Showing 1 - 10 of 464
Persistent link: https://www.econbiz.de/10012132679
Persistent link: https://www.econbiz.de/10011282830
Persistent link: https://www.econbiz.de/10012182625
Persistent link: https://www.econbiz.de/10014317144
and Expenditure survey 2005/2006conducted by Statistics South Africa and details of it are provided and discussed …Thesis (MComm (Statistics and Actuarial Science))--University of Stellenbosch, 2010. …
Persistent link: https://www.econbiz.de/10009442042
Persistent link: https://www.econbiz.de/10010241908
Accurate prediction of the frequency of extreme events is of primary importance in many financialapplications such as Value-at-Risk (VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled parametrically, while smaller risks are captured by the...
Persistent link: https://www.econbiz.de/10010533206
Persistent link: https://www.econbiz.de/10011282095
Persistent link: https://www.econbiz.de/10011317317
Persistent link: https://www.econbiz.de/10011662757