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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~subject:"Risk measure"
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Stochastischer Prozess
Volatility
Risk measure
Estimation theory
193
Schätztheorie
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Statistical distribution
50
Statistische Verteilung
50
Estimation
46
Schätzung
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Guillou, Armelle
4
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3
Avanzi, Benjamin
2
Goegebeur, Yuri
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Peng, Liang
2
Pitera, Marcin
2
Qin, Jing
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Rösch, Daniel
2
Schmidt, Thorsten
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Stupfler, Gilles
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Insurance / Mathematics & economics
Journal of banking & finance
Journal of econometrics
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
41
Economics letters
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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SFB 649 discussion paper
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International journal of forecasting
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European journal of operational research : EJOR
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Cowles Foundation discussion paper
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Operations research
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Finance and stochastics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The journal of risk model validation
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Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
22
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:
23
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:
24
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:
25
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:
26
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:
27
Nonparametric estimation of operational value-at-risk (OpVaR)
Tursunalieva, Ainura
;
Silvapulla, Param
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 194-201
Persistent link: https://www.econbiz.de/10011530959
Saved in:
28
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
29
Inference for intermediate Haezendonck-Goovaerts risk measure
Wang, Xing
;
Peng, Liang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 231-240
Persistent link: https://www.econbiz.de/10011493849
Saved in:
30
Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach
Avanzi, Benjamin
;
Taylor, Greg
;
Vu, Phuong Anh
;
Wong, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 63-78
Persistent link: https://www.econbiz.de/10011630609
Saved in:
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