Works matching DE "RISK -- Mathematical models"

Results: 74

THE FINITE-TIME RUIN PROBABILITY FOR AN INHOMOGENEOUS RENEWAL RISK MODEL.

Published in:

Journal of Industrial & Management Optimization, 2017, v. 13, n. 1, p. 207, doi. 10.3934/jimo.2016012

By:

BERNACKAITĖ, EMILIJA;
ŠIAULYS, JONAS

Publication type:

Article

Panel of seven long noncoding RNA as a candidate prognostic biomarker for ovarian cancer.

Published in:

OncoTargets & Therapy, 2017, v. 10, p. 2805, doi. 10.2147/OTT.S128797

By:

Xiaohui Zhan;
Yixue Li;
Chuanpeng Dong;
Gang Liu;
Lei Liu

Publication type:

Article

Fundamentals-Based Risk Measurement in Valuation.

Published in:

Accounting Review, 2009, v. 84, n. 6, p. 1983, doi. 10.2308/accr.2009.84.6.1983

By:

Nekrasov, Alexander;
Shroff, Pervin K.

Publication type:

Article

Flood Catastrophe Model for Designing Optimal Flood Insurance Program: Estimating Location-Specific Premiums in the Netherlands.

Published in:

Risk Analysis: An International Journal, 2017, v. 37, n. 1, p. 82, doi. 10.1111/risa.12589

By:

Ermolieva, T.;
Filatova, T.;
Ermoliev, Y.;
Obersteiner, M.;
Bruijn, K. M.;
Jeuken, A.

Publication type:

Article

Validation in the Absence of Observed Events.

Published in:

2016

By:

Lathrop, John;
Ezell, Barry

Publication type:

Other

Living with Risk.

Published in:

Review of Economic Studies, 2008, v. 75, n. 4, p. 1121, doi. 10.1111/j.1467-937X.2008.00504.x

By:

EPSTEIN, LARRY G.

Publication type:

Article

Risk Management of Large RC Structures within Spatial Information System.

Published in:

Computer-Aided Civil & Infrastructure Engineering, 2012, v. 27, n. 6, p. 385, doi. 10.1111/j.1467-8667.2012.00757.x

By:

Qin, Jianjun;
Faber, Michael Havbro

Publication type:

Article

GENERALIZING DUTCH RISK MEASURES THROUGH IMPRECISE PREVISIONS.

Published in:

International Journal of Uncertainty, Fuzziness & Knowledge-Based Systems, 2009, v. 17, n. 2, p. 153, doi. 10.1142/S0218488509005796

By:

BARONI, PIETRO;
PELESSONI, RENATO;
VICIG, PAOLO

Publication type:

Article

Indicadores de riesgo del Perfil de Conductas de Desarrollo como instrumento para la detección temprana de retrasos y alteraciones del desarrollo.

Published in:

2015

By:

Bolaños, Cristina;
Mina-Lara, María del Mar;
Ramos-Ortega, Gregorio

Publication type:

Case Study

Testing for Prudence and Skewness Seeking.

Published in:

Management Science, 2011, v. 57, n. 7, p. 1334, doi. 10.1287/mnsc.1110.1354

By:

Ebert, Sebastian;
Wiesen, Daniel

Publication type:

Article

Efficient Risk Estimation via Nested Sequential Simulation.

Published in:

Management Science, 2011, v. 57, n. 6, p. 1172, doi. 10.1287/mnsc.1110.1330

By:

Broadie, Mark;
Yiping Du;
Moallemi, Ciamac C.

Publication type:

Article

Risk Preferences at Different Time Periods: An Experimental Investigation.

Published in:

Management Science, 2011, v. 57, n. 5, p. 975, doi. 10.1287/mnsc.1110.1324

By:

Abdellaoui, Mohammed;
Diecidue, Enrico;
Öncüer, Ayse

Publication type:

Article

Dividend payments in the classical risk model under absolute ruin with debit interest.

Published in:

Applied Stochastic Models in Business & Industry, 2009, v. 25, n. 3, p. 247, doi. 10.1002/asmb.722

By:

Wang, Chunwei;
Yin, Chuancun

Publication type:

Article

Asymptotic behaviour of the finite-time ruin probability in renewal risk models.

Published in:

Applied Stochastic Models in Business & Industry, 2009, v. 25, n. 3, p. 309, doi. 10.1002/asmb.747

By:

Leipus, Remigijus;
Šiaulys, Jonas

Publication type:

Article

Ruin theory for classical risk process that is perturbed by diffusion with risky investments.

Published in:

Applied Stochastic Models in Business & Industry, 2009, v. 25, n. 1, p. 33, doi. 10.1002/asmb.719

By:

Lin, Xiang

Publication type:

Article

A Goal Programming Model for Portfolio Optimisation Problem in Fuzzy Environment.

Published in:

Pertanika Journal of Science & Technology, 2017, v. 25, n. 2, p. 593

By:

Mokhtar, M.;
Shuib, A.;
Mohamad, D.

Publication type:

Article

Semantics, Classifications and Evidence in a Model for Global Catastrophic Risks.

Published in:

Knowledge Organization, 2011, v. 38, n. 5, p. 438

By:

Søilen, Klaus Solberg;
Alipour, Philip Baback

Publication type:

Article

THE ROLE OF COPULAS IN THE HOUSING CRISIS.

Published in:

Review of Economics & Statistics, 2012, v. 94, n. 2, p. 607, doi. 10.1162/REST_a_00172

By:

Zimmer, David M.

Publication type:

Article

On a dynamic mixture GARCH model.

Published in:

Journal of Forecasting, 2009, v. 28, n. 3, p. 247, doi. 10.1002/for.1093

By:

Cheng, Xixin;
Yu, Philip L. H.;
Li, W. K.

Publication type:

Article

CATASTROPHIC RISK FINANCING MODELS FOR SUSTAINABLE DEVELOPMENT.

Published in:

Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2013, n. 308, p. 165

By:

Doś, Anna

Publication type:

Article

The Morality of Risk Modeling.

Published in:

Journal of Business Ethics, 2011, v. 103, p. 7, doi. 10.1007/s10551-012-1220-y

By:

Scordis, Nicos

Publication type:

Article

Dietary Information Improves Model Performance and Predictive Ability of a Noninvasive Type 2 Diabetes Risk Model.

Published in:

PLoS ONE, 2016, v. 11, n. 11, p. 1, doi. 10.1371/journal.pone.0166206

By:

Han, Tianshu;
Tian, Shuang;
Wang, Li;
Liang, Xi;
Cui, Hongli;
Du, Shanshan;
Na, Guanqiong;
Na, Lixin;
Sun, Changhao

Publication type:

Article

Constructing Uncertainty Sets for Robust Linear Optimization.

Published in:

Operations Research, 2009, v. 57, n. 6, p. 1483, doi. 10.1287/opre.1080.0646

By:

Bertsimas, Dimitris;
Brown, David B.

Publication type:

Article

A word from the Editor.

Published in:

Economics & Business Review, 2016, v. 2, n. 3, p. 3, doi. 10.18559/ebr.2016.3.1

By:

Appenzeller, Dorota

Publication type:

Article

On Risk and Uncertainty, and Objective versus Subjective Probability.

Published in:

Economic Record, 2018, v. 94, p. 49, doi. 10.1111/1475-4932.12403

By:

Sharpe, Keiran

Publication type:

Article

Risk in Accounting.

Published in:

Abacus, 2015, v. 51, n. 4, p. 536, doi. 10.1111/abac.12060

By:

Sunder, Shyam

Publication type:

Article

Risk of catastrophic terrorism: an extreme value approach.

Published in:

Journal of Applied Econometrics, 2009, v. 24, n. 4, p. 537, doi. 10.1002/jae.1066

By:

Mohtadi, Hamid;
Murshid, Antu Panini

Publication type:

Article

Riesgo operativo: esquema de gestión y modelado del riesgo.

Published in:

Análisis Económico, 2010, v. 25, n. 58, p. 123

By:

Mora, José Antonio Núñez;
Gudiño, José Juan Chávez

Publication type:

Article

Practical Study on the Fuzzy Risk of Flood Disasters.

Published in:

Acta Applicandae Mathematicae, 2009, v. 106, n. 3, p. 421, doi. 10.1007/s10440-008-9305-4

By:

Feng, Lihua;
Luo, Gaoyuan

Publication type:

Article

Basis risk modelling: a cointegration-based approach.

Published in:

Statistics, 2017, v. 51, n. 1, p. 205, doi. 10.1080/02331888.2016.1259806

By:

Salhi, Yahia;
Loisel, Stéphane

Publication type:

Article

A Multivariate Model of Strategic Asset Allocation with Longevity Risk.

Published in:

Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2251, doi. 10.1017/S0022109017000692

By:

Bisetti, Emilio;
Favero, Carlo A.;
Nocera, Giacomo;
Tebaldi, Claudio

Publication type:

Article

Institutional Investors, Past Performance, and Dynamic Loss Aversion.

Published in:

Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 155, doi. 10.1017/S0022109009090048

By:

O'Connell, Paul G. J.;
Teo, Melvyn

Publication type:

Article

Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence.

Published in:

Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 133, doi. 10.1017/S002210900909005X

By:

Hui Guo;
Savickas, Robert;
Zijun Wang;
Jian Yang

Publication type:

Article

New Evidence of Asymmetric Dependence Structures in International Equity Markets.

Published in:

Journal of Financial & Quantitative Analysis, 2008, v. 43, n. 3, p. 787, doi. 10.1017/S0022109000004294

By:

Okimoto, Tatsuyoshi

Publication type:

Article

THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT.

Published in:

International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 5, p. -1, doi. 10.1142/S0219024917500327

By:

KATO, TAKASHI

Publication type:

Article

MULTIVARIATE DECOMPOSITION FOR HAZARD RATE MODELS.

Published in:

Sociological Methodology, 2009, v. 39, n. 1, p. 233, doi. 10.1111/j.1467-9531.2009.01211.x

By:

Powers, Daniel A.;
Yun, Myeong-Su

Publication type:

Article

EFFECTS OF EXPOSURE ON PREVALENCE AND CUMULATIVE RELATIVE RISK: DIRECT AND INDIRECT EFFECTS IN A RECURSIVE HAZARD MODEL.

Published in:

Sociological Methodology, 2009, v. 39, n. 1, p. 185, doi. 10.1111/j.1467-9531.2009.01212.x

By:

Wu, Lawrence L.;
Martin, Steven P.

Publication type:

Article

Background filtrations and canonical loss processes for top-down models of portfolio credit risk.

Published in:

Finance & Stochastics, 2009, v. 13, n. 1, p. 79, doi. 10.1007/s00780-008-0080-x

By:

Ehlers, Philippe;
Schönbucher, Philipp

Publication type:

Article

La mesure du prix de marché du risque: quels outils pour une utilisation dans les modèles en assurance?

Published in:

Assurances et Gestion des Risques, 2010, v. 78, n. 3/4, p. 251, doi. 10.7202/1094112ar

By:

Caja, Anisa;
Planchet, Frédéric

Publication type:

Article

Gaussian risk models with financial constraints.

Published in:

Scandinavian Actuarial Journal, 2015, v. 2015, n. 6, p. 469, doi. 10.1080/03461238.2013.850442

By:

Dȩbicki, Krzysztof;
Hashorva, Enkelejd;
Ji, Lanpeng

Publication type:

Article

Assessing Identification Risk in Survey Microdata Using Log-Linear Models.

Published in:

Journal of the American Statistical Association, 2008, v. 103, n. 483, p. 989, doi. 10.1198/016214507000001328

By:

SKINNER, Chris;
SHLOMO, Natalie

Publication type:

Article

On the intensity of downside risk aversion.

Published in:

Journal of Risk & Uncertainty, 2008, v. 36, n. 3, p. 267, doi. 10.1007/s11166-008-9037-x

By:

Crainich, David;
Eeckhoudt, Louis

Publication type:

Article

Risk preferences and changes in background risk.

Published in:

Journal of Risk & Uncertainty, 2008, v. 36, n. 2, p. 139, doi. 10.1007/s11166-008-9031-3

By:

Keenan, Donald;
Rudow, Donald;
Snow, Arthur

Publication type:

Article

Modelled sensitivity of avian collision rate at wind turbines varies with number of hours of flight activity input data.

Published in:

Ibis (0019-1019), 2012, v. 154, n. 4, p. 858, doi. 10.1111/j.1474-919X.2012.01239.x

By:

Douglas, David J. T.;
Follestad, Arne;
Langston, Rowena H. W.;
Pearce-Higgins, James W.;
Lehikoinen, Aleksi

Publication type:

Article

A PRIMER ON CARDINAL VERSUS ORDINAL TOURNAMENTS.

Published in:

Economic Inquiry, 2015, v. 53, n. 2, p. 1224, doi. 10.1111/ecin.12168

By:

Tsoulouhas, Theofanis

Publication type:

Article

Do Peso Problems Explain the Returns to the Carry Trade?

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 853, doi. 10.1093/rfs/hhq138

By:

Burnside, Craig;
Eichenbaum, Martin;
Kleshchelski, Isaac;
Rebelo, Sergio

Publication type:

Article

Revisiting Asset Pricing Puzzles in an Exchange Economy.

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 629, doi. 10.1093/rfs/hhq130

By:

Parlour, Christine A.;
Stanton, Richard;
Walden, Johan

Publication type:

Article

Market Liquidity and Flow-driven Risk.

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 721, doi. 10.1093/rfs/hhq132

By:

Deuskar, Prachi;
Johnson, Timothy C.

Publication type:

Article

What's Vol Got to Do with It.

Published in:

Review of Financial Studies, 2011, v. 24, n. 1, p. 1, doi. 10.1093/rfs/hhq085

By:

Drechsler, Itamar;
Yaron, Amir

Publication type:

Article

The Aggregate Dynamics of Capital Structure and Macroeconomic Risk.

Published in:

Review of Financial Studies, 2010, v. 23, n. 12, p. 4187, doi. 10.1093/rfs/hhq075

By:

Bhamra, Harjoat S.;
Kuehn, Lars-Alexander;
Strebulaev, Ilya A.

Publication type:

Article