Search results
From MaRDI portal
- Paper A new approach to risk estimation in multicriteria automatic control systems. I 2005-08-23 Paper A new approach to risk estimation in multicriteria automatic...10 bytes (18 words) - 19:47, 24 September 2023
- likelihood estimation for generalized autoregressive score models: simulations and real applications 2022-06-21 Paper Value-at-risk estimation by LS-SVR...10 bytes (18 words) - 03:40, 25 September 2023
- ExpectHill estimation, extreme risk and heavy tails 2021-02-04 Paper Beyond tail median and conditional tail expectation: Extreme risk estimation using tail...10 bytes (17 words) - 15:47, 10 December 2023
- Levels 1987-01-01 Paper Estimation of Relative Risk Under Variable Multiple Matching 1984-01-01 Paper Relative risk estimation under multiple matching...10 bytes (16 words) - 14:13, 7 October 2023
- review and application to value-at-risk estimation 2018-09-04 Paper The impact of covariance misspecification in risk-based portfolios 2017-08-25 Paper...10 bytes (16 words) - 09:44, 24 September 2023
- models and nonparametric estimation for the CTE risk measure 2009-01-16 Paper Inverse beta transformation in kernel density estimation 2008-09-29 Paper Kernel...10 bytes (17 words) - 17:48, 6 October 2023
- frequency risk models: estimation and tests for autoregressive specifications on the random effects. 2004-02-14 Paper Kernel density estimation of actuarial...10 bytes (16 words) - 22:19, 8 December 2023
- Value-at-Risk Estimation 2018-07-01 Paper The peer performance ratios of hedge funds 2018-02-01 Paper The impact of covariance misspecification in risk-based...10 bytes (13 words) - 16:32, 27 February 2024
- regression 2018-08-14 Paper Estimation of Tail Risk Based on Extreme Expectiles 2018-03-13 Paper Kernel estimation of extreme regression risk measures 2018-02-20...10 bytes (16 words) - 04:36, 9 December 2023
- Paper Estimation of production technology when the objective is to maximize return to the outlay 2011-01-28 Paper Estimation of production risk and risk...10 bytes (18 words) - 00:41, 10 December 2023
- 2015-05-22 Paper Dynamic Risk Measures within Discrete-Time Risk Models 2015-05-22 Paper Bivariate lower and upper orthant value-at-risk 2015-01-22 Paper A note...10 bytes (17 words) - 17:54, 9 December 2023
- in a nonstandard renewal risk model 2020-07-14 Paper Interplay of financial and insurance risks in dependent discrete-time risk models 2020-04-22 Paper...10 bytes (17 words) - 22:50, 10 December 2023
- Smoothed L-estimation of regression function 2009-06-16 Paper Robust estimation of dimension reduction space 2009-04-06 Paper Time Dependent Relative Risk Aversion...10 bytes (19 words) - 11:25, 8 December 2023
- Improved loss estimation for a normal mean matrix 2019-01-04 Paper Shrinkage estimation 2018-10-29 Paper A unified approach to estimation of noncentrality...10 bytes (18 words) - 22:00, 10 December 2023
- of optimal risk allocations for convex risk functionals 2009-07-29 Paper On convex risk measures on \(L^{p}\)-spaces 2009-07-06 Paper Risk Measures for...10 bytes (17 words) - 23:18, 8 December 2023
- 2010-10-15 Paper Multivariate Latent Risk: A Credibility Approach 2009-09-13 Paper Non-parametric estimation of operational risk losses adjusted for under-reporting...10 bytes (18 words) - 22:19, 8 December 2023
- 2008-11-26 Paper Low Dose Risk Estimation via Simultaneous Statistical Inferences 2007-09-07 Paper Confidence Bands for Low‐Dose Risk Estimation with Quantal Response...10 bytes (19 words) - 13:42, 7 December 2023
- Publication Date of Publication Type Robust Bayes-like estimation: rho-Bayes estimation 2021-02-26 Paper https://portal.mardi4nfdi.de/entity/Q5133497 2020-11-10...10 bytes (17 words) - 05:52, 9 December 2023
- 2015-05-22 Paper Dynamic Risk Measures within Discrete-Time Risk Models 2015-05-22 Paper Bivariate lower and upper orthant value-at-risk 2015-01-22 Paper A note...10 bytes (17 words) - 01:15, 11 December 2023
- extreme spike risk 2011-04-29 Paper Parametric estimation of a bivariate stable Lévy process 2011-04-19 Paper Multivariate models for operational risk 2010-12-15...10 bytes (17 words) - 23:04, 9 December 2023
