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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Monte-Carlo-Simulation
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78
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McAleer, Michael
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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:
2
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:
3
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:
4
New misspecification tests for multinomial logit models
Fok, Dennis
;
Paap, Richard
-
2019
Persistent link: https://www.econbiz.de/10012019046
Saved in:
5
Panel forecasting with asymmetric grouping
Nibbering, Didier
;
Paap, Richard
-
2019
Persistent link: https://www.econbiz.de/10012064885
Saved in:
6
Strategic time slot management : a priori routing for online grocery retailing
Visser, Thomas R.
;
Savelsbergh, Martin W. P.
-
2019
Persistent link: https://www.econbiz.de/10011986935
Saved in:
7
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
8
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:
9
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:
10
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
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