The following pages link to AS 99 (Q16137):
Displayed 21 items.
- Using mixture density functions for modelling of wage distributions (Q314609) (← links)
- Non-normality effects on the economic-statistical design of \(\bar X\) charts with Weibull in-control time (Q852966) (← links)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
- Probabilistic-statistical programs from ``Applied Statistics'' (Q918058) (← links)
- GS-distributions: a new family of distributions for continuous unimodal variables (Q959362) (← links)
- A simple test for stable seasonality (Q1345558) (← links)
- Dynamic portfolio insurance strategies: risk management under Johnson distributions (Q1615814) (← links)
- Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
- Evaluation of probability point estimate methods (Q1893718) (← links)
- Assessment of the GPC control quality using non-Gaussian statistical measures (Q2011898) (← links)
- On a heavy-tailed parametric quantile regression model for limited range response variables (Q2184419) (← links)
- Optimal portfolio positioning within generalized Johnson distributions (Q4555123) (← links)
- Effects of quality characteristic distributions on the integrated model of Taguchi's loss function and economic statistical design of -control charts by modifying the Banerjee and Rahim economic model (Q4563494) (← links)
- 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 (Q4606456) (← links)
- EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS (Q4994445) (← links)
- Effects of non-normality on economic and economic statistical designs of -control charts with multiple assignable causes and Weibull in-control times (Q5084978) (← links)
- Improved maximum likelihood estimators for the parameters of the Johnson <i>S<sub>B</sub></i> distribution (Q5086303) (← links)
- Improving the accuracy of identifying the lognormal curve in the Johnson system (Q5088045) (← links)
- A practical method to calculate probabilities: illustrative example from the electronic industry business (Q5138587) (← links)
- RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE (Q5140086) (← links)
- Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models (Q5235461) (← links)