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Computation of Compound Distributions I: Aliasing Errors and Exponential Tilting

Grübel, Rudolf; Hermesmeier, Renate - 1999

Numerical evaluation of compound distributions is one of the centralnumerical tasks in insurance mathematics. Two widely used techniques are Panjer recursion and transform methods...

Persistent link: https://www.econbiz.de/10005847155

The MIDAS Touch: Mixed Data Sampling Regression Models

Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen - Centre Interuniversitaire de Recherche en Analyse des … - 2004

We introduce Mixed Data Sampling (henceforth MIDAS) regression models. The regressions involve time series data sampled at different frequencies. Technically speaking MIDAS models specify conditional expectations as a distributed lag of regressors recorded at some higher sampling frequencies. We...

Persistent link: https://www.econbiz.de/10005100755

A simple method for dealing with aliasing in experimental design

Al‐Ghamdi, Khalid A. - In: International Journal of Quality & Reliability Management 30 (2013) 8, pp. 877-896

Purpose – The aim of this paper is to proposes a simple and unified method for generating the aliasing pattern of two …‐ and three‐level fractional factorial designs be they regular or non‐regular. The paper also demonstrates how the aliasing … patterns obtained using the postulated method can be used to render the main measures of aliasing severity. Design …

Persistent link: https://www.econbiz.de/10014802363