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  • Search: subject:"Scale function"
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Subject
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Scale function 14 Theorie 8 Theory 8 Risiko 7 Risk 7 Risikomodell 6 Risk model 6 Lévy process 5 Stochastic process 5 Stochastischer Prozess 5 Probability theory 4 Spectrally negative Lévy process 4 Wahrscheinlichkeitsrechnung 4 Actuarial mathematics 3 Banach contraction principle 3 Dividend 3 Dividende 3 Option pricing theory 3 Optionspreistheorie 3 Risikomanagement 3 Risk management 3 Versicherungsmathematik 3 q-scale function 3 spectrally negative Lévy process 3 60J70 2 60K37 2 91G05 2 Allelic partition 2 Branching process 2 Coalescent point process 2 Crump–Mode–Jagers process 2 Gerber-Shiu function 2 Infinite alleles model 2 Laplace transform 2 Linear birth–death process 2 Nonparametric scale function 2 Ruin probability 2 Splitting tree 2 Time series analysis 2 Zeitreihenanalyse 2
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Undetermined 22 Free 2
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Article 24
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Article in journal 14 Aufsatz in Zeitschrift 14 Article 1
Language
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English 15 Undetermined 9
Author
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Jiang, Zhengjun 3 Champagnat, Nicolas 2 Chen, Ping 2 Feng, Yuanhua 2 Kuang, Xuebing 2 Lambert, Amaury 2 Li, Shuanming 2 Liu, Yuxuan 2 Yamazaki, Kazutoshi 2 Zhou, Xiaowen 2 Albrecher, Hansjörg 1 Ben Salah, Zied 1 Beran, Jan 1 Bladt, Martin 1 Borovkov, Konstantin A. 1 Bäuerle, Nicole 1 Chen Zhou 1 Duhalde, Xan 1 Efromovich, Sam 1 Egami, Masahiko 1 Foucart, Clément 1 Garrido, José 1 Ghosh, Sucharita 1 He, Sang-sang 1 He, Yue 1 Jin, Can 1 Kawai, Reiichiro 1 Keller-Ressel, Martin 1 Kuznetsov, A. 1 Landriault, David 1 Leung, Tim 1 Ma, Chunhua 1 Mijatović, Aleksandar 1 Nguyen, Duy Phat 1 Peng, Juan-juan 1 Peng, X. 1 Qu, Yixin 1 Ryu, Hang 1 Shimizu, Yasutaka 1 Wang, Jian-qiang 1
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Insurance / Mathematics & economics 7 Stochastic Processes and their Applications 6 Scandinavian actuarial journal 4 International journal of forecasting 1 Journal of Productivity Analysis 1 Journal of the Operational Research Society 1 Risks 1 Risks : open access journal 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1
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ECONIS (ZBW) 14 RePEc 9 EconStor 1
Showing 21 - 24 of 24
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Splitting trees with neutral Poissonian mutations I: Small families
Champagnat, Nicolas; Lambert, Amaury - In: Stochastic Processes and their Applications 122 (2012) 3, pp. 1003-1033
We consider a neutral dynamical model of biological diversity, where individuals live and reproduce independently. They have i.i.d. lifetime durations (which are not necessarily exponentially distributed) and give birth (singly) at constant rate b. Such a genealogical tree is usually called a...
Persistent link: https://www.econbiz.de/10011064982
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On the Wiener–Hopf factorization for Lévy processes with bounded positive jumps
Kuznetsov, A.; Peng, X. - In: Stochastic Processes and their Applications 122 (2012) 7, pp. 2610-2638
the scale function. In order to illustrate possible applications, we discuss the implementation of numerical algorithms …
Persistent link: https://www.econbiz.de/10011065024
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Economic assumptions and choice of functional forms: comparison of top down and bottom up approaches
Ryu, Hang - In: Journal of Productivity Analysis 32 (2009) 1, pp. 55-62
Persistent link: https://www.econbiz.de/10005005593
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On the limit in the equivalence between heteroscedastic regression and filtering model
Efromovich, Sam - In: Statistics & Probability Letters 63 (2003) 3, pp. 239-242
The fact that signal-in-noise filtering model can serve as a prototype for nonparametric regression is well known and it is widely used in the nonparametric curve estimation theory. So far the only known examples showing that the equivalence may not hold have been about homoscedastic regressions...
Persistent link: https://www.econbiz.de/10005254259
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