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  • Search: subject:"Scale matrix"
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Year of publication
Subject
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Exit problems 2 Markov additive processes 2 Markov renewal equation 2 Potential measure 2 Resolvent density 2 Scale matrix 2 Markov chain 1 Markov-Kette 1 Measurement 1 Messung 1 Multivariatet-model 1 Probability theory 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1 creative industries 1 cultural industries 1 estimation of scale matrix 1 literature review 1 mixture of distributions 1 scale matrix 1 value/scale matrix 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 3 English 1
Author
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Feng, Runhuan 2 Shimizu, Yasutaka 2 Ali, Mir 1 Joarder, Anwar 1 Morais, Ricardo 1 Pires, Bruno 1
Institution
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Faculdade de Economia e Gestão, Universidade Católica Portuguesa 1
Published in...
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Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1 Metrika 1 Working Papers de Gestão (Management Working Papers) 1
Source
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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The influence of creative industry definitions on subsector typologies
Pires, Bruno; Morais, Ricardo - Faculdade de Economia e Gestão, Universidade Católica … - 2014
framework – the Value/Scale matrix – which distinguishes four types of creative industries. In particular, we distinguish …
Persistent link: https://www.econbiz.de/10010894481
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Potential measures for spectrally negative Markov additive processes with applications in ruin theory
Feng, Runhuan; Shimizu, Yasutaka - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 11-26
The Markov additive process (MAP) has become an increasingly popular modeling tool in the applied probability literature. In many applications, quantities of interest are represented as functionals of MAPs and potential measures, also known as resolvent measures, have played a key role in the...
Persistent link: https://www.econbiz.de/10011116627
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Potential measures for spectrally negative Markov additive processes with applications in ruin theory
Feng, Runhuan; Shimizu, Yasutaka - In: Insurance / Mathematics & economics 59 (2014), pp. 11-26
Persistent link: https://www.econbiz.de/10010469191
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Estimation of the scale matrix of a multivariate t-model under entropy loss
Joarder, Anwar; Ali, Mir - In: Metrika 46 (1997) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10005155835
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