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~isPartOf:"CAMA working paper series"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Monte Carlo simulation"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Monte Carlo simulation
Monte-Carlo-Simulation
Volatility
Bayes-Statistik
112
Bayesian inference
112
Theorie
70
Theory
70
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38
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Chan, Joshua
10
Eisenstat, Eric
6
Strachan, Rodney W.
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Nason, James Michael
4
Koop, Gary
3
Avanzi, Benjamin
2
Chan, Joshua C. C.
2
Grant, Angelia L.
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Haque, Qazi
2
Hou, Chenghan
2
Kapetanios, George
2
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2
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2
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2
Plat, Richard
2
Poon, Aubrey
2
Price, Simon
2
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2
Yang, Xinda
2
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2
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1
Bao Hoang Nguyen
1
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1
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1
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1
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1
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Di Guilmi, Corrado
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Dingeç, Kemal Dinçer
1
Dong, Alice X. D.
1
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1
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CAMA working paper series
Insurance / Mathematics & economics
Journal of econometrics
152
Discussion paper / Tinbergen Institute
102
Physica A: Statistical Mechanics and its Applications
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Economics letters
73
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70
Computational economics
69
European journal of operational research : EJOR
67
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62
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57
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54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
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CEMMAP working papers / Centre for Microdata Methods and Practice
50
International journal of theoretical and applied finance
44
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44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Working paper / Department of Econometrics and Business Statistics, Monash University
41
Energy economics
40
International journal of forecasting
40
Journal of economic dynamics & control
40
Economic modelling
37
The econometrics journal
35
Risks : open access journal
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ECONIS (ZBW)
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1
Monetary policy, inflation target and the Great Moderation : an empirical investigation
Haque, Qazi
-
2019
Persistent link: https://www.econbiz.de/10012223995
Saved in:
2
Multilevel Monte-
Carlo
for computing the SCR with the standard formula and other stress tests
Alfonsi, Aurélien
;
Cherchali, Adel
;
Infante, Arturo
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 234-260
Persistent link: https://www.econbiz.de/10012622391
Saved in:
3
Approximate Bayesian Computations to fit and compare insurance loss models
Goffard, Pierre-Olivier
;
Laub, Patrick J.
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 350-371
Persistent link: https://www.econbiz.de/10012622398
Saved in:
4
Sample recycling method : a new approach to efficient nested Monte
Carlo
simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
Saved in:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
6
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
7
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
Saved in:
8
Tests for Laplace order dominance with applications to insurance data
Bhattacharyya, Dhrubasish
;
Khan, Ruhul Ali
;
Mitra, Murari
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 163-173
Persistent link: https://www.econbiz.de/10012649215
Saved in:
9
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 68-84
Persistent link: https://www.econbiz.de/10012241988
Saved in:
10
Modelling extreme claims via composite models and threshold selection methods
Wang, Yinzhi
;
Hobæk Haff, Ingrid
;
Huseby, Arne
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 257-268
Persistent link: https://www.econbiz.de/10012242026
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