Search Results - subject:"Generalized lambda distribution"

Livestock Gross Margin Insurance for Dairy: Designing Margin Insurance Contracts to Account for Tail Dependence Risk

Bozic, Marin; Newton, John; Thraen, Cameron S.; Gould, … - Agricultural and Applied Economics Association - AAEA - 2012

Livestock Gross Margin Insurance for Dairy Cattle (LGM-Dairy) is a recently introduced tool for protecting average income over feed cost margins in milk production. In this paper we examine the assumptions underpinning the rating method used to determine premiums charged for LGM-Dairy insurance...

Persistent link: https://www.econbiz.de/10010881190

Aproximation with generalized lambda distribution using method of moments

Friebel, Ludvík; Friebelová, Jana - 2012

This article deals with practical problems of fitting empirical data with generalized lambda distribution. Given method …

Persistent link: https://www.econbiz.de/10011315915

When large n is not enough : distribution-free interval estimators for ratios of quantiles

Prendergast, Luke A.; Staudte, Robert G. - In: Journal of economic inequality 15 (2017) 3, pp. 277-293

Persistent link: https://www.econbiz.de/10011806621

Pricing Options on Commodity Futures: The Role of Weather and Storage

Bozic, Marin; Fortenbery, T. Randall - 2011

model for options on futures based on a Generalized Lambda Distribution (GLD) that allows greater flexibility in higher …

Persistent link: https://www.econbiz.de/10009444328

Pricing Options on Commodity Futures: The Role of Weather and Storage

Bozic, Marin; Fortenbery, T. Randall - Agricultural and Applied Economics Association - AAEA - 2011

model for options on futures based on a Generalized Lambda Distribution (GLD) that allows greater flexibility in higher …

Persistent link: https://www.econbiz.de/10009020946

Pricing Options on Commodity Futures: The Role of Weather and Storage

Bozic, Marin - Ekonomski Institut Zagreb - 2010

for options on futures based on a generalized lambda distribution (GLD) that allows greater flexibility in higher moments …

Persistent link: https://www.econbiz.de/10008784831

Minimum distance estimation of possibly noninvertible moving average models

Gospodinov, Nikolaj; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 403-417

Persistent link: https://www.econbiz.de/10011390402

Parameter estimation for the 4-parameter Asymmetric Exponential Power distribution by the method of L-moments using R

Asquith, William H. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 955-970

The implementation characteristics of two method of L-moments (MLM) algorithms for parameter estimation of the 4-parameter Asymmetric Exponential Power (AEP4) distribution are studied using the R environment for statistical computing. The objective is to validate the algorithms for general...

Persistent link: https://www.econbiz.de/10011056475

Aproximation with generalized lambda distribution using method of moments

Friebel, Ludvík; Friebelová, Jana - In: Acta Universitatis Bohemiae Meridionales 10 (2007) 1, pp. 93-96

This article deals with practical problems of fitting empirical data with generalized lambda distribution. Given method …

Persistent link: https://www.econbiz.de/10010822820

Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions

Palmitesta, Paola; Provasi, Corrado - Society for Computational Economics - SCE - 2004

distributions with specific marginals, as, for example, the generalized lambda distribution. This family of distributions can be …

Persistent link: https://www.econbiz.de/10005345347