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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Risiko"
~subject:"Volatility"
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Monte-Carlo-Simulation
Risiko
Volatility
Bayes-Statistik
46
Bayesian inference
46
Theorie
42
Theory
42
Monte Carlo simulation
25
Forecasting model
13
Prognoseverfahren
13
Statistical distribution
13
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13
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11
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Avanzi, Benjamin
2
Peters, Gareth W.
2
Plat, Richard
2
Targino, Rodrigo S.
2
Wong, Bernard
2
Yang, Xinda
2
Alfonsi, Aurélien
1
Baumgartner, Carolin
1
Başoğlu, İsmail
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Bee, Marco
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Bhattacharyya, Dhrubasish
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Broeders, Dirk W. G. A.
1
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1
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1
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1
Delsing, G. A.
1
Dingeç, Kemal Dinçer
1
Dong, Alice X. D.
1
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1
Floryszczak, Anthony
1
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1
Khan, Ruhul Ali
1
Kleinow, Torsten
1
Kogure, Atsuyuki
1
Kohn, Robert
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Insurance / Mathematics & economics
Journal of econometrics
152
Discussion paper / Tinbergen Institute
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Economics letters
72
Working paper
71
European journal of operational research : EJOR
68
Computational economics
66
Econometric reviews
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
The journal of computational finance
55
Applied economics
54
Journal of applied econometrics
53
CEMMAP working papers / Centre for Microdata Methods and Practice
52
Quantitative finance
45
International journal of theoretical and applied finance
44
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
International journal of forecasting
40
Energy economics
39
Journal of economic dynamics & control
39
CAMA working paper series
38
Economic modelling
38
The econometrics journal
35
Working paper / National Bureau of Economic Research, Inc.
35
Applied economics letters
34
Risks : open access journal
34
Journal of risk and financial management : JRFM
32
NBER Working Paper
32
NBER working paper series
31
Finance and stochastics
29
Journal of forecasting
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Econometrics : open access journal
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Working papers
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International journal of production research
25
Finance research letters
24
Journal of the American Statistical Association : JASA
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
Econometric Institute research papers
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1
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
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:
5
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:
6
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:
7
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
Saved in:
8
Bayesian nonparametric regression models for modeling and predicting healthcare claims
Richardson, Robert
;
Hartman, Brian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011944089
Saved in:
9
A comparative study of pricing approaches for longevity instruments
Leung, Melvern
;
Fung, Man Chung
;
O'Hare, Colin
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 95-116
Persistent link: https://www.econbiz.de/10011929842
Saved in:
10
Bayesian mortality forecasting with overdispersion
Wong, Jackie S. T.
;
Forster, Jonathan J.
;
Smith, Peter W. F.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 206-221
Persistent link: https://www.econbiz.de/10011944142
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