Search Results - subject:"Probabilities."

Bednarek, Peter; Franke, Günter - 2024

Probabilities of default (PDs) of loans are of central importance for financial stability. We analyze the PDs, reported …

Persistent link: https://www.econbiz.de/10015051023

Sum-of-the-parts revised: Economic regimes and flexible probabilities

Haase, Felix - 2024

the Hamilton filter as views and test the predicted regime classification, the predicted regime probabilities, and the … posterior probabilities. Finally, we link these probabilities to the realized outcomes of earnings growth and changes in the …

Persistent link: https://www.econbiz.de/10015063433

A heuristic for fat-tailed stock market returns

Welch, Ivo - In: Financial analysts journal : FAJ 80 (2024) 4, pp. 18-26

Persistent link: https://www.econbiz.de/10015195218

A note on the early warning system of change points : combination of regime switching and threshold models

Habibi, Reza - In: Financial studies 28 (2024) 2, pp. 6-18

point is changed or not. They are realizations of the Markov chain. The predictive transition probabilities are determined …

Persistent link: https://www.econbiz.de/10015065127

Climate change-related disaster risk mitigation through innovative insurance mechanism : a system dynamics model application for a case study in Latvia

Feofilovs, Maksims; Pagano, Andrea Jonathan; Vannucci, … - In: Risks : open access journal 12 (2024) 3, pp. 1-23

This study explores how the System Dynamics modeling approach can help deal with the problem of conventional insurance mechanisms by studying the feedback loops governing complex systems connected to the disaster insurance mechanism. Instead of addressing the disaster's underlying risk, the...

Persistent link: https://www.econbiz.de/10014497445