المؤلفون: Meelis Käärik, Anne Selart, Tuuli Puhkim, Liivika Tee

المصدر: Symmetry, Vol 15, Iss 10, p 1877 (2023)

مصطلحات موضوعية: asymmetry, skewness, loss distributions, non-life insurance, probability distributions, Lambert W function, Mathematics, QA1-939

وصف الملف: electronic resource

العلاقة: https://www.mdpi.com/2073-8994/15/10/1877Test; https://doaj.org/toc/2073-8994Test

الوصول الحر: https://doaj.org/article/c429289d0d7e4a5f96b0c34857612ecfTest

المؤلفون: Enrique Calderín-Ojeda, Emilio Gómez-Déniz, Francisco J. Vázquez-Polo

المصدر: Axioms, Vol 12, Iss 5, p 496 (2023)

مصطلحات موضوعية: asymmetric loss function, composite models, loss distributions, premium calculation, risk measures, Mathematics, QA1-939

العلاقة: https://www.mdpi.com/2075-1680/12/5/496Test; https://doaj.org/toc/2075-1680Test; https://doaj.org/article/a9fda92b43094f108cfb442b798ee989Test

الإتاحة: https://doi.org/10.3390/axioms12050496Test
https://doaj.org/article/a9fda92b43094f108cfb442b798ee989Test

المؤلفون: Stefan Rass, Sandra König, Stefan Schauer

المصدر: Games, Vol 13, Iss 6, p 80 (2022)

مصطلحات موضوعية: game theory, security strategy, generalized game, loss distributions, decision making, Nash equilibrium, Technology, Social Sciences

وصف الملف: electronic resource

العلاقة: https://www.mdpi.com/2073-4336/13/6/80Test; https://doaj.org/toc/2073-4336Test

الوصول الحر: https://doaj.org/article/5fa34a6298fe4483a545c110fd7e0f8aTest

المؤلفون: Rass, Stefan, König, Sandra, Schauer, Stefan

مصطلحات موضوعية: game theory, security strategy, generalized game, loss distributions, decision making, Nash equilibrium, lexicographic optimization

جغرافية الموضوع: vls-obvuli-3445199

وصف الملف: text/html

العلاقة: vignette : https://epub.jku.at/titlepage/urn/urn:nbn:at:at-ubl:3-15707/128Test; urn:nbn:at:at-ubl:3-15707; https://resolver.obvsg.at/urn:nbn:at:at-ubl:3-15707Test; local:99147094653603331; system:AC16708541

الإتاحة: https://doi.org/10.3390/g13060080Test
https://resolver.obvsg.at/urn:nbn:at:at-ubl:3-15707Test

المؤلفون: Calderín Ojeda, Enrique Javier, Gómez Déniz, Emilio, Vázquez Polo, Francisco José

المساهمون: orcid:0000-0001-6364-627X, orcid:0000-0002-5072-7908, orcid:0000-0002-0632-6138, 23479414700, 15724912000, 6602318225, BU-ECO

المصدر: Axioms [EISSN 2075-1680], v. 12 (5), 496, (Mayo 2023)

مصطلحات موضوعية: 5302 Econometría, Asymmetric Loss Function, Composite Models, Loss Distributions, Premium Calculation, Risk Measures

العلاقة: Axioms; 12; Scopus; http://hdl.handle.net/10553/123721Test; 85160263812; Sí

الإتاحة: https://doi.org/10.3390/axioms12050496Test
http://hdl.handle.net/10553/123721Test

المؤلفون: Gomes Gonçalves, Erika, Gzyl, Henryk, Mayoral, Silvia

مصطلحات موضوعية: Loss data analysis, Loss data aggregation, Loss data disaggregation, Operational risk, Credit risk, Sample dependence of loss distributions, Sample dependence of risk premia, Maximum entropy methods, Economía, Empresa

العلاقة: Gomes-Gonçalves, E., Gzyl, H., & Mayoral, S. (2019). Maximum entropy methods for loss data analysis: aggregation and disaggregation problems. Entropy, 21(8), 762.; http://hdl.handle.net/10016/38326Test; https://doi.org/10.3390/e21080762Test; 8, 762; 20; Entropy; 21; AR/0000025535

الإتاحة: https://doi.org/10.3390/e21080762Test
http://hdl.handle.net/10016/38326Test

المؤلفون: Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral

المصدر: Entropy; Volume 21; Issue 8; Pages: 762

مصطلحات موضوعية: loss data analysis, loss data aggregation, loss data disaggregation, operational risk, credit risk, sample dependence of loss distributions, sample dependence of risk premia, maximum entropy methods

وصف الملف: application/pdf

العلاقة: https://dx.doi.org/10.3390/e21080762Test

الإتاحة: https://doi.org/10.3390/e21080762Test

المؤلفون: Schauer, Stefan Rass, Sandra König, Stefan

المصدر: Games; Volume 13; Issue 6; Pages: 80

مصطلحات موضوعية: game theory, security strategy, generalized game, loss distributions, decision making, Nash equilibrium, lexicographic optimization

وصف الملف: application/pdf

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=multidiscipl::1262619924ddf9a598820ed21aab921cTest

المؤلفون: Calderín-Ojeda, Enrique

مصطلحات موضوعية: ddc:330, loss distributions, composite models, risk measures, Weibull-Pareto distribution, Zipf plot

العلاقة: gbv-ppn:1017710821; Journal: Risks; Volume: 6; Year: 2018; Issue: 1; Pages: 1-8; Basel: MDPI; http://hdl.handle.net/10419/195804Test

الإتاحة: https://doi.org/10.3390/risks6010011Test
http://hdl.handle.net/10419/195804Test

المؤلفون: Matthias Fischer, Thorsten Moser, Marius Pfeuffer

المصدر: Risks; Volume 6; Issue 4; Pages: 142

مصطلحات موضوعية: VaR, expected shortfall, median shortfall, lambda VaR, range VaR, entropic VaR, expectile VaR, glue VaR, Wang distortion, risk measures based on benchmark loss distributions

وصف الملف: application/pdf

العلاقة: https://dx.doi.org/10.3390/risks6040142Test

الإتاحة: https://doi.org/10.3390/risks6040142Test