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Results 1 to 25 of 279

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A Study of Suicide Risk Using a Cox Cure Model via a Retrospective Sampling and Multiple ImputationYING XU; LAM, K. F; FEIFEI ZHOU et al.Communications in statistics. Theory and methods. 2012, Vol 41, Num 16-18, pp 3389-3402, issn 0361-0926, 14 p.Article

Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence StructureXIAODONG BAI; LIXIN SONG.Communications in statistics. Theory and methods. 2012, Vol 41, Num 10-12, pp 1721-1732, issn 0361-0926, 12 p.Article

Progressively Type-II censored competing risks data from Lomax distributionsCRAMER, Erhard; SCHMIEDT, Anja Bettina.Computational statistics & data analysis. 2011, Vol 55, Num 3, pp 1285-1303, issn 0167-9473, 19 p.Article

A Markov Risk Model with Two Classes of Insurance BusinessFEI ZHAO; YUE, Rong-Xian; WANG, Han-Xing et al.Stochastic analysis and applications. 2011, Vol 29, Num 6, pp 1102-1110, issn 0736-2994, 9 p.Article

'Stochastically more risk averse:' A contextual theory of stochastic discrete choice under riskWILCOX, Nathaniel T.Journal of econometrics. 2011, Vol 162, Num 1, pp 89-104, issn 0304-4076, 16 p.Article

Extremal Subexponentiality in Ruin ProbabilitiesKONSTANTINIDES, Dimitrios G.Communications in statistics. Theory and methods. 2011, Vol 40, Num 16-18, pp 2907-2918, issn 0361-0926, 12 p.Conference Paper

About conditional masking probability modelsQIQING YU; HAO QIN; JIAPING WANG et al.Statistics & probability letters. 2010, Vol 80, Num 15-16, pp 1174-1179, issn 0167-7152, 6 p.Article

Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claimsYANG YANG; YUEBAO WANG.Statistics & probability letters. 2010, Vol 80, Num 3-4, pp 143-154, issn 0167-7152, 12 p.Article

DISCRETE-TIME RISK PROCESSES WITH AFTER-EFFECTS AND ASSOCIATIONZAPHIROPOULOS, George; ZAZANIS, Michael A.Stochastic models. 2010, Vol 26, Num 1, pp 27-45, issn 1532-6349, 19 p.Article

Dependent Insurance Risk Model: Deterministic ThresholdKWAN, Isaac K. M; HAILIANG YANG.Communications in statistics. Theory and methods. 2010, Vol 39, Num 3-5, pp 765-776, issn 0361-0926, 12 p.Article

Encoding dissimilarity data for statistical model buildingWAHBA, Grace.Journal of statistical planning and inference. 2010, Vol 140, Num 12, pp 3580-3596, issn 0378-3758, 17 p.Article

LARGE RISKS, LIMITED LIABILITY, AND DYNAMIC MORAL HAZARDBIAIS, Bruno; MARIOTTI, Thomas; ROCHET, Jean-Charles et al.Econometrica. 2010, Vol 78, Num 1, pp 73-118, issn 0012-9682, 46 p.Article

Semiparametric methods for evaluating the covariate-specific predictiveness of continuous markers in matched case―control studiesHUANG, Y; PEPE, M. S.Applied statistics. 2010, Vol 59, Num 3, pp 437-456, issn 0035-9254, 20 p.Article

A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk modelJIANDONG REN.Statistics & probability letters. 2009, Vol 79, Num 3, pp 324-330, issn 0167-7152, 7 p.Article

LAST EXIT BEFORE AN EXPONENTIAL TIME FOR SPECTRALLY NEGATIVE LÉVY PROCESSESBAURDOUX, E. J.Journal of applied probability. 2009, Vol 46, Num 2, pp 542-558, issn 0021-9002, 17 p.Article

Regression Diagnostics of the Semiparametric Proportional Rate Model for Irregularly Spaced Repeated MeasurementsHATTORI, Satoshi.Communications in statistics. Theory and methods. 2009, Vol 38, Num 3-5, pp 542-559, issn 0361-0926, 18 p.Article

Stochastic comparisons of multivariate mixture modelsBELZUNCE, Félix; MERCADER, José-Angel; RUIZ, José-María et al.Journal of multivariate analysis. 2009, Vol 100, Num 8, pp 1657-1669, issn 0047-259X, 13 p.Article

Total duration of negative surplus for the risk model with debit interestJINGMIN HE; RONG WU; HUAYUE ZHANG et al.Statistics & probability letters. 2009, Vol 79, Num 10, pp 1320-1326, issn 0167-7152, 7 p.Article

A PARSIMONIOUS MACROECONOMIC MODEL FOR ASSET PRICINGGUVENEN, Fatih.Econometrica. 2009, Vol 77, Num 6, pp 1711-1750, issn 0012-9682, 40 p.Article

Transmission Disequilibrium Test (TDT) for a pair of linked marker lociNARAIN, P.Computational statistics & data analysis. 2009, Vol 53, Num 5, pp 1883-1893, issn 0167-9473, 11 p.Article

Finite sample multivariate tests of asset pricing models with coskewnessBEAULIEU, Marie-Claude; DUFOUR, Jean-Marie; KHALAF, Lynda et al.Computational statistics & data analysis. 2009, Vol 53, Num 6, pp 2008-2021, issn 0167-9473, 14 p.Article

On the maxiset comparison between hard and block thresholding methodsCHESNEAU, Christophe.Statistics & probability letters. 2008, Vol 78, Num 6, pp 675-681, issn 0167-7152, 7 p.Article

Precise large deviation results for the total claim amount under subexponential claim sizesBALTRUNAS, Aleksandras; LEIPUS, Remigijus; SIAULYS, Jonas et al.Statistics & probability letters. 2008, Vol 78, Num 10, pp 1206-1214, issn 0167-7152, 9 p.Article

Ruin Probabilities of a Dual Markov-Modulated Risk ModelJINXIA ZHU; HAILIANG YANG.Communications in statistics. Theory and methods. 2008, Vol 37, Num 18-20, pp 3298-3307, issn 0361-0926, 10 p.Article

Gaussian cubature : A practitioner's guideDE VUYST, Eric A; PRECKEL, Paul V.Mathematical and computer modelling. 2007, Vol 45, Num 7-8, pp 787-794, issn 0895-7177, 8 p.Article

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