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Search: subject:"Multivariate"
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Statistical distribution
Multivariate Verteilung
48
Multivariate distribution
48
Theorie
41
Theory
41
ARCH model
21
ARCH-Modell
21
Estimation
21
Schätzung
21
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20
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Welt
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Copulas
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English
16
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Ahmed, Ali M.
1
Ahn, Jae Youn
1
Alai, Daniel H.
1
Berger, Theo
1
Chen, Rongda
1
D'Amico, Guglielmo
1
De Blasis, Riccardo
1
Diao, Xundi
1
Genest, Christian
1
Hashorva, Enkelejd
1
Herrmann, Klaus J.
1
Hofert, Marius
1
Jung, Hojin
1
Kang, Sang Hoon
1
Kim, Jong-Min
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Kolev, Nikolai
1
Landsman, Zinoviy
1
Loperfido, Nicola
1
Lourme, Alexandre
1
Mailhot, Mélina
1
Maurer, Frantz
1
Mazur, Stepan
1
Naifar, Nader
1
Navarro, Jorge
1
Oh, Rosy
1
Podgórski, Krzystof
1
Ratovomirija, Gildas
1
Reinert, Gesine
1
Shi, Peng
1
Tamraz, Maissa
1
Tong, Bin
1
Torrado, Nuria
1
Uddin, Mohammed Gazi Salah
1
Wu, Chongfeng
1
Yoon, Seong-min
1
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Economic modelling
Scandinavian actuarial journal
Insurance / Mathematics & economics
65
Risks : open access journal
21
Journal of econometrics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Applied economics
14
European journal of operational research : EJOR
13
Journal of banking & finance
13
SFB 649 discussion paper
12
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion paper / Tinbergen Institute
11
International journal of forecasting
11
Astin bulletin : the journal of the International Actuarial Association
10
ECARES working paper
9
The North American journal of economics and finance : a journal of financial economics studies
9
The European journal of finance
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Econometric reviews
6
Finance research letters
6
International journal of production research
6
International journal of theoretical and applied finance
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of empirical finance
6
ASTIN bulletin : the journal of the International Actuarial Association
5
CentER Discussion Paper Series
5
Economics letters
5
Energy economics
5
Journal of risk and financial management : JRFM
5
Computational economics
4
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
4
Documents de recherche / ESSEC Centre de Recherche
4
Journal of financial econometrics
4
Journal of risk
4
Review of derivatives research
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of credit risk : published quarterly by Incisive Media
4
Discussion paper
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
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ECONIS (ZBW)
16
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1
A law of uniform seniority for dependent lives
Genest, Christian
;
Kolev, Nikolai
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 726-743
Persistent link: https://www.econbiz.de/10012653669
Saved in:
2
Lifetime dependence models generated by multiply monotone functions
Alai, Daniel H.
;
Landsman, Zinoviy
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 576-604
Persistent link: https://www.econbiz.de/10011939711
Saved in:
3
A
multivariate
Markov chain stock model
D'Amico, Guglielmo
;
De Blasis, Riccardo
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 272-291
Persistent link: https://www.econbiz.de/10012262736
Saved in:
4
On some new dependence models derived from
multivariate
collective models in insurance applications
Hashorva, Enkelejd
;
Ratovomirija, Gildas
;
Tamraz, Maissa
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 730-750
Persistent link: https://www.econbiz.de/10011848626
Saved in:
5
Third cumulant for
multivariate
aggregate claim models
Loperfido, Nicola
;
Mazur, Stepan
;
Podgórski, Krzystof
- In:
Scandinavian actuarial journal
(
2018
)
2
,
pp. 109-128
Persistent link: https://www.econbiz.de/10011880831
Saved in:
6
Multivariate
geometric expectiles
Herrmann, Klaus J.
;
Hofert, Marius
;
Mailhot, Mélina
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 629-659
Persistent link: https://www.econbiz.de/10011939715
Saved in:
7
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Saved in:
8
Bonus-Malus premiums under the dependent frequency-severity modeling
Oh, Rosy
;
Shi, Peng
;
Ahn, Jae Youn
- In:
Scandinavian actuarial journal
2020
(
2020
)
3
,
pp. 172-195
Persistent link: https://www.econbiz.de/10012195040
Saved in:
9
Multi-scale causality and extreme tail inter-dependence among housing prices
Kang, Sang Hoon
;
Uddin, Mohammed Gazi Salah
;
Ahmed, Ali M.
- In:
Economic modelling
70
(
2018
),
pp. 301-309
Persistent link: https://www.econbiz.de/10012027930
Saved in:
10
A novel nonlinear value-at-risk method for modeling risk of option portfolio with
multivariate
mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
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