Tag: Statistics and Risk Management

NOVA Math > NOVA Math > Statistics and Risk Management

Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance

Statistics and Risk Management Article Afonso,LB;Cardoso,RMR;Egídio Dos Reis,AD;Guerreiro,GR ASTIN Bulletin 2017 47 2 417-435 10.1017/asb.2017.3

Read More

Endogenous formation of security exchanges

Statistics and Risk Management Article Faias,M;Luque,J Economic Theory 2017 64 2 331-355 10.1007/s00199-016-0989-9

Read More

High-throughput FTIR-based bioprocess analysis of recombinant cyprosin production

Statistics and Risk Management Article Sampaio,PN;Sales,KC;Rosa,FO;Lopes,MB;Calado,CRC JOURNAL OF INDUSTRIAL MICROBIOLOGY & BIOTECHNOLOGY 2017 44 1 49-61 10.1007/s10295-016-1865-0

Read More

Joining models with commutative orthogonal block structure

Statistics and Risk Management Article Santos,C;Nunes,C;Dias,C;Mexia,JT LINEAR ALGEBRA AND ITS APPLICATIONS 2017 517 235-245 10.1016/j.laa.2016.12.019

Read More

Estimation in mixed models through three step minimization

Statistics and Risk Management Article Ferreira,D;Ferreira,SS;Nunes,C;Mexia,JT COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 2017 46 2 1156-1166 10.1080/03610918.2014.992544

Read More

The exact and near-exact distributions for the statistic used to test the reality of covariance matrix in a complex normal distribution

Statistics and Risk Management Proceedings Paper Grilo,LM;Coelho,CA Springer Proceedings in Mathematics and Statistics International Conference on Matrix Analysis and its Applications, MAT-TRIAD 2015 2017 192 295-315 10.1007/978-3-319-49984-0_20

Read More

Credit market segmentation, essentiality of commodities, and supermodularity

Statistics and Risk Management Article Faias,M;Pablo Torres Martinez,JP JOURNAL OF MATHEMATICAL ECONOMICS 2017 70 115-122 10.1016/j.jmateco.2017.02.006

Read More