The following pages link to Statistics \& Risk Modeling (Q254500):
Displaying 50 items.
- Nonparametric estimation of risk measures of collective risks (Q254501) (← links)
- Time-consistency of risk measures with GARCH volatilities and their estimation (Q254504) (← links)
- On the shortfall risk control: a refinement of the quantile hedging method (Q254506) (← links)
- Exact and approximate hidden Markov chain filters based on discrete observations (Q293595) (← links)
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Implied basket correlation dynamics (Q308412) (← links)
- Change detection in the Cox-Ingersoll-Ross model (Q308414) (← links)
- Asymptotically stable dynamic risk assessments (Q308416) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Law-invariant risk measures: extension properties and qualitative robustness (Q490344) (← links)
- Constrained inference in multiple regression with structural changes (Q490346) (← links)
- Stochastic dominance with respect to a capacity and risk measures (Q490348) (← links)
- Change point test for tail index of scale-shifted processes (Q490349) (← links)
- Optimal risk allocation for convex risk functionals in general risk domains (Q490351) (← links)
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (Q1688729) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Risk related brain regions detection and individual risk classification with 3D image FPCA (Q1756030) (← links)
- Extremes for multivariate expectiles (Q1756031) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Bounds for joint portfolios of dependent risks (Q2048190) (← links)
- Time consistency of multi-period distortion measures (Q2048192) (← links)
- Stable stopping (Q2048193) (← links)
- Moderate deviations and intermediate efficiency for lack-of-fit tests (Q2048195) (← links)
- Continuous-time limits of multi-period cost-of-capital margins (Q2063033) (← links)
- On the extension property of dilatation monotone risk measures (Q2063035) (← links)
- Kernel estimation for Lévy driven stochastic convolutions (Q2063036) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- Bipolar behavior of submodular, law-invariant capacities (Q2076039) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Asymptotic properties of duration-based VaR backtests (Q2093055) (← links)
- Penalised likelihood methods for phase-type dimension selection (Q2093057) (← links)
- Multi-component stress-strength model for Weibull distribution in progressively censored samples (Q2135609) (← links)
- Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
- Fair estimation of capital risk allocation (Q2173274) (← links)
- XVA metrics for CCP optimization (Q2173275) (← links)
- Arbitrage-free interpolation of call option prices (Q2173277) (← links)
- Asymptotic results for the regression function estimate on continuous time stationary and ergodic data (Q2247934) (← links)
- A note on nonparametric estimation of bivariate tail dependence (Q2247935) (← links)
- Prediction of regionalized car insurance risks based on control variates (Q2247936) (← links)
- Stochastic orderings with respect to a capacity and an application to a financial optimization problem (Q2247937) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Multivariate risk measures in the non-convex setting (Q2291757) (← links)
- Optimal retirement planning under partial information (Q2291758) (← links)
- On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759) (← links)
- Moment based estimation of supOU processes and a related stochastic volatility model (Q2340426) (← links)
