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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Estimation"
~subject:"Risk"
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1
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:
2
Does a trade surplus raise the exchange rate exposure? : a perspective on Sino-US relations
Su, Chi-Wei
;
Yuan, Xi
;
Tao, Ran
;
Umar, Muhammad
;
Huang, …
- In:
Argumenta oeconomica
49
(
2022
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10014279332
Saved in:
3
How does economic policy uncertainty affect prices of housing? : evidence from Germany
Su, Chi-Wei
;
Li, Xin
;
Tao, Ran
- In:
Argumenta oeconomica
42
(
2019
)
1
,
pp. 131-153
Persistent link: https://www.econbiz.de/10012284826
Saved in:
4
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:
5
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:
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