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Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors

Teng, Huei-Wen - In: Computational economics 62 (2023) 3, pp. 1125-1154

Persistent link: https://www.econbiz.de/10014382887

Ruin probabilities with dependence on the number of claims within a fixed time window

Constantinescu, Corina; Dai, Suhang; Ni, Weihong; … - In: Risks : open access journal 4 (2016) 2, pp. 1-23

-form formulae. Additionally, we employ the importance sampling simulations to derive ruin probabilities, which further permit an in …

Persistent link: https://www.econbiz.de/10011507555

Group acceptance sampling plan for lifetime data using generalized Pareto distribution

Aslam, Muhammad; Ahmad, Munir; Mughal, Abdul Razzaqe - In: Pakistan journal of commerce and social sciences 4 (2010) 2, pp. 185-193

In this paper, a group acceptance sampling plan (GASP) is introduced for the situations when lifetime of the items … determined when the consumer's risk and the test termination time are specified. The proposed sampling plan is compared with the … existing sampling plan. It is concluded that the proposed sampling plan performs better than the existing plan in terms of …

Persistent link: https://www.econbiz.de/10011923267

Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo

Mitic, Peter; Hu, Jiaqi - In: The journal of operational risk 14 (2019) 4, pp. 1-42

Persistent link: https://www.econbiz.de/10012157425

Group acceptance sampling plans based on time truncated life tests for compound Weibull-exponential distribution

Yiğiter, Ayten; Hamurkaroğlu, Canan; Danacıoğlu, Nazan - In: International journal of quality & reliability management 40 (2023) 1, pp. 304-315

Persistent link: https://www.econbiz.de/10013535640

Informationsökonomische Analyse der Wirkung von Qualitätsmanagement-Zertifikaten

Vedder, Günther - In: Qualitätsmanagement in Organisationen : DIN ISO 9000 …, (pp. 51-71). 2001

Persistent link: https://www.econbiz.de/10001608736

Quality and Grading Risk

Ligon, Ethan A. - 2011

Processors, packer-shippers, integrators, and a variety of third-parties engage in a wide variety of different kinds of grading, intended to summarize quality characteristics of different kinds of foodstuffs. There are two ways in which these grading characteristics may be imperfect. First, they...

Persistent link: https://www.econbiz.de/10013128910

The effect of quality on hotel risk

Nicolau, Juan L.; Sellers, Ricardo - In: Tourism economics : the business and finance of tourism … 17 (2011) 1, pp. 39-52

Persistent link: https://www.econbiz.de/10008992192

Information signal quality and risky project evaluation in organizations : (environment, adoptability and choice-hierarchies and polyarchies)

Seber, Akin - In: International journal of economics and finance 6 (2014) 9, pp. 228-238

Persistent link: https://www.econbiz.de/10010417760

The effect of product quality uncertainty on quality-screening efforts : does the purchase frequency and procurement channel choice matter?

Kanani, Renger; Buvik, Arnt - In: International journal of procurement management 11 (2018) 4, pp. 495-517

Persistent link: https://www.econbiz.de/10011966161