Search Results - subject:"Bootstrap sampling"

Technical note: bootstrap-based budget allocation for nested simulation

Zhang, Kun; Liu, Guangwu; Wang, Shiyu - In: Operations research 70 (2022) 2, pp. 1128-1142

Persistent link: https://www.econbiz.de/10013365858

Markov chain pavement deterioration prediction models for local street networks

Salman, Baris; Gursoy, Burak - In: Built Environment Project and Asset Management 12 (2022) 6, pp. 853-870

percentage of street sections that transition from one state to another within one duty cycle. Bootstrap sampling with …, this study introduces the use of bootstrap sampling with replacement method in generating confidence intervals for …

Persistent link: https://www.econbiz.de/10014677819

Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro

Azar, Samih A - In: Economics Bulletin 30 (2010) 1, pp. 157-168

This paper answers the following questions. If the Euro foreign exchange risk is given, what is the cost of eliminating such a risk? How does risk aversion affect this cost? What is the relation between the insurance premium on the Euro and this cost? Is it possible to find out the level of risk...

Persistent link: https://www.econbiz.de/10008546794

Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro

Azar, Samih A - In: Economics Bulletin 30 (2010) 1, pp. 157-168

Persistent link: https://www.econbiz.de/10008562800

Quantifying uncertainties associated with depth duration frequency curves

Mirzaei, Majid; Huang, Yuk; Lee, Teang; El-Shafie, Ahmed; … - In: Natural Hazards 71 (2014) 2, pp. 1227-1239

bootstrap sampling method and were described by a normal probability density function. Standard deviations were modeled as a …

Persistent link: https://www.econbiz.de/10010995976

Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks

Wang, Zongrun; Wang, Wuchao; Chen, Xiaohong; Jin, Yanbo; … - In: Economic Modelling 29 (2012) 6, pp. 2095-2103

, this paper puts forward a loss distribution approach (LDA) based on bootstrap sampling and piecewise-defined severity …

Persistent link: https://www.econbiz.de/10010588246

Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks

Wang, Zongrun; Wang, Wuchao; Chen, Xiaohong; Jin, Yanbo; … - In: Economic modelling 29 (2012) 6, pp. 2095-2103

Persistent link: https://www.econbiz.de/10009673862