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Model uncertainty and aggregated default probabilities : new evidence from Austria
Hofmarcher, Paul; Kerbl, Stefan; Grün, Bettina; … - In: Applied economics 46 (2014) 7/9, pp. 871-879
Persistent link: https://www.econbiz.de/10010398865
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Last night a shrinkage saved my life : economic growth, model uncertainty and correlated regressors
Hofmarcher, Paul; Crespo Cuaresma, Jesús; Grün, Bettina; … - In: Journal of forecasting 34 (2015) 2, pp. 133-144
Persistent link: https://www.econbiz.de/10011305284
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Extending composite loss models using a general framework of advanced computational tools
Grün, Bettina; Miljkovic, Tatjana - In: Scandinavian actuarial journal 2019 (2019) 8, pp. 642-660
Persistent link: https://www.econbiz.de/10012194987
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Using model averaging to determine suitable risk measure estimates
Miljkovic, Tatjana; Grün, Bettina - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 4, pp. 562-579
Persistent link: https://www.econbiz.de/10013167024
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The automated bias-corrected and accelerated bootstrap confidence intervals for risk measures
Grün, Bettina; Miljkovic, Tatjana - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 4, pp. 731-750
Persistent link: https://www.econbiz.de/10014444116