EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"parameter risk"
Narrow search

Narrow search

Year of publication
Subject
All
parameter risk 5 Risiko 3 Risikomanagement 3 Risk 3 Risk management 3 Hedging 2 Lévy process 2 Portfolio selection 2 Portfolio-Management 2 Risikomaß 2 Risk measure 2 Theorie 2 Theory 2 capital 2 capital allocation 2 capital determination 2 diversification 2 fan charts 2 homogeneous 2 insurance 2 insurance pricing 2 longevity risk 2 mortality 2 risk measure 2 risk theory 2 Actuarial mathematics 1 Correlation 1 Credit derivative 1 Credit risk 1 Derivat 1 Derivative 1 Electric power industry 1 Electricity 1 Electricity price 1 Elektrizität 1 Elektrizitätswirtschaft 1 Estimation 1 Estimation theory 1 Großbritannien 1 Insolvency 1
more ... less ...
Online availability
All
Free 6
Type of publication
All
Article 4 Book / Working Paper 2
Type of publication (narrower categories)
All
Article 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Hochschulschrift 2 Non-commercial literature 2
Language
All
English 6
Author
All
Blake, David 2 Dowd, Kevin 2 Mildenhall, Stephen J. 2 Cairns, Andrew 1 Cairns, Andrew J. G. 1 Dierkes, Maik 1 Harms, Cord 1 Rösch, Daniel 1 Schmelzle, Martin 1
more ... less ...
Institution
All
Gottfried Wilhelm Leibniz Universität Hannover 1 Universität Duisburg-Essen 1
Published in...
All
Risks 2 Risks : open access journal 2
Source
All
ECONIS (ZBW) 4 EconStor 2
Showing 1 - 6 of 6
Cover Image
Correlated default and parameter risk
Schmelzle, Martin - 2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
Cover Image
Actuarial geometry
Mildenhall, Stephen J. - In: Risks 5 (2017) 2, pp. 1-44
that Lévy process-based models provide a better fit to the US statutory accounting data, and identifies how parameter risk … insurance parameter risk. …
Persistent link: https://www.econbiz.de/10011996651
Saved in:
Cover Image
Actuarial geometry
Mildenhall, Stephen J. - In: Risks : open access journal 5 (2017) 2, pp. 1-44
that Lévy process-based models provide a better fit to the US statutory accounting data, and identifies how parameter risk … insurance parameter risk. …
Persistent link: https://www.econbiz.de/10011687307
Saved in:
Cover Image
Application of structural electricity models : from parameter estimation and parameter risk to an implied hedging framework
Harms, Cord - 2017
Persistent link: https://www.econbiz.de/10012659421
Saved in:
Cover Image
The myth of Methuselah and the uncertainty of death: The mortality fan charts
Dowd, Kevin; Blake, David; Cairns, Andrew J. G. - In: Risks 4 (2016) 3, pp. 1-7
This paper uses mortality fan charts to illustrate prospective future male mortality. These fan charts show both the most likely path of male mortality and the bands of uncertainty surrounding that path. The fan charts are based on a model of male mortality that is known to provide a good fit to...
Persistent link: https://www.econbiz.de/10011709560
Saved in:
Cover Image
The myth of Methuselah and the uncertainty of death : the mortality fan charts
Dowd, Kevin; Blake, David; Cairns, Andrew - In: Risks : open access journal 4 (2016) 3, pp. 1-7
This paper uses mortality fan charts to illustrate prospective future male mortality. These fan charts show both the most likely path of male mortality and the bands of uncertainty surrounding that path. The fan charts are based on a model of male mortality that is known to provide a good fit to...
Persistent link: https://www.econbiz.de/10011507620
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...