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Statistical estimation for some dividend problems under the compound poisson risk model

Xie, Jiayi; Zhang, Zhimin - In: Insurance / Mathematics & economics 95 (2020), pp. 101-115

Persistent link: https://www.econbiz.de/10012419256

An empirical study on the statistical properties of Romanian emerging stock market RASDAQ

Gligor, Mircea - In: International journal of theoretical and applied finance 7 (2004) 6, pp. 723-739

Persistent link: https://www.econbiz.de/10002200662

Are residual economic relationships normally distributed? : testing an assumption of neoclassical economics

Bundt, Thomas P.; Murphy, Robert P. - In: The review of Austrian economics 21 (2008) 4, pp. 329-340

Persistent link: https://www.econbiz.de/10003797862

Testing constant serial dynamics in two-step risk inference for longitudinal actuarial data

Fung, Tsz Chai; Li, Yinhuan; Peng, Liang; Qian, Linyi - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 4, pp. 861-881

Persistent link: https://www.econbiz.de/10015189603

Pricing of unemployment insurance products with doubly stochastic Markov chains

Biagini, Francesca; Widenmann, Jan - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10009624472

Actuarial applications and estimation of extended CreditRisk+

Hirz, Jonas; Schmock, Uwe; Shevchenko, Pavel V. - In: Risks : open access journal 5 (2017) 2, pp. 1-29

We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov chain Monte Carlo (MCMC) is used for parameter estimation....

Persistent link: https://www.econbiz.de/10011643397