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  • Search: subject:"Conditional expectation"
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Year of publication
Subject
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conditional expectation 47 Conditional expectation 37 Theorie 36 Theory 35 Statistical distribution 21 Statistische Verteilung 21 equation 20 Economic models 18 statistics 17 time series 17 Estimation theory 16 Portfolio selection 16 Portfolio-Management 16 Risiko 16 Risk 16 Schätztheorie 16 correlation 15 covariance 15 probability 15 Risikomaß 14 Risk measure 14 equations 14 Erwartungsbildung 13 Expectation formation 13 standard deviation 13 normal distribution 12 Capital income 11 Kapitaleinkommen 11 Probability theory 11 Stochastic process 11 Stochastischer Prozess 11 Wahrscheinlichkeitsrechnung 11 random variables 11 Forecasting model 10 Prognoseverfahren 10 correlations 10 forecasting 10 probabilities 10 computation 9 econometrics 9
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Online availability
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Undetermined 76 Free 44 CC license 1
Type of publication
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Article 90 Book / Working Paper 42
Type of publication (narrower categories)
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Article in journal 46 Aufsatz in Zeitschrift 46 Working Paper 9 Graue Literatur 8 Non-commercial literature 8 Arbeitspapier 6 Article 2 Hochschulschrift 2 Aufsatz im Buch 1 Book section 1 research-article 1
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Language
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English 82 Undetermined 49 French 1
Author
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Landsman, Zinoviy 8 Denuit, Michel 5 Krichene, Noureddine 4 Shushi, Tomer 4 Wu, Jong-Wuu 4 Basurto, Miguel A. Segoviano 3 Ignatieva, Ekaterina 3 Makov, Udi 3 Robert, Christian Yann 3 Addison, John T. 2 Aki, Sigeo 2 Alho, Juha M. 2 Alwan, Layth C. 2 Bailey, Ralph W. 2 Candido, Osvaldo 2 Carpio, Carlos E. 2 Frahm, Gabriel 2 Fries, Christian 2 Gaigall, Daniel 2 Göb, Rainer 2 He, Wei 2 Homburg, Annika 2 Klein, Roger W. 2 Kotchoni, Rachidi 2 Lee, Wen-Chuan 2 Matsui, Muneya 2 Mendoza, Enrique G. 2 Peiris, Shelton 2 Rostek, Stefan 2 Schöbel, Rainer 2 Shen, Chan 2 Sun, Yeneng 2 Wang, Xiaohu 2 Yao, Jing 2 Yu, Jun 2 Zapata, Samuel D. 2 Zhang, Chen 2 Addison, John T 1 Adler, Jost 1 Allen, David 1
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Institution
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International Monetary Fund (IMF) 20 EconWPA 2 Agricultural and Applied Economics Association - AAEA 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Department of Economics, Boston College 1 Department of Economics, University of Birmingham 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 International Monetary Fund 1 School of Management, Yale University 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Universität Mannheim 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen 1
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Published in...
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IMF Working Papers 20 Insurance / Mathematics & economics 11 Statistical Papers / Springer 6 Annals of the Institute of Statistical Mathematics 5 Statistics & Probability Letters 5 Insurance: Mathematics and Economics 4 Metrika 4 Astin bulletin : the journal of the International Actuarial Association 3 ASTIN bulletin : the journal of the International Actuarial Association 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Journal of Applied Statistics 2 Journal of Multivariate Analysis 2 Quantitative finance 2 Statistical Inference for Stochastic Processes 2 Stochastic Processes and their Applications 2 Tübinger Diskussionsbeiträge 2 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 1 Algorithmic Finance 1 Annals of finance 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Boston College Working Papers in Economics 1 CIRANO Working Papers 1 Computational Management Science : CMS 1 Discussion Paper 1 Discussion Papers / Department of Economics, University of Birmingham 1 Discussion paper 1 Discussion papers / Department of Economics, The University of Birmingham 1 Discussion papers / Department of Economics, University of Copenhagen 1 Econometrics 1 Econometrics : open access journal 1 Economic theory : official journal of the Society for the Advancement of Economic Theory 1 European journal of operational research : EJOR 1 Finance 1 Finance research letters 1 GEMF Working Papers 1 Game Theory and Information 1 Global business & economics review 1 International Journal of Forecasting 1 International journal of forecasting 1 Journal of Agricultural Economics Research 1
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Source
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RePEc 71 ECONIS (ZBW) 55 EconStor 5 Other ZBW resources 1
Showing 21 - 30 of 132
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Detecting and measuring nonlinearity
Kotchoni, Rachidi - In: Econometrics : open access journal 6 (2018) 3, pp. 1-27
risk factor. The proposed measure exploits the decomposition of a conditional expectation into its linear and nonlinear …
Persistent link: https://www.econbiz.de/10011887653
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A compact topology for sigma-algebra convergence
Beißner, Patrick; Tölle, Jonas M. - 2018
We propose a sequential topology on the collection of sub-sigma-algebras included in a separable probability space. We prove compactness of the conditional expectations with respect to L2-bounded random variables along sequences of sub-sigma-algebras. The varying index of measurability is...
Persistent link: https://www.econbiz.de/10011899241
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Stop-loss protection for a large P2P insurance pool
Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 100 (2021), pp. 210-233
Persistent link: https://www.econbiz.de/10012622390
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Stochastic frontier models using the Generalized Exponential distribution
Papadopoulos, Alecos - In: Journal of productivity analysis : an official journal … 55 (2021) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10012488605
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Optimal incentive-compatible insurance with background risk
Chi, Yichun; Ken Seng Tan - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 661-688
Persistent link: https://www.econbiz.de/10012523260
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The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution
Eini, Esmat Jamshidi; Khaloozadeh, Hamid - In: Insurance / Mathematics & economics 98 (2021), pp. 44-50
Persistent link: https://www.econbiz.de/10012545260
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A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures
Ignatieva, Ekaterina; Landsman, Zinoviy - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 437-465
Persistent link: https://www.econbiz.de/10012793936
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Large-loss behavior of conditional mean risk sharing
Denuit, Michel; Robert, Christian Yann - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 1093-1122
Persistent link: https://www.econbiz.de/10012307400
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Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models
Shushi, Tomer; Yao, Jing - In: Insurance / Mathematics & economics 93 (2020), pp. 178-186
Persistent link: https://www.econbiz.de/10012294094
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Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy
Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ricardas - Volkswirtschaftliche Fakultät, … - 2009
For at least a century academics and governmental researchers have been developing measures that would aid them in understanding income distributions, their differences with respect to geographic regions, and changes over time periods. It is a challenging area due to a number of reasons, one of...
Persistent link: https://www.econbiz.de/10005027120
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