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~isPartOf:"CAMA working paper series"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Monte-Carlo-Simulation
Volatility
Bayes-Statistik
112
Bayesian inference
112
Theorie
70
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70
Monte Carlo simulation
46
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38
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Chan, Joshua
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2
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Bao Hoang Nguyen
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CAMA working paper series
Insurance / Mathematics & economics
Journal of econometrics
151
Discussion paper / Tinbergen Institute
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Economics letters
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40
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39
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Journal of economic dynamics & control
38
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Applied economics letters
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A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
Peters, Gareth W.
;
Dong, Alice X. D.
;
Kohn, Robert
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 258-278
Persistent link: https://www.econbiz.de/10010470006
Saved in:
42
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Zhang, Bo
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012533936
Saved in:
43
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
-
2020
Persistent link: https://www.econbiz.de/10012534328
Saved in:
44
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
45
Control variates and conditional Monte
Carlo
for basket and Asian options
Dingeç, Kemal Dinçer
;
Hörmann, Wolfgang
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 421-434
Persistent link: https://www.econbiz.de/10009763657
Saved in:
46
Application of data clustering and machine learning in variable annuity valuation
Gan, Guojun
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 795-801
Persistent link: https://www.econbiz.de/10010227827
Saved in:
47
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
48
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
49
Investigating the drivers of international comovement in real financial asset returns
McKinnon, Kate
-
2019
Persistent link: https://www.econbiz.de/10012224630
Saved in:
50
Empirical evidence on the dynamics of investment under uncertainty in the US
Haque, Qazi
;
Magnusson, Leandro M.
;
Tomioka, Kazuki
-
2019
Persistent link: https://www.econbiz.de/10012224674
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