Tag: Statistics and Risk Management

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Semi-parametric second-order reduced-bias high quantile estimation

2009, TEST, Caeiro,F;Gomes,MI

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Determination of the composition of counterfeit Heptodin (TM) tablets by near infrared chemical imaging and classical least squares estimation

2009, ANALYTICA CHIMICA ACTA, Lopes,MB;Wolff,JC;Bioucas Dias,JM;Figueiredo,MAT

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CALCULATING CONTINUOUS TIME RUIN PROBABILITIES FOR A LARGE PORTFOLIO WITH VARYING PREMIUMS

2009, ASTIN BULLETIN, Afonso,LB;Egidio dos Reis,ADE;Waters,HR

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The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics

2009, LINEAR ALGEBRA AND ITS APPLICATIONS, Coelho,CA;Marques,FJ

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Binary operations and canonical forms for factorial and related models

2009, LINEAR ALGEBRA AND ITS APPLICATIONS, de Jesus,V;Mexia,JT;Fonseca,M;Zmyslony,R

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Nesting segregated mixed models

2010, Journal of Statistical Theory and Practice, Ferreira,SS;Ferreira,D;Nunes,C;Mexia,JT

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An asymptotically unbiased moment estimator of a negative extreme value index

2010, Discuss. Math. Probability and Statistics - Discussiones Mathematicae Probability and Statistics, Caeiro,F;Gomes,MI

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Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation

2010, Discuss. Math. Probability and Statistics - Discussiones Mathematicae Probability and Statistics, Gomes,DP;Neves,MM

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Results on Numerics for FBSDE with Drivers of Quadratic Growth

2010, Contemporary Quantitative Finance, Imkeller,P;Dos Reis,G;Zhang,J

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On securitization, market completion and equilibrium risk transfer

2010, Mathematics and Financial Economics, Horst,U;Pirvu,TA;Reis,GD

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