Similar Search Results

Quadratic distance estimators for the zeta family

Doray, Louis G.; Luong, Andrew - In: Insurance: Mathematics and Economics 16 (1995) 3, pp. 255-260

Persistent link: https://www.econbiz.de/10005374809

Goodness of fit test statistics for the zeta family

Luong, Andrew; Doray, Louis G. - In: Insurance: Mathematics and Economics 19 (1996) 1, pp. 45-53

Persistent link: https://www.econbiz.de/10005375513

General quadratic distance methods for discrete distributions definable recursively

Luong, Andrew; Doray, Louis G. - In: Insurance / Mathematics & economics 30 (2002) 2, pp. 255

Persistent link: https://www.econbiz.de/10006896007

Goodness of fit test statistics for the zeta family

Luong, Andrew; Doray, Louis G. - In: Insurance / Mathematics & economics 19 (1996) 1, pp. 45-54

Persistent link: https://www.econbiz.de/10006931050

Estimators of the regression parameters of the zeta distribution

Doray, Louis G.; Arsenault, Michel - In: Insurance: Mathematics and Economics 30 (2002) 3, pp. 439-450

Persistent link: https://www.econbiz.de/10005375077

UMVUE of the IBNR reserve in a lognormal linear regression model

Doray, Louis G. - In: Insurance: Mathematics and Economics 18 (1996) 1, pp. 43-57

Persistent link: https://www.econbiz.de/10005380737

Estimators of the regression parameters of the zeta distribution

Doray, Louis G.; Arsenault, Michel - In: Insurance / Mathematics & economics 30 (2002) 3, pp. 439-450

Persistent link: https://www.econbiz.de/10006894457

Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors

Cossette, Helene; Luong, Andrew - In: Insurance: Mathematics and Economics 32 (2003) 2, pp. 281-293

Persistent link: https://www.econbiz.de/10005380644

Optimal Portfolio Problem Using Entropic Value at Risk: When the Underlying Distribution is Non-Elliptical

Firouzi, Hassan Omidi; Luong, Andrew - arXiv.org - 2014

This paper is devoted to study the optimal portfolio problem. Harry Markowitz's Ph.D. thesis prepared the ground for the mathematical theory of finance. In modern portfolio theory, we typically find asset returns that are modeled by a random variable with an elliptical distribution and the...

Persistent link: https://www.econbiz.de/10010789927

Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors

Cossette, Hélène; Luong, Andrew - In: Insurance / Mathematics & economics 32 (2003) 2, pp. 281-294

Persistent link: https://www.econbiz.de/10006890090