Found 19 Documents (Results 1–19)
An algorithm for conditional multidimensional parameter identification with asymmetric and correlated losses of under- and overestimations. (English) Zbl 1510.62240
Modeling the yearly value-at-risk for operational risk in Chinese commercial banks. (English) Zbl 1274.91251
Predicting observables from Weibull model based on general progressive censored data with asymmetric loss. (English) Zbl 1219.62052
Approximation of aggregate and extremal losses within the very heavy tails framework. (English) Zbl 1201.91233
Bayesian copulae distributions, with application to operational risk management. (English) Zbl 1293.62016
Methodol. Comput. Appl. Probab. 11, No. 1, 95-115 (2009); erratum ibid. 14, No. 4, 1121-1121 (2012).
Bayesian estimations for the extreme value distribution using progressive censored data and asymmetric loss. (Bayesin estimations for the extreme value distribution using progressive censored data and asymmetric loss.) (English) Zbl 1279.62063
MSC:
62F15
A Bayesian approach to estimate the marginal loss distributions in operational risk management. (English) Zbl 1452.62788
A generalization of the credibility theory obtained by using the weighted balanced loss function. (English) Zbl 1152.91582
MSC:
91B30
Numerical modelling of operational risks for the banking industry. (English) Zbl 1178.91074
Costantino, M. (ed.) et al., Computational finance and its applications III (Computional Finance 2008), Cádiz, Spain, May 27–29, 2008. Southampton: WIT Press (ISBN 978-1-84564-111-5/hbk). WIT Transactions on Information and communication Technologies 41, 207-216 (2008).
MSC:
91B30
62P05
A robust approach to nonlinear multivariate analysis. (English) Zbl 0868.62052
Leiden: D.S.W.O. Press. 191 p. (1994).
Reviewer: Fang Kai-tai (Hongkong)
On estimating a survival curve subject to a uniform stochastic ordering constraint. (English) Zbl 0773.62030
Optimal estimation of scale parameters. (English. Russian original) Zbl 0611.62024
Probl. Inf. Transm. 22, 222-231 (1986); translation from Probl. Peredachi Inf. 22, No. 3, 77-87 (1986).
Reviewer: J.Antoch
Estimation of finite population mean when there is nonresponse using a two phase multistage design. (English) Zbl 0594.62006
Reviewer: J.Lillestøl
MSC:
62D05
Equilibrium stability of solids and mechanics problems of rocks. (Ustojchivost’ ravnovesiya tel i zadachi mekhaniki gornykh porod). (Russian) Zbl 0516.73116
Akademiya Nauk Kazakhskoj SSR. Institut Matematiki i Mekhaniki. Alma-Ata: Izdatel’stvo “Nauka” Kazakhskoj SSR. 272 p. R. 2.70 (1982).
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