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  • Search: subject:"increments"
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Year of publication
Subject
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increments 4 moments 3 net force of interest 3 Hurst exponents 2 Lundberg-type bounds 2 Markov processes 2 Nonstationary increments 2 Processes with independent increments 2 age process 2 aggregate discounted claims 2 autocorrelations 2 bid increments 2 eBay 2 efficient market hypothesis 2 electronic auctions 2 fat tails 2 martingales 2 pricing rule 2 risk measures 2 scaling 2 stationary and nonstationary increments 2 stochastic ordering 2 Age process 1 Auction 1 Auction theory 1 Auctions with discrete increments 1 Auktion 1 Auktionstheorie 1 Canada 1 Changement technique 1 Characteristic function 1 Cumulative generating function 1 Discounting 1 Diskontierung 1 Dominance 1 E-commerce 1 ERA15 reanalysis 1 Electricity markets 1 Electronic Commerce 1 Finite-time ruin probabilities 1
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Online availability
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Free 20
Type of publication
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Book / Working Paper 13 Article 7
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Article 2
Language
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English 10 Undetermined 10
Author
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Bassler, Kevin E. 5 McCauley, Joseph L. 5 Gunaratne, Gemunu H. 4 Léveillé, Ghislain 3 Côté, Victor 2 Hickman, Brent R. 2 Hubbard, Timothy P. 2 Mitric, Ilie-Radu 2 Paarsch, Harry J. 2 Alpert, Pinhas 1 Baharad, Anat 1 Biard, Romain 1 Colino, Jesús P. 1 Feeney, Griffith 1 Goutte, Stéphane 1 Gravel, Nicolas 1 Gunaratne, Gemunu h. 1 Hirsch-Eshkol, Tali 1 JOUNEAU-SION, Frédéric 1 Lamy, Laurent 1 Lefèvre, Claude 1 Lewis, Alan L. 1 Loisel, Stéphane 1 Magdalou, Brice 1 Mitric, Ilie Radu 1 Moyes, Patrick 1 Oudjane, Nadia 1 Russo, Francesco 1 TORRES, Olivier 1 Tremblay, Pierre J. 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 HAL 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Finance Press 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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MPRA Paper 5 AMSE Working Papers 1 CIRANO Working Papers 1 CORE Discussion Papers 1 Demographic Research 1 Economics Papers from University Paris Dauphine 1 Land 1 Post-Print / HAL 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Related articles 1 Risks 1 Risks : open access journal 1 Scandinavian actuarial journal 1 Statistics and Econometrics Working Papers 1 Working Papers / HAL 1
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Source
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RePEc 15 ECONIS (ZBW) 3 EconStor 2
Showing 1 - 10 of 20
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Conditional increments of aggregate discounted claims with a trend
Léveillé, Ghislain; Mitric, Ilie Radu - In: Scandinavian actuarial journal 2023 (2023) 4, pp. 388-410
Persistent link: https://www.econbiz.de/10014336395
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Effects of the age process on aggregate discounted claims
Léveillé, Ghislain; Mitric, Ilie-Radu; Côté, Victor - In: Risks 6 (2018) 4, pp. 1-17
raw and joint moments, the moment generating function and the distribution function of the increments of compound renewal …
Persistent link: https://www.econbiz.de/10011996647
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Effects of the age process on aggregate discounted claims
Léveillé, Ghislain; Mitric, Ilie-Radu; Côté, Victor - In: Risks : open access journal 6 (2018) 4, pp. 1-17
raw and joint moments, the moment generating function and the distribution function of the increments of compound renewal …
Persistent link: https://www.econbiz.de/10011906226
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Identification and estimation of a bidding model for electronic auctions
Hickman, Brent R.; Hubbard, Timothy P.; Paarsch, Harry J. - In: Quantitative Economics 8 (2017) 2, pp. 505-551
Because of discrete bid increments, bidders at electronic auctions engage in shading instead of revealing their …
Persistent link: https://www.econbiz.de/10011995496
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Identification and estimation of a bidding model for electronic auctions
Hickman, Brent R.; Hubbard, Timothy P.; Paarsch, Harry J. - In: Quantitative economics : QE ; journal of the … 8 (2017) 2, pp. 505-551
Because of discrete bid increments, bidders at electronic auctions engage in shading instead of revealing their …
Persistent link: https://www.econbiz.de/10011801575
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Ranking Distributions of an Ordinal Attribute
Gravel, Nicolas; Magdalou, Brice; Moyes, Patrick - 2014
sequence of two elementary operations: increments of the attribute and the so-called Hammond transfer. The later transfer is …
Persistent link: https://www.econbiz.de/10011076202
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Investigation of the Dominant Factors Influencing the ERA15 Temperature Increments at the Subtropical and Temperate Belts with a Focus over the Eastern Mediterranean Region
Hirsch-Eshkol, Tali; Baharad, Anat; Alpert, Pinhas - In: Land 3 (2014) 3, pp. 1015-1036
, anthropogenic and/or natural, on the ERA15 temperature increments. The 5 factors that are defined as predictors are: topography …/land cover data and of NDVI trends during 1982 and 1991. The increment analysis updates of temperature, increments analysis … near-surface factors over the East Mediterranean (EM), which explains up to 20% of the temperature increments in January at …
Persistent link: https://www.econbiz.de/10011029725
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Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets
Russo, Francesco; Oudjane, Nadia; Goutte, Stéphane - Université Paris-Dauphine (Paris IX) - 2013
We consider the discretized version of a (continuous-time) two-factor model introduced by Benth and coauthors for the electricity markets. For this model, the underlying is the exponent of a sum of independent random variables. We provide and test an algori thm, which is based on the celebrated...
Persistent link: https://www.econbiz.de/10011082464
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Ascending auctions: some impossibility results and their resolutions with final price discounts
Lamy, Laurent - HAL - 2009
valuations. We investigate related issues when strictly positive increments have to be used under general continuous valuations. …
Persistent link: https://www.econbiz.de/10010738984
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New stochastic processes to model interest rates : LIBOR additive processes
Colino, Jesús P. - Departamento de Estadistica, Universidad Carlos III de … - 2008
process with independent increments, continuous in probability but with discontinuous trajectories, and having "càdlàg" sample …
Persistent link: https://www.econbiz.de/10005417114
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