Search Results - subject:"Exponential Distribution"

Goodness-of-fit tests for stochastic frontier models based on the characteristic function

Meintanis, Simos G.; Papadimitriou, Christos K. - In: Journal of productivity analysis : an official journal … 57 (2022) 3, pp. 285-296

Persistent link: https://www.econbiz.de/10013190857

Linking social system failures: A short note on marriage and firm failure

Zanger, Ingmar; Padhi, Sidhartha S.; Wagner, Stephan M. - In: Journal of Innovation & Knowledge (JIK) 3 (2018) 1, pp. 40-43

This study examined social system failures and sought to identify a plausible mechanism behind these failures. Stretched exponential distributions were observed for failure of marriages in the US, UK, and Germany. In addition, the study provides evidence of power laws in the failure of large...

Persistent link: https://www.econbiz.de/10011946741

A credit-risk valuation under the variance-gamma asset return

Ivanov, Roman V. - In: Risks 6 (2018) 2, pp. 1-25

exponential distribution. We suggest that the returns on stock are variance-gamma distributed. The value at risk, the expected …

Persistent link: https://www.econbiz.de/10011996616

A credit-risk valuation under the variance-gamma asset return

Ivanov, Roman V. - In: Risks : open access journal 6 (2018) 2, pp. 1-25

exponential distribution. We suggest that the returns on stock are variance-gamma distributed. The value at risk, the expected …

Persistent link: https://www.econbiz.de/10011867389

Linking social system failures : a short note on marriage and firm failure

Zanger, Ingmar; Padhi, Sidhartha S.; Wagner, Stephan M. - In: Journal of innovation & knowledge : JIK 3 (2018) 1, pp. 40-43

Persistent link: https://www.econbiz.de/10011847236

Smooth cyclically monotone interpolation and empirical center-outward distribution functions

Barrio, Eustasio del; Cuesta Albertos, Juan; Hallin, Marc; … - 2018

Persistent link: https://www.econbiz.de/10012065291

On modeling contagion in the formation of operational risk loss

Gao, Xiang; Wang, Zhan - In: The journal of operational risk 16 (2021) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10012630884

Demand and deterioration of items per unit time inventory models with shortages using genetic algorithm

Kurade, Sandesh S.; Latpate, Raosaheb - In: Journal of management analytics 8 (2021) 3, pp. 502-529

Persistent link: https://www.econbiz.de/10012622585

Quantile estimation of stochastic frontiers with the normal-exponential specification

Jradi, Samah; Parmeter, Christopher F.; Ruggiero, John - In: European journal of operational research : EJOR 295 (2021) 2, pp. 475-483

Persistent link: https://www.econbiz.de/10013205961

Ruin probability in the delayed renewal risk model perturbed by a diffusion process

Adékambi, Franck; Takouda, Essodina - In: Risk and decision analysis 8 (2021) 3/4, pp. 127-144

Persistent link: https://www.econbiz.de/10013173245