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  • Search: subject:"Power approximation"
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Subject
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Normal power approximation 4 Risk measures 3 Solvency regulation 3 Betriebliche Liquidität 2 Corporate liquidity 2 EU-Versicherungsrecht 2 European insurance law 2 Insurance 2 Risikomodell 2 Risk model 2 Theorie 2 Theory 2 Versicherung 2 American options 1 Black-Scholes model 1 Black-Scholes-Modell 1 Classification 1 Derivat 1 Derivative 1 Measurement 1 Messung 1 Multivariate data 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Power approximation 1 Probability density estimation 1 Probability density mapping function 1 Probability distribution mapping function 1 Regulation 1 Regulierung 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Solvency Capital Requirement 1 Solvency II 1
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Type of publication
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Article 6
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 research-article 1
Language
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English 4 Undetermined 2
Author
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Wagner, Joël 3 El Hassan, Noura 1 Jirina, Marcel 1 Kim, Heejin 1 Kim, Jeongsoo 1 Kim, Joseph H. T. 1 Maddah, Bacel 1
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Published in...
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International transactions in operational research : a journal of the International Federation of Operational Research Societies 1 Journal of Classification 1 Journal of Risk Finance 1 Journal of risk finance : the convergence of financial products and insurance 1 Scandinavian actuarial journal 1 The Journal of Risk Finance 1
Source
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ECONIS (ZBW) 3 RePEc 2 Other ZBW resources 1
Showing 1 - 6 of 6
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Power approximation for pricing American options
El Hassan, Noura; Maddah, Bacel - In: International transactions in operational research : a … 33 (2026) 1, pp. 117-142
Persistent link: https://www.econbiz.de/10015459119
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A new skewness adjustment for Solvency II SCR standard formula
Kim, Heejin; Kim, Jeongsoo; Kim, Joseph H. T. - In: Scandinavian actuarial journal 2025 (2025) 7, pp. 635-658
Persistent link: https://www.econbiz.de/10015534598
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A note on the appropriate choice of risk measures in the solvency assessment of insurance companies
Wagner, Joël - In: Journal of risk finance : the convergence of financial … 15 (2014) 2, pp. 110-130
Persistent link: https://www.econbiz.de/10010337470
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A note on the appropriate choice of risk measures in the solvency assessment of insurance companies
Wagner, Joël - In: Journal of Risk Finance 15 (2014) March, pp. 110-130
-free approach of the normal power approximation. This allows the author to derive analytical approximations of the risk measures …
Persistent link: https://www.econbiz.de/10010815055
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A note on the appropriate choice of risk measures in the solvency assessment of insurance companies
Wagner, Joël - In: The Journal of Risk Finance 15 (2014) 2, pp. 110-130
-free approach of the normal power approximation. This allows the author to derive analytical approximations of the risk measures …
Persistent link: https://www.econbiz.de/10014902115
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Utilization of singularity exponent in nearest neighbor based classifier
Jirina, Marcel; Jirina, Marcel - In: Journal of Classification 30 (2013) 1, pp. 3-29
Classifiers serve as tools for classifying data into classes. They directly or indirectly take a distribution of data points around a given query point into account. To express the distribution of points from the viewpoint of distances from a given point, a probability distribution mapping...
Persistent link: https://www.econbiz.de/10011000035
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