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  • Search: subject:"generalised inverse Gaussian distribution"
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Probability theory 2 Statistical distribution 2 Statistische Verteilung 2 Wahrscheinlichkeitsrechnung 2 Akaike information criterion 1 Conditional tail risk measures 1 Estimation theory 1 Generalised Hyper-Elliptical (GHE) distributions 1 Generalised Inverse Gaussian distribution 1 Kolmogorov-Smirnov statistics 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Measurement 1 Messung 1 Portfolio allocation 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Schätztheorie 1 Stochastic process 1 Stochastischer Prozess 1 Tail conditional expectation 1 Theorie 1 Theory 1 degradation model 1 gamma distribution 1 generalised inverse Gaussian distribution 1 inverse Gaussian distribution 1 maximum likelihood estimation 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Ignatieva, Ekaterina 1 Landsman, Zinoviy 1 Nagatsuka, Hideki 1 Tamaru, Leona 1
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Asian journal of management science and applications : AJMSA 1 Insurance / Mathematics & economics 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures
Ignatieva, Ekaterina; Landsman, Zinoviy - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 437-465
Persistent link: https://www.econbiz.de/10012793936
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On a stochastic degradation model based on the generalised inverse Gaussian distribution
Tamaru, Leona; Nagatsuka, Hideki - In: Asian journal of management science and applications : AJMSA 4 (2019) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10012154205
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