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  • Search: subject:"Poisson Process"
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Year of publication
Subject
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Poisson process 158 Stochastischer Prozess 131 Stochastic process 123 Theorie 94 Theory 88 Levy process 40 Levy-Prozess 40 Compound Poisson process 32 Option pricing theory 31 Optionspreistheorie 31 Markov chain 29 Poisson Process 29 Markov-Kette 28 Probability theory 28 Wahrscheinlichkeitsrechnung 28 Bayesian Learning 21 Estimation theory 21 Schätztheorie 21 Strategic Experimentation 21 Markov Perfect Equilibrium 20 compound Poisson process 20 Portfolio-Management 19 Spieltheorie 19 Bayesian learning 18 Risiko 18 Risk 18 poisson process 18 Two-Armed Bandit 17 Game theory 16 Portfolio selection 16 Risikomodell 16 Risk model 16 Volatilität 16 Volatility 15 Queueing theory 14 Markov perfect equilibrium 13 Statistical distribution 13 Warteschlangentheorie 13 Lernprozess 12 Risk management 12
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Online availability
All
Undetermined 240 Free 168 CC license 5
Type of publication
All
Article 307 Book / Working Paper 154 Other 4
Type of publication (narrower categories)
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Article in journal 150 Aufsatz in Zeitschrift 150 Working Paper 51 Graue Literatur 35 Non-commercial literature 35 Arbeitspapier 28 Article 9 Hochschulschrift 9 Thesis 6 research-article 4 Aufsatz im Buch 3 Book section 3 Collection of articles written by one author 2 Sammlung 2 Congress Report 1
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Language
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English 284 Undetermined 177 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 Li, Dong 5 Ling, Shiqing 5 Seo, Sang Byung 5 Wu, Shaomin 5 Brigo, Damiano 4 Caliendo, Marco 4 Campbell, John Y. 4 Gapeev, Pavel V. 4 Helmers, Roelof 4 Janczura, Joanna 4 Liang, Zhibin 4 Martin, Ian 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...
All
Annals of the Institute of Statistical Mathematics 16 European journal of operational research : EJOR 13 Insurance / Mathematics & economics 13 Metrika 11 IMF Working Papers 8 Management Science 8 Statistics & Probability Letters 8 Stochastic Processes and their Applications 8 Computational Statistics & Data Analysis 6 Insurance: Mathematics and Economics 6 Risks : open access journal 6 SFB 649 Discussion Papers 6 Statistical Inference for Stochastic Processes 6 International journal of production economics 5 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 Stochastics and Quality Control 3 The journal of operational risk 3
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Source
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RePEc 214 ECONIS (ZBW) 203 EconStor 34 BASE 7 Other ZBW resources 7
Showing 41 - 50 of 465
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Optimal dynamic information acquisition
Zhong, Weijie - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 4, pp. 1537-1582
Persistent link: https://www.econbiz.de/10013382393
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A dynamic programming approach to optimal pollution control under uncertain irreversibility : the Poisson case
Boucekkine, Raouf; Ruan, Weihua; Zou, Benteng - 2022
Persistent link: https://www.econbiz.de/10013407553
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Multivariate claim processes with rough intensities : properties and estimation
Hainaut, Donatien - In: Insurance / Mathematics & economics 107 (2022), pp. 269-287
Persistent link: https://www.econbiz.de/10013471245
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Optimal liquidation problem in illiquid markets
Sadoghi, Amirhossein; Večeř, Jan - In: European journal of operational research : EJOR 296 (2022) 3, pp. 1050-1066
Persistent link: https://www.econbiz.de/10013256904
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End-of-life inventory management problem : results and insights
Ozyoruk, Emin; Erkip, Nesim Kohen; Ararat, Çağın - In: International journal of production economics 243 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013197582
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A fluid approximation for the single-leg fare allocation problem with nonhomogeneous Poisson demand
Korkmaz, Selçuk; Kundakcioglu, O. Erhun; Sivrikaya, Orhan - In: Journal of revenue and pricing management 21 (2022) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10013163746
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Single-dimensional leg-level dynamic programming with booking-time dependent cancellation probabilities for revenue management
Hopman, Daniel; Koole, Ger M.; Mei, R. D. van der - In: International journal of revenue management : IJRM 13 (2022) 1/2, pp. 99-123
Persistent link: https://www.econbiz.de/10014227853
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Statistical arbitrage in jump-diffusion models with compound Poisson processes
Akyildirim, Erdinc; Fabozzi, Frank J.; Goncu, Ahmet; … - In: Risk management decisions and value under uncertainty, (pp. 1357-1371). 2022
Persistent link: https://www.econbiz.de/10013342121
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Simulation of Risk Processes
Burnecki, Krzysztof; Weron, Rafal - Volkswirtschaftliche Fakultät, … - 2010
This paper is intended as a guide to simulation of risk processes. A typical model for insurance risk, the so-called collective risk model, treats the aggregate loss as having a compound distribution with two main components: one characterizing the arrival of claims and another describing the...
Persistent link: https://www.econbiz.de/10008681013
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The role of jumps and options in the risk premia of interest rates
Lund, Bruno - In: Brazilian review of econometrics : BRE ; the review of … 38 (2018) 2, pp. 263-285
Persistent link: https://www.econbiz.de/10012129514
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