a large random student sample (n=721) and a large rural sample (n=835) in Malawi. All respondents were exposed to the same 20 Multiple Choice Lists with a rapid elicitation method that facilitated the identification of near-future Certainty Equivalents of...
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First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: European journal of operational research : EJOR 312 (2024) 3, pp. 1074-1085
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A note on the early warning system of change points : combination of regime switching and threshold models
Habibi, Reza - In: Financial studies 28 (2024) 2, pp. 6-18
Abrupt changes are a prevalent feature of financial data sets, such as prices of financial assets, returns of stocks, exchange rates, etc. An early warning system (EWS) can detect existing changes and predict possible future changes before they occur. Two important statistical models for change...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015065127
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Using the fuzzy version of the pearl's algorithm for environmental risk assessment tasks
Uzhga-Rebrov, Oleg - In: Risks : open access journal 12 (2024) 9, pp. 1-22
In risk assessment, numerous subfactors influence the probabilities of the main factors. These main factors reflect adverse outcomes, which are essential in risk assessment. A Bayesian network can model the entire set of subfactors and their interconnections. To assess the probabilities of all...
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Distribution strategy planning : a comprehensive probabilistic approach for unpredictable environment
Petřík, Theodor - 2024
Uncertain future development presents a significant challenge during the distribution strategy planning process. Traditional planning approaches, reliant on creating potential scenarios and assigning probabilities, often struggle due to future developments' inherent unpredictability, which can...
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A modeling approach to decomposing changes in health concentration curves
Bchi, Khadija; Makdissi, Paul; Yazbeck, Myra - 2024
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Extended odd Frechet-exponential distribution with applications related to the environment
Jallal, Muzamil; Ahmed, Aijaz; Tripathi, Rajnee - In: Statistics in transition : an international journal of … 25 (2024) 2, pp. 121-136
In this paper, we attempted to expand the Frechet distribution by employing the T-X family of distributions and named the newly formulated model Extended odd Frechet-exponential distribution (EOFED). Several structural properties, reliability measurements and characteristics were estimated and...
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A new parameter estimation method for the extended power Lindley distribution based on order statistics, with application
Kumar, Devendra; Kumar, Maneesh; Yadav, Sapna; Goyal, Anju - In: Statistics in transition : an international journal of … 25 (2024) 2, pp. 167-184
In this paper, we propose inference procedures for the estimation of parameters by using order statistics. First, we derive some new expressions for single and product moments of the order statistics from the extended power Lindley distribution. We then use these moments to obtain the best...
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Estimating counterfactual distribution functions via optimal distribution balancing with applications
Cai, Zongwu; Fang, Ying; Lin, Ming; Wu, Yaqian - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015386691
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Expected utility maximization under weakened assumptions consistent with behavioral economics
Barnett, William A.; Ding, Kangzheng - 2024
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New microdata for loan defaults provide better estimates of banks' credit losses
Hjelseth, Ida Nervik; Liaudinskas, Karolis - 2024
Loans to non-financial firms are the main source of banks' losses. In order to assess credit risk, Norges Bank has long used models to assess firms' bankruptcy probability. However, the banks' credit losses are more closely linked to firms that default on their loans. Defaulting loans are only...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015175666
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Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle
Dierkes, Maik; Krupski, Jan; Schroen, Sebastian; … - In: Review of derivatives research 27 (2024) 1, pp. 1-35
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015133906
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A unified theory of extreme Expected Shortfall inference
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2024
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A basic asymptotic test for value-at-risk subadditivity
Hofert, Marius - In: Risks : open access journal 12 (2024) 12, pp. 1-12
An asymptotic hypothesis test for value-at-risk subadditivity is introduced and studied. The test is derived based on an equivalent formulation of the value-at-risk subadditivity inequality in terms of the distribution of the underlying risks' sum. Its size is considered mathematically, and its...
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Current challenges in survey research : Graham Kalton on probability and nonprobability sampling, Malay Ghosh on small area estimation : with comments
Okrasa, Włodzimierz (ed.); Rozkrut, Dominik (ed.) - 2024
This publication's aim is to celebrate the 100th issue of Statistics in Transition new series and the 30th anniversary of the launch of the journal. The book features several 'special issues' of Statistics in Transition new series focusing on specific topics of current research interest released...
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Second-order representations: a Bayesian approach
Evren, Özgür - 2024
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Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach
Xu, Peng - 2024
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A probabilistic approach for the valuation of variance swaps under stochastic volatility with jump clustering and regime switching
He, Xin-Jiang; Lin, Sha - In: Financial innovation : FIN 10 (2024), pp. 1-23
The effects of stochastic volatility, jump clustering, and regime switching are considered when pricing variance swaps. This study established a two-stage procedure that simplifies the derivation by first isolating the regime switching from other stochastic sources. Based on this, a novel...
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