Browsing Department of Statistics & Actuarial Science by Subject

Now showing items 1-20 of 24

Subject
Actuarial Modeling, Claim Frequency, Claim Severity, Goodness-of-Fit Tests, Maximum Likelihood Estimation (MLE), Loss Distributions [1]
Backtesting [1]
Backtesting, Copulas, Currency Exchange Rate, Dependence Modelling, GARCH-EVT-Copula Model, Portfolio Risk, Value-at-Risk [1]
Backtesting, Extreme Value Theory (EVT), Financial Risk Management (FRM), GARCH Models, Peak-Over-Threshold (POT) and Value-at-Risk (VaR) [1]
backtesting, generalized autoregressive conditionally heteroscedastic (GARCH) models, Value-at-Risk (VaR), volatility clustering, Conditional and Unconditional Coverage Tests [1]
Bayesian, remittance, household credit [1]
Bitcoin, [1]
Christchurch earthquakes Residential property insurance Disaster risk Insurance demand [1]
Copula; regular vines; C-Vine, D-Vine; currency exchange rates; tail dependence; pair-copula constructions. [1]
Cryptocurrencies [1]
ecosystem [1]
GAMLSS, neural network, remittance, credit [1]
GARCH [1]
GARCH Models, Volatility clustering, forecasting volatility, Leverage effect, Value-at-Risk [1]
Meteorology and atmospheric dynamics (general or miscellaneous) [1]
MHD, Rotation, Hall current, contracting surfaces. [1]
residential insurance, christchurch earthquakes, natural disaster, multinomial logistic regression [1]
Statistics and Actuarial Research [1]
Value-at-Risk [1]
Volatility [1]

Now showing items 1-20 of 24

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