Search Results - subject:"Triangles"

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Multivariate additive subordination with applications in finance

Amici, Giovanni; Ballotta, Laura; Semeraro, Patrizia - In: European journal of operational research : EJOR 321 (2025) 3, pp. 1004-1020

Persistent link: https://www.econbiz.de/10015409959

Applying state space models to stochastic claims reserving

Hendrych, Radek; Cipra, Tomáš - In: ASTIN bulletin : the journal of the International … 51 (2021) 1, pp. 267-301

Persistent link: https://www.econbiz.de/10012437283

Applying state space models to stochastic claims reserving

Hendrych, Radek; Cipra, Tomáš - In: ASTIN bulletin : the journal of the International … 51 (2021) 1, pp. 267-301

Persistent link: https://www.econbiz.de/10012437284

Valuation of non-life liabilities from claims triangles

Lindholm, Mathias; Lindskog, Filip; Wahl, Felix - In: Risks 5 (2017) 3, pp. 1-28

This paper provides a complete program for the valuation of aggregate non-life insurance liability cash flows based on claims triangle data. The valuation is fully consistent with the principle of valuation by considering the costs associated with a transfer of the liability to a so-called...

Persistent link: https://www.econbiz.de/10011996662

Valuation of non-life liabilities from claims triangles

Lindholm, Mathias; Lindskog, Filip; Wahl, Felix - In: Risks : open access journal 5 (2017) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10011688265

Finding the nearest covariance matrix : the foreign exchange market case

Minabutdinov, Aleksey; Manaev, Ilya; Bouev, Maxim - In: The journal of computational finance 24 (2020) 2, pp. 103-127

Persistent link: https://www.econbiz.de/10012543624

Why hasn't the impact of the trade war been greater?

Eichengreen, Barry - In: Journal of policy modeling : JPMOD ; a social science … 42 (2020) 4, pp. 820-828

Persistent link: https://www.econbiz.de/10012499111

A New and Very Long Proof of the Pythagoras Theorem By Way of a Proposition on Isosceles Triangles

Basu, Kaushik - Volkswirtschaftliche Fakultät, … - 2015

This paper provides a new proof of the Pythagoras Theorem on right-angled triangles via two new lemmas pertaining to …, respectively, isosceles triangles and right-angled triangles, which are of pedagogical value in themselves. …

Persistent link: https://www.econbiz.de/10011115497

Bilateral symmetry and modified Pascal triangles in Parsimonious games

Pressacco, Flavio; Plazzotta, Giacomo; Ziani, Laura - HAL - 2014

We discuss the prominent role played by bilateral symmetry and modified Pascal triangles in self twin games, a subset … unequivocally identifies and characterizes this class of games and that modified Pascal triangles describe their cardinality for …

Persistent link: https://www.econbiz.de/10010899323

The Matryoshka of homogeneous weighted majority games

Pressacco, Flavio; Ziani, Laura - 2014

Persistent link: https://www.econbiz.de/10010529550