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~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
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Monte-Carlo-Simulation
Volatility
Bayes-Statistik
46
Bayesian inference
46
Theorie
42
Theory
42
Monte Carlo simulation
25
Forecasting model
13
Prognoseverfahren
13
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Avanzi, Benjamin
2
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2
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2
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2
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1
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1
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1
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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
71
Working paper
70
Computational economics
65
Econometric reviews
62
European journal of operational research : EJOR
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The journal of computational finance
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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CEMMAP working papers / Centre for Microdata Methods and Practice
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International journal of theoretical and applied finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
International journal of forecasting
39
Energy economics
38
Journal of economic dynamics & control
38
CAMA working paper series
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Economic modelling
37
The econometrics journal
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Working paper / National Bureau of Economic Research, Inc.
34
Applied economics letters
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NBER Working Paper
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Risks : open access journal
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Journal of risk and financial management : JRFM
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Finance and stochastics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Econometrics : open access journal
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Journal of forecasting
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Finance research letters
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Journal of the American Statistical Association : JASA
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Oxford bulletin of economics and statistics
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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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