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  • Search: subject:"Poisson Process"
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Year of publication
Subject
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Poisson process 164 Stochastischer Prozess 140 Stochastic process 132 Theorie 99 Theory 93 Levy process 43 Levy-Prozess 43 Compound Poisson process 33 Option pricing theory 32 Optionspreistheorie 32 Markov chain 30 Markov-Kette 29 Poisson Process 29 Probability theory 29 Wahrscheinlichkeitsrechnung 29 Estimation theory 23 Schätztheorie 23 Bayesian Learning 21 Portfolio-Management 21 Strategic Experimentation 21 compound Poisson process 21 Markov Perfect Equilibrium 20 Risiko 19 Risk 19 Spieltheorie 19 Bayesian learning 18 Portfolio selection 18 poisson process 18 Two-Armed Bandit 17 Game theory 16 Risikomodell 16 Risk model 16 Volatilität 16 Queueing theory 15 Volatility 15 Warteschlangentheorie 14 Lernprozess 13 Markov perfect equilibrium 13 Risk management 13 Statistical distribution 13
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Online availability
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Undetermined 244 Free 173 CC license 6
Type of publication
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Article 314 Book / Working Paper 156 Other 4
Type of publication (narrower categories)
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Article in journal 161 Aufsatz in Zeitschrift 161 Working Paper 51 Graue Literatur 35 Non-commercial literature 35 Arbeitspapier 28 Article 9 Hochschulschrift 9 Thesis 6 Aufsatz im Buch 3 Book section 3 Collection of articles written by one author 2 Sammlung 2 Congress Report 1 research-article 1
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Language
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English 294 Undetermined 176 French 3 German 1
Author
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Rady, Sven 27 Keller, Godfrey 19 Winkelmann, Rainer 12 Burnecki, Krzysztof 9 Klein, Nicolas 9 Sennewald, Ken 9 Wälde, Klaus 7 Baetschmann, Gregori 6 Klein, Nicolas Alexandre 6 Campbell, John Y. 5 Li, Dong 5 Ling, Shiqing 5 Martin, Ian 5 Seo, Sang Byung 5 Wu, Shaomin 5 Brigo, Damiano 4 Caliendo, Marco 4 Gapeev, Pavel V. 4 Helmers, Roelof 4 Janczura, Joanna 4 Liang, Zhibin 4 Wachter, Jessica 4 Weron, Rafal 4 Yu, Ping 4 Albrecher, Hansjörg 3 Beran, Jan 3 Cripps, Martin W. 3 El-Bachir, Naoufel 3 Giuricich, Mario Nicoló 3 Krichene, Noureddine 3 Ocker, Dirk 3 Zhao, Xia 3 Zhou, Ming 3 Aggarwal, Anu Gupta 2 Aguilera, A. 2 Arts, Joachim 2 Assareh, Hassan 2 Ayough, Ashkan 2 Azcue, Pablo 2 Bai, Lihua 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 11 International Monetary Fund (IMF) 8 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 6 C.E.P.R. Discussion Papers 3 HAL 3 Henley Business School, University of Reading 3 National Bureau of Economic Research 3 CESifo 2 Department of Economics, Boston University 2 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Econometric Society 2 Fakultät Wirtschaftswissenschaften, Technische Universität Dresden 2 Forschungsbasierte Infrastruktureinrichtung "Sozio-oekonomisches Panel (SOEP)", DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 2 Judge Institute of Management Studies 2 Agricultural and Applied Economics Association - AAEA 1 Anderson Graduate School of Management, University of California-Los Angeles (UCLA) 1 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Department of Economics, Adam Smith Business School 1 Department of Economics, University of Munich 1 Department of Economics, University of Oxford 1 Department of Economics, University of Texas-Austin 1 Department of Economics, University of Waterloo 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Ehrvervøkonomisk Institut, Institut for Økonomi 1 European Association of Agricultural Economists - EAAE 1 Facoltà di Economia, Università degli Studi dell'Insubria 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Finance Discipline Group, Business School 1 Graduate School of Economics, Hitotsubashi University 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institute for the Study of Labor (IZA) 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 International Centre for Economic Research (ICER) 1 Istituto Nazionale di Statistica (ISTAT) 1
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Published in...
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Annals of the Institute of Statistical Mathematics 16 European journal of operational research : EJOR 13 Insurance 13 Metrika 11 IMF Working Papers 8 Management Science 8 Statistics & Probability Letters 8 Stochastic Processes and their Applications 8 Risks : open access journal 7 Computational Statistics & Data Analysis 6 Insurance: Mathematics and Economics 6 International journal of production economics 6 SFB 649 Discussion Papers 6 Statistical Inference for Stochastic Processes 6 MPRA Paper 5 Opsearch : journal of the Operational Research Society of India 5 Physica A: Statistical Mechanics and its Applications 5 Theoretical Economics 5 Computational Statistics 4 Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 4 Discussion papers / Governance and the Efficiency of Economic Systems 4 Dresden Discussion Paper Series in Economics 4 European Journal of Operational Research 4 INFORMS journal on computing : JOC 4 Operations research letters 4 Risks 4 SFB/TR 15 Discussion Paper 4 SOEPpapers on Multidisciplinary Panel Data Research 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 Asia-Pacific Financial Markets 3 CEPR Discussion Papers 3 Finance research letters 3 ICMA Centre Discussion Papers in Finance 3 International journal of production research 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Mathematical Methods of Operations Research 3 Operations research 3 Quality & Quantity: International Journal of Methodology 3 The journal of operational risk 3 Theoretical economics : TE ; an open access journal in economic theory 3
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Source
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ECONIS (ZBW) 216 RePEc 214 EconStor 34 BASE 7 Other ZBW resources 3
Showing 11 - 20 of 474
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Is accumulation risk in cyber methodically underestimated?
Zeller, Gabriela; Scherer, Matthias - In: European Actuarial Journal 14 (2024) 3, pp. 711-748
Many insurers have started to underwrite cyber in recent years. In parallel, they developed their first actuarial models to cope with this new type of risk. On the portfolio level, two major challenges hereby are the adequate modelling of the dependence structure among cyber losses and the lack...
Persistent link: https://www.econbiz.de/10015393846
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A continuous-review retrial inventory system with repair options for defective items
Sivadasan, Saranyadas; Lawrence, Shophia - In: Operational research : an international journal 26 (2026) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10015593450
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Resilience assessment of mobile emergency generator-assisted distribution networks : a stochastic geometry approach
Ren, Chenhao; Liu, Rong-Peng; Yin, Wenqian; Long, Qinfei; … - In: Journal of economy and technology 1 (2023), pp. 48-74
Escalation of extreme weather events represents substantial threat to power system infrastructure. Mobile emergency generators (MEGs) can form part of a flexible restoration strategy against such destructive events. However, with continued expansion of distribution networks, quantification of...
Persistent link: https://www.econbiz.de/10014555502
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A note on a modified Parisian ruin concept
Cheung, Eric C. K.; Wong, Jeff T. Y. - In: Risks : open access journal 11 (2023) 3, pp. 1-15
Traditionally, Parisian ruin is said to occur when the insurer's surplus process has stayed below level zero continuously for a certain grace period. Inspired by this concept, in this paper we propose a modification by assuming that once a grace period has been granted when the surplus becomes...
Persistent link: https://www.econbiz.de/10014246393
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Reliability modeling of weighted k-out-of-n systems exposed to external shocks
Lorvand, Hamed; Zarezadeh, Somayeh - In: Top : an official journal of the Spanish Society of … 33 (2025) 1, pp. 133-160
Persistent link: https://www.econbiz.de/10015441053
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Sustainability in a risky world
Campbell, John Y.; Martin, Ian - In: American Economic Review Insights 7 (2025) 2, pp. 196-212
Persistent link: https://www.econbiz.de/10015443887
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Asymptotics for fractional processes
Davidson, James E. H. - 2025
Persistent link: https://www.econbiz.de/10015423358
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A framework for analyzing the periodically-observed time-homogeneous Poisson process
Hornberger, Zachary T.; King, Douglas M.; Jacobson, … - In: Journal of the Operational Research Society 76 (2025) 12, pp. 2532-2547
Persistent link: https://www.econbiz.de/10015552140
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Modeling and pricing credit risk with a focus on recovery risk
Liu, Haibo; Tang, Qihe - In: Journal of banking and finance 170 (2025), pp. 1-16
Persistent link: https://www.econbiz.de/10015558428
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Asymptotics for fractional processes
Davidson, James E. H. - 2025
Persistent link: https://www.econbiz.de/10015590090
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