Search Results - subject:"inverse gaussian"

Modeling sustainable development of cryptocurrencies by a fractional pure-jump process in DEA framework

Modarresi, Navideh; Darvishi, Moshtagh; Banihashemi, … - In: International journal of economic sciences : IJES 14 (2025) 1, pp. 108-122

Persistent link: https://www.econbiz.de/10015407067

Using contingent behaviour analysis to estimate benefits from coral reefs in Kume Island, Japan : a Poisson-inverse Gaussian approach with on-site correction

Nohara, Katsuhito; Narukawa, Masaki; Hibiki, Akira - In: The Australian journal of agricultural and resource … 68 (2024) 4, pp. 752-768

Persistent link: https://www.econbiz.de/10015137934

Stochastic modeling of wind derivatives with application to the Alberta energy market

Warunasinghe, Sudeesha; Sviščuk, Anatolij - In: Risks : open access journal 12 (2024) 2, pp. 1-26

) and normal inverse Gaussian (NIG) processes, while wind speed and power series will be modeled with an Ornstein …

Persistent link: https://www.econbiz.de/10014497409

Value-at-Risk effectiveness : a high-frequency data approach with semi-heavy tails

Contreras-Valdez, Mario Ivan; Sahu, Sonal; … - In: Risks : open access journal 12 (2024) 3, pp. 1-23

-at-Risk (VaR) for a uniformly weighted portfolio of cryptocurrencies, employing the bivariate Normal Inverse Gaussian distribution … endorsement of the Normal Inverse Gaussian distribution as a potent model for risk measurement, particularly in the domain of high …

Persistent link: https://www.econbiz.de/10014497426

Survival energy models for mortality prediction and future prospects

Shimizu, Yasutaka; Shirai, Kana; Kojima, Yuta; Mitsuda, … - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 377-391

Persistent link: https://www.econbiz.de/10014320272

Cyber risk modeling : a discrete multivariate count process approach

Lu, Yang; Zhang, Jinggong; Zhu, Wenjun - In: Scandinavian actuarial journal 2024 (2024) 6, pp. 625-655

Persistent link: https://www.econbiz.de/10015052473

Option pricing with dynamic conditional skewness

Liang, Fang; Du, Lingshan - In: The journal of futures markets 44 (2024) 7, pp. 1154-1188

Persistent link: https://www.econbiz.de/10014553957

Remaining useful life prediction for two-phase degradation model based on reparameterized inverse Gaussian process

Zhuang, Liangliang; Xu, Ancha; Wang, Yijun; Tang, Yincai - In: European journal of operational research : EJOR 319 (2024) 3, pp. 877-890

Persistent link: https://www.econbiz.de/10015085065

Decomposing duration dependence in a stopping time model

Alvarez, Fernando; Borovičková, Katarína; Shimer, Robert - In: The review of economic studies : RES 91 (2024) 6, pp. 3151-3189

Persistent link: https://www.econbiz.de/10015359367

An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount

Tzougas, George; Jeong, Himchan - In: Risks 9 (2021) 1, pp. 1-17

This article presents the Exponential-Generalized Inverse Gaussian regression model with varying dispersion and shape …

Persistent link: https://www.econbiz.de/10013200689