AS 99

swMATH3870MaRDI QIDQ16137FDOQ16137

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Official website: https://www.jstor.org/stable/2346692?origin=crossref&seq=1#page_scan_tab_contents

Cited In (29)

• Risk-based capital for variable annuity under stochastic interest rate
• Improved maximum likelihood estimators for the parameters of the Johnson S_B distribution
• Improving the accuracy of identifying the lognormal curve in the Johnson system
• DataSHIELD
• An integration of Taguchi’s loss function in Banerjee–Rahim model for the economic and economic statistical design of -control charts under multiple assignable causes and Weibull shock model
• Optimal portfolio positioning within generalized Johnson distributions
• Willow tree algorithms for pricing guaranteed minimum withdrawal benefits under jump-diffusion and CEV models
• Dynamic portfolio insurance strategies: risk management under Johnson distributions
• Effects of quality characteristic distributions on the integrated model of Taguchi's loss function and economic statistical design of \(\bar{X}\)-control charts by modifying the Banerjee and Rahim economic model
• Assessment of the GPC control quality using non-Gaussian statistical measures
• Non-normality effects on the economic-statistical design of \(\bar X\) charts with Weibull in-control time
• Effects of non-normality on economic and economic statistical designs of -control charts with multiple assignable causes and Weibull in-control times
• Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
• Evaluation of probability point estimate methods
• A practical method to calculate probabilities: illustrative example from the electronic industry business
• Using mixture density functions for modelling of wage distributions
• Moment matching machine learning methods for risk management of large variable annuity portfolios
• AS 100
• AS 213
• MULTILOG
• AS 192
• CreditRisk+
• mle.tools
• Johnson Curve
• Probabilistic-statistical programs from ``Applied Statistics
• A simple test for stable seasonality
• On a heavy-tailed parametric quantile regression model for limited range response variables
• Efficient risk measures calculations for generalized CreditRisk\(^+\) models
• GS-distributions: a new family of distributions for continuous unimodal variables

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