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  • Search: subject:"Max-stable random fields"
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Subject
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Max-stable random fields 2 Risiko 2 Risk 2 central limit theorem 2 insurance 2 max-stable random fields 2 rate of spatial diversification 2 reinsurance 2 risk management 2 risk theory 2 spatial dependence 2 spatial risk measures and corresponding axiomatic approach 2 Derivat 1 Derivative 1 Diversification 1 Diversifikation 1 Estimation theory 1 Infinitesimal perturbation analysis 1 Insurance 1 Likelihood ratio method 1 Measurement 1 Messung 1 Poisson–Voronoï tessellation 1 Portfolio selection 1 Portfolio-Management 1 Regional economics 1 Regionalökonomik 1 Reinsurance 1 Risikomanagement 1 Risikomaß 1 Risikomodell 1 Risk assessment 1 Risk management 1 Risk measure 1 Risk model 1 Robustness and sensitivity analysis 1 Räumliche Interaktion 1 Räumliche Verteilung 1 Rückversicherung 1 Schätztheorie 1
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Free 2 Undetermined 2
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Article 4
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3 Undetermined 1
Author
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Koch, Erwan 3 Robert, Christian Y. 1 Robert, Christian Yann 1
Published in...
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European journal of operational research : EJOR 1 Risks 1 Risks : open access journal 1 Statistics & Probability Letters 1
Source
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ECONIS (ZBW) 2 EconStor 1 RePEc 1
Showing 1 - 4 of 4
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Spatial risk measures and rate of spatial diversification
Koch, Erwan - In: Risks 7 (2019) 2, pp. 1-26
conditions on both the function and the max-stable field ensuring the latter properties. Max-stable random fields are relevant …
Persistent link: https://www.econbiz.de/10013200470
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Spatial risk measures and rate of spatial diversification
Koch, Erwan - In: Risks : open access journal 7 (2019) 2/52, pp. 1-26
the function and the max-stable field ensuring the latter properties. Max-stable random fields are relevant when assessing …
Persistent link: https://www.econbiz.de/10012019126
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Stochastic derivative estimation for max-stable random fields
Koch, Erwan; Robert, Christian Yann - In: European journal of operational research : EJOR 302 (2022) 2, pp. 575-588
Persistent link: https://www.econbiz.de/10013270124
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Some new classes of stationary max-stable random fields
Robert, Christian Y. - In: Statistics & Probability Letters 83 (2013) 6, pp. 1496-1503
We present two new classes of stationary max-stable random fields. For the first class, we use the spectral … distributions of both max-stable random fields and give sufficient conditions for the sample paths to be γ-Hölder continuous … of Rd to construct new max-stable random fields. We provide explicit expressions for the pairwise distribution function. …
Persistent link: https://www.econbiz.de/10011039862
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