Search Results - subject:"log normal"

Dirichlet process log skew-normal mixture with a missing-at-random-covariate in insurance claim analysis

Kim, Minkun; Lindberg, David; Crane, Martin; … - In: Econometrics : open access journal 11 (2023) 4, pp. 1-32

-dependent Dirichlet process mixture, log-normal convolution, and missing covariate imputation. As a generative approach, our framework …

Persistent link: https://www.econbiz.de/10014507911

Modelling the downside risk potential of mutual fund returns

Kumaran, Sunitha - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-32

standard approaches (student-t-distribution, log normal, historical simulation) and sophisticated volatility models (EWMA …

Persistent link: https://www.econbiz.de/10015074012

Modelling the downside risk potential of mutual fund returns

Kumaran, Sunitha - In: Cogent economics & finance 10 (2022) 1, pp. 1-32

standard approaches (student-t-distribution, log normal, historical simulation) and sophisticated volatility models (EWMA …

Persistent link: https://www.econbiz.de/10013462061

Comparing ask and transaction prices in the Swiss housing market

Ardila, Diego; Ahmed, Ahmed; Sornette, Didier - In: Quantitative finance and economics 5 (2021) 1, pp. 67-93

Persistent link: https://www.econbiz.de/10012586941

Polarisation and poverty reduction in Africa : the devil is in the choice of equivalence relation

Partridge, Fraser C. - 2021

Persistent link: https://www.econbiz.de/10012429888

Comparing particulate matter dispersion in Thailand using the Bayesian Confidence Intervals for ratio of coefficients of variation

Warisa Thangjai; Suparat Niwitpong - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 41-60

high dispersion of PM is measured by a coefficient of variation of log-normal distribution. Since the log-normal … for the ratio of coefficients of variation of two log-normal distributions constructed using the Bayesian approach. These …

Persistent link: https://www.econbiz.de/10012655741

On market share drivers in the Swiss mandatory health insurance sector

Daily-Amir, Dalit; Albrecher, Hansjörg; Bladt, Martin; … - In: Risks 7 (2019) 4, pp. 1-25

In the mandatory health insurance market in Switzerland, a range of insurers offer policies that differ in characteristics like premium and service level while benefits are the same and regulated by law. In this paper, we give an overview of the market and analyse the relationship between...

Persistent link: https://www.econbiz.de/10013200532

On market share drivers in the Swiss mandatory health insurance sector

Daily-Amir, Dalit; Albrecher, Hansjörg; Bladt, Martin; … - In: Risks : open access journal 7 (2019) 4/114, pp. 1-25

Persistent link: https://www.econbiz.de/10012127771

Misspecification tests for log-normal and over-dispersed poisson chain-ladder models

Harnau, Jonas - In: Risks 6 (2018) 2, pp. 1-25

accident year effects do not vary across development years and vice versa. The log-normal chain-ladder model makes similar … for the log-normal model are valid in finite samples, those for the over-dispersed Poisson model are derived for large …

Persistent link: https://www.econbiz.de/10011996583

Volatility is log-normal: But not for the reason you think

Tegnér, Martin; Poulsen, Rolf - In: Risks 6 (2018) 2, pp. 1-16

It is impossible to discriminate between the commonly used stochastic volatility models of Heston, log-normal, and 3 …-reverting log-normal model. …

Persistent link: https://www.econbiz.de/10011996604

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