DISTORTION RISK MEASURES FOR HEAVY-TAILED DISTRIBUTIONS

DISTORTION RISK MEASURES FOR HEAVY-TAILED DISTRIBUTIONS

Bachelor's

Saved in:

書目詳細資料
主要作者:	LIU XIAODAN
其他作者:	MATHEMATICS
格式:	Theses and Dissertations
出版:	2021
在線閱讀:	https://scholarbank.nus.edu.sg/handle/10635/203097
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

ESTIMATION AND APPLICATIONS OF DISTORTION RISK MEASURE
由: LIU YIRAN
出版: (2021)

COHERENT DISTORTION RISK MEASURES
由: LIANG XUEYING
出版: (2021)

Measuring tail risks
由: Chen, K, et al.
出版: (2023)

How heavy-tailed is the distribution of global cargo ship traffic?
由: Gastner, Michael T, et al.
出版: (2020)

IMPLICATION OF HEAVY-TAILED DISTRIBUTION IN STOCHASTIC VOLATILITY (SV) MODEL
由: Puji Tristanti, Dwi

DISTORTION RISK MEASURES FOR PORTFOLIO RISK ANALYSIS
由: JIN LINDA
出版: (2021)

PORTFOLIO MANAGEMENT WITH DISTORTION RISK MEASURES
由: CHE YUNQING
出版: (2021)

CALCULATING VaR AND ES ON HEAVY TAILED DISTRIBUTION OF A CLAIMS DATA
由: Rahmatika Maizar, Yeni

COHERENT DISTORTION RISK MEASURES IN PORTFOLIO SELECTION
由: WANG SHIWEI
出版: (2021)

RISK MEASURES UNDER EXTREME LOSSES:AN EMPIRICAL STUDY ON DISTORTION RISK MEASURES
由: YANG SIQI
出版: (2021)

Model-based clustering with gene ranking using penalized mixtures of heavy-tailed distributions
由: Cozzini, A., et al.
出版: (2016)

APPROXIMATE TAIL DISTRIBUTION OF CREDIT-RISK PORTFOLIO
由: WU JIAXUAN
出版: (2021)

THE RISK PREDICTION MEASUREMENT OF TAIL-VALUE-AT-RISK (TVAR) FOR RISK AGGREGATE
由: MAWADDAH ABDAL (20815002), AINUN

Ruin probability of insurer in a discrete time setting with heavy-tailed insurance and financial risks
由: Seah, Xin Hui
出版: (2019)

Need for most accurate discrete approximations explains effectiveness of statistical methods based on heavy-tailed distributions
由: Songsak Sriboonchitta, et al.
出版: (2018)

Need for most accurate discrete approximations explains effectiveness of statistical methods based on heavy-tailed distributions
由: Sriboonchitta S., et al.
出版: (2017)

Modelling heavy-tailed insurance claim data using the hyper-erlang distribution with common scale parameter
由: Seet, Angeline Yuen Chee, et al.
出版: (2011)

DISTORTED STOCHASTIC DOMINANCE FOR TWO LOSS PORTFOLIOS BY GLUEVAR RISK MEASURE
由: Yovinza, Michael

RISK MEASURE OF DEPENDENT TAIL VALUE-AT-RISK FOR AGGREGATE RISK MODEL AND ITS APPLICATION
由: Parulian Josaphat, Bony

ROBUST AND SEMI-ROBUST CREDIBILITY MODEL FOR HEAVY-TAILED DATA
由: Christopher Aryento, Jevan

ESTIMATION OF TAIL-RELATED RISK MEASURES FOR�HETEROSCEDASTIC FINANCIAL TIME SERIES
由: SUPPIAH KAMESHWARA
出版: (2021)

The devil is in the tails: How long-tailed code distributions impact large language models
由: ZHOU, Xin, et al.
出版: (2023)

The modified riccati equation for amplitude-aided target tracking in heavy-tailed clutter
由: Brekke, E., et al.
出版: (2014)

Characterrization of gold mine tailings and heavy metals leaching and transport in lateritic soil
由: Srilert Chotpantarat
出版: (2008)

Two-stage nested simulation of tail risk measurement: a likelihood ratio approach
由: Dang, Ou, et al.
出版: (2023)

Measuring Risk utilizing Credible Monte Carlo Value at Risk and Credible Monte Carlo Expected Tail Loss
由: Sulistianingsih, Evy, et al.
出版: (2022)

Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling
由: Chan, H.P., et al.
出版: (2014)

Architecture distortion score (ADS) in malignancy risk stratification of architecture distortion on contrast-enhanced digital mammography
由: Goh Y., et al.
出版: (2020)

Correlation between bond distortion and the band-tail electronic density of states in amorphous silicon: A tight-binding recursion study
由: Kang, H.C.
出版: (2014)

TAIL RISK IN THE US REITS MARKET
由: SONG JEONGSEOP
出版: (2021)

ANALYSIS OF HEAVY METAL POLLUTION IN SEDIMENTS IN THE TAILINGS DISPOSAL AREA, SOUTHERN WATERS WEST SUMBAWA
由: Triandolla, Bunga

CHARACTERISTICS DISTRIBUTION MINERALOGY OF HEAVY METAL AND RARE EARTH ELEMENTS IN THE SOIL AROUND THE TAILING STORAGE FACILITY OF MIRAH KALAMANAN AREA, KATINGAN REGENCY, CENTRAL KALIMANTAN
由: Trias Yudhy, Calvin

OPTIMIZING REASSURANCE PREMIUM USING EXPECTED VALUE PRINCIPLE BASED ON CONDITIONAL TAIL EXPECTATION RISK MEASURE
由: Agata, Egi

A compressed domain distortion measure for fast video transcoding
由: Huang, Y., et al.
出版: (2013)

STUDY OF TIME BETWEEN EVENTS THROUGH TAILED DISTRIBUTION
由: Marito, Septiana

LIGHT-TAILED DISTRIBUTIONS ESTIMATION IN AUTO-ACCIDENT CLAIMS
由: SIEGERS YOBELIANO (NIM: 10113099), GERRY

TERES: Tail Event Risk Expectile Shortfall
由: MIHOCI, Andrija, et al.
出版: (2020)

Tail risk hedging: The search for cheap options
由: NEO, Poh Ling, et al.
出版: (2023)

Long-tailed out-of-distribution detection via normalized outlier distribution adaptation
由: MIAO, Wenjun, et al.
出版: (2024)

Evaluation of residual stress and distortion distribution using finite element analysis
由: Hieng, Pheak Kdey
出版: (2016)