EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Generalised beta type II distribution"
Narrow search

Narrow search

Year of publication
Subject
All
Bayes-Statistik 2 Bayesian inference 2 Risikomaß 2 Risk measure 2 Statistical distribution 2 Statistische Verteilung 2 ARCH model 1 ARCH-Modell 1 Bayesian MCMC 1 Bayesian analysis 1 Beta risk 1 Betafaktor 1 CARR model 1 Capital income 1 EM algorithm 1 Estimation 1 Estimation theory 1 Forecasting model 1 Generalised beta type II distribution 1 Kapitaleinkommen 1 Loss 1 Loss distribution 1 Probability theory 1 Prognoseverfahren 1 Realised range 1 Return model 1 Schätztheorie 1 Schätzung 1 Tail conditional VaR 1 Theorie 1 Theory 1 VAR model 1 VAR-Modell 1 VaR 1 Value-at-Risk 1 Verlust 1 Wahrscheinlichkeitsrechnung 1 contaminated mixture distribution 1 generalised beta type-II distribution 1 tail conditional expectation 1
more ... less ...
Online availability
All
Undetermined 2
Type of publication
All
Article 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 2
Author
All
Chan, J. S. K. 1 Chan, Jennifer So-Kuen 1 Choy, S. T. B. 1 Kok Haur Ng 1 Landsman, Z. 1 Makov, U. E. 1 Ragell, Rachel 1
more ... less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association 1 International review of economics & finance : IREF 1
Source
All
ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
Chan, Jennifer So-Kuen; Kok Haur Ng; Ragell, Rachel - In: International review of economics & finance : IREF 61 (2019), pp. 188-212
Persistent link: https://www.econbiz.de/10012205409
Saved in:
Cover Image
Modelling insurance losses using contaminated generalised beta Type-II distribution
Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z. - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 871-904
Persistent link: https://www.econbiz.de/10011875920
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...