Search Results - subject:"Expectiles"

Maier, Markus Johannes; Scherer, Matthias - In: European Actuarial Journal 16 (2026) 1, pp. 3-36

contracts can be expressed as conditional expectiles of policyholders’ true loss given a compensation-triggering incident. We …

Persistent link: https://www.econbiz.de/10015626832

Osipenko, Maria - In: EURO journal on transportation and logistics 14 (2025), pp. 1-14

specification and expectiles for the asymmetric quadratic specification. Additionally, we establish a correspondence between the …

Persistent link: https://www.econbiz.de/10015561748

Bouezmarni, Taoufik; Doukali, Mohamed; Taamouti, Abderrahim - In: Econometric reviews 43 (2024) 1, pp. 30-51

Persistent link: https://www.econbiz.de/10014486380

Bignozzi, Valeria; Merlo, Luca; Petrella, Lea - In: Insurance : mathematics and economics 116 (2024), pp. 44-50

Persistent link: https://www.econbiz.de/10015066778

Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles - In: Journal of econometrics 241 (2024) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10015075192

Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2023

Persistent link: https://www.econbiz.de/10014286699

Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2023

Persistent link: https://www.econbiz.de/10014326936

Candia Campano, Claudio; Herrera, Rodrigo - In: Journal of empirical finance 77 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014578542

Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles - 2023

Persistent link: https://www.econbiz.de/10014227990

Homburg, Annika; Weiß, Christian; Frahm, Gabriel; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10012522289

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