AS 99

swMATH3870MaRDI QIDQ16137

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Related Items (21)

Dynamic portfolio insurance strategies: risk management under Johnson distributions ⋮ A simple test for stable seasonality ⋮ Evaluation of probability point estimate methods ⋮ Using mixture density functions for modelling of wage distributions ⋮ Non-normality effects on the economic-statistical design of \(\bar X\) charts with Weibull in-control time ⋮ Optimal portfolio positioning within generalized Johnson distributions ⋮ Randomly generating portfolio-selection covariance matrices with specified distributional characteristics ⋮ Moment matching machine learning methods for risk management of large variable annuity portfolios ⋮ 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 ⋮ Effects of non-normality on economic and economic statistical designs of -control charts with multiple assignable causes and Weibull in-control times ⋮ 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 ⋮ On a heavy-tailed parametric quantile regression model for limited range response variables ⋮ 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 ⋮ Probabilistic-statistical programs from ``Applied Statistics ⋮ A practical method to calculate probabilities: illustrative example from the electronic industry business ⋮ RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE ⋮ GS-distributions: a new family of distributions for continuous unimodal variables ⋮ Assessment of the GPC control quality using non-Gaussian statistical measures ⋮ Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models ⋮ EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS

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