Search Results - subject:"Exponential Distribution"

Financial risk measures for a network of individual agents holding portfolios of light-tailed objects

Klüppelberg, Claudia; Seifert, Miriam - In: Finance and stochastics 23 (2019) 4, pp. 795-826

Persistent link: https://www.econbiz.de/10012114659

Distributional modeling of financial systemic risk and income data

Eckernkemper, Tobias - 2019

Persistent link: https://www.econbiz.de/10012021672

Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0

Goodwin, Roger L - Volkswirtschaftliche Fakultät, … - 2014

This book is a practical reference guide accompanied with an Excel Workbook. This book gives an elementary introduction of the weighted standard deviational ellipse. This book also presents the computational aspects of the weighted exponential distributions as well. For the examples given,...

Persistent link: https://www.econbiz.de/10011272699

It’s all in the interval : an imperfect measurements approach to estimate bidders’ costs in descending first price sealed bid auctions

Sundström, David - 2014

Persistent link: https://www.econbiz.de/10010426145

Estimation of continuous time models driven by Lévy Processes

Floor Brix, Anne - 2014

Persistent link: https://www.econbiz.de/10011369534

Generalized exponential records: existence of maximum likelihood estimates and its comparison with transforming based estimates

Raqab, Mohammad; Sultan, Khalaf - In: METRON 72 (2014) 1, pp. 65-76

In this paper, and based on records of a sequence of iid random variables from the generalized exponential distribution …

Persistent link: https://www.econbiz.de/10011000638

Multiple vacation policy for MX/Hk/1 queue with un-reliable server

Jain, Madhu; Sharma, Richa; Sharma, Gokul Chandra - In: Journal of Industrial Engineering International 9 (2013), pp. 1-11

for another vacation. The breakdown and repair times of the server are assumed to follow a negative exponential … distribution. By using a generating function, we derive various performance indices. The approximate formulas for the probability …

Persistent link: https://www.econbiz.de/10011551820

Short-term Relationship between Mobile Phone Rates per Rounded Minute and per Second

Chombo, Eduardo Martínez; Santillán, Salvador Flores - In: Economía Mexicana NUEVA ÉPOCA XXII (2013) 3, Cierre de época (I), pp. 319-331

second, in a context where tariffs are freely determined. We assumed profit maximizing firms and an exponential distribution …

Persistent link: https://www.econbiz.de/10010823172

Modeling passenger train delay distributions: evidence and implications

Bergström, Anna; Krüger, Niclas A. - CTS - Centre for Transport Studies Stockholm (KTH and VTI) - 2013

space and time and seem to follow a precise power law with respect to days and an exponential distribution with regard to …

Persistent link: https://www.econbiz.de/10010762018

Short-term Relationship between Mobile Phone Rates per Rounded Minute and per Second

Chombo, Eduardo Martínez; Santillán, Salvador Flores - In: Economía Mexicana NUEVA ÉPOCA XXII (2013) 3, Cierre de época (I), pp. 317-329

second, in a context where tariffs are freely determined. We assumed profit maximizing firms and an exponential distribution …

Persistent link: https://www.econbiz.de/10010723454