Search Results - subject_exact:"Wahrscheinlichkeitsrechnung" (original) (raw)

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- In: Econometric reviews 44 (2025) 4, pp. 416-432

Persistent link: https://ebtypo.dmz1.zbw/10015196610

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Hammond, Peter J. - 2025 - This version: 2025 February 12th

Persistent link: https://ebtypo.dmz1.zbw/10015198582

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Probabilistic editing has been introduced to enable valid inference using established survey sampling theory in situations when some of the collected data points may have measurement errors and are therefore submitted to an editing process. To reduce the editing effort and avoid over-editing, in...

Persistent link: https://ebtypo.dmz1.zbw/10015207175

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Lechner, Michael; Okasa, Gabriel - In: Empirical economics : a quarterly journal of the … 68 (2025) 1, pp. 1-106

Persistent link: https://ebtypo.dmz1.zbw/10015193729

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Uncertain future development presents a significant challenge during the distribution strategy planning process. Traditional planning approaches, reliant on creating potential scenarios and assigning probabilities, often struggle due to future developments' inherent unpredictability, which can...

Persistent link: https://ebtypo.dmz1.zbw/10014531996

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Bchi, Khadija; Makdissi, Paul; Yazbeck, Myra - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014532349

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Luo, Yao; Sang, Peijun; Xiao, Ruli - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014535219

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Alonso-García, Jennifer; Boado-Penas, María del Carmen; … - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014631072

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Jacobi, Liana; Kwok, Chun Fung; Ramírez, Andrés; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 403-434

Persistent link: https://ebtypo.dmz1.zbw/10014631952

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Felder, Frank A.; Petitet, Marie - 2024

Persistent link: https://ebtypo.dmz1.zbw/10015066530

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Denisov, Denis; Gotthardt, Niklas; Korshunov, Dmitry; … - In: Insurance : mathematics and economics 118 (2024), pp. 142-156

Persistent link: https://ebtypo.dmz1.zbw/10015067041

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Lleo, Sébastien; Runggaldier, Wolfgang J. - In: European journal of operational research : EJOR 316 (2024) 1, pp. 200-214

Persistent link: https://ebtypo.dmz1.zbw/10014573970

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Arcagni, Alberto; Cerqueti, Roy; Grassi, Rosanna - In: European journal of operational research : EJOR 316 (2024) 1, pp. 215-227

Persistent link: https://ebtypo.dmz1.zbw/10014573972

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Pflugfelder, Yannik; Schinke-Nendza, Aiko; Dumas, Jonathan - 2024

Accurate forecasting of solar PV generation is critical for integrating renewable energy into power systems. This paper presents a multivariate probabilistic forecasting model that addresses the challenges posed by imbalanced data resulting from day and night-time periods in solar photovoltaic...

Persistent link: https://ebtypo.dmz1.zbw/10015135416

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Mandel, David R.; Kelly, Megan - In: Journal of behavioral decision making 37 (2024) 3, pp. 1-13

Persistent link: https://ebtypo.dmz1.zbw/10015154594

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List, Christian - In: Economics and philosophy 40 (2024) 2, pp. 497-506

Persistent link: https://ebtypo.dmz1.zbw/10015154726

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Kleen, Onno - In: Journal of applied econometrics 39 (2024) 5, pp. 833-849

Persistent link: https://ebtypo.dmz1.zbw/10015156777

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Becker, Christoph; Dürsch, Peter; Eife, Thomas A.; … - 2024

We present the results of an experiment where a random subset of the participants in the Bundesbank's household panel receive personalized response scales, centered at each participant's point forecast. Personalized response scales offer two advantages over the standard scale which is centered...

Persistent link: https://ebtypo.dmz1.zbw/10014481221

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Persistent link: https://ebtypo.dmz1.zbw/10015055882

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Lohmann, Christian; Ohliger, Thorsten - In: Research in international business and finance 70 (2024) 2, pp. 1-15

Persistent link: https://ebtypo.dmz1.zbw/10015056485

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Lohmann, Christian; Ohliger, Thorsten - In: Research in international business and finance 70 (2024) 2, pp. 1-15

Persistent link: https://ebtypo.dmz1.zbw/10015056829

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Haase, Felix - 2024 - First Draft: September 9, 2024

Building on the success of Ferreira and Santa-Clara (2011) in separately forecasting the return components of the stock market, this paper examines the links between economic regimes and these components to predict the aggregate U.S. stock market. We propose a three-step methodology that we call...

Persistent link: https://ebtypo.dmz1.zbw/10015062491

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Gonzalez Jimenez, Victor H. - 2024

This paper demonstrates that well-established biases in decision making under uncertainty can generate poverty traps. A theoretical framework is developed to demonstrate that: i) probability weighting and ambiguity attitude can lead individuals to erroneously undervalue profitable investments,...

Persistent link: https://ebtypo.dmz1.zbw/10015062969

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Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024

Multivariate random sums appear in many scientific fields, most notably in actuarial science, where they model both the number of claims and their sizes. Unfortunately, they pose severe inferential problems. For example, their density function is analytically intractable, in the general case,...

Persistent link: https://ebtypo.dmz1.zbw/10014575595

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Duerst, Ricarda; Hellstrand, Julia; Schöley, Jonas; … - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014582670

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Kaplan, David M.; Liu, Xin - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014583140

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Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2024

Persistent link: https://ebtypo.dmz1.zbw/10015097279

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Townsend, David M.; Hunt, Richard A.; Rady, Judy - In: Strategic entrepreneurship journal : SEJ 18 (2024) 3, pp. 451-474

Persistent link: https://ebtypo.dmz1.zbw/10015098530

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Araújo, Tanya; Barbosa, Paulo - In: Computational economics 64 (2024) 4, pp. 2509-2521

Persistent link: https://ebtypo.dmz1.zbw/10015144026

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Xu, Peng - In: International review of financial analysis 95 (2024) 1, pp. 1-15

Persistent link: https://ebtypo.dmz1.zbw/10015147913

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Persistent link: https://ebtypo.dmz1.zbw/10014566025

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Peker, Cem; Wilkening, Tom - 2024

Persistent link: https://ebtypo.dmz1.zbw/10015110370

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Diedrich, Ralf - In: Theory and decision : an international journal for … 97 (2024) 3, pp. 423-453

Persistent link: https://ebtypo.dmz1.zbw/10015126988

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Cai, Jun; Liu, Fangda; Yin, Mingren - In: European journal of operational research : EJOR 318 (2024) 1, pp. 310-326

Persistent link: https://ebtypo.dmz1.zbw/10015047732

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Bednarek, Peter; Franke, Günter - 2024

Probabilities of default (PDs) of loans are of central importance for financial stability. We analyze the PDs, reported quarterly by German financial institutions to Deutsche Bundesbank. The development of PDs is modelled as an AR process of PD changes and an initial PD. Panel regressions show...

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Persistent link: https://ebtypo.dmz1.zbw/10015048451

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Zhang, Yaojun; Ji, Lanpeng; Aivaliotis, Georgios; … - In: Insurance : mathematics and economics 114 (2024), pp. 108-131

Persistent link: https://ebtypo.dmz1.zbw/10015049382

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Kreveld, Lucas van; Mandjes, Michel; Dorsman, Jan-Pieter - In: Scandinavian actuarial journal 2024 (2024) 6, pp. 561-582

Persistent link: https://ebtypo.dmz1.zbw/10015052470

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D'Innocenzo, Enzo; Lucas, André; Schwaab, Bernd; Zhang, Xin - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 903-917

Persistent link: https://ebtypo.dmz1.zbw/10015053506

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Karmakar, Subhash; Bandyopadhyay, Gautam; … - In: Asia Pacific financial markets 31 (2024) 3, pp. 579-656

Persistent link: https://ebtypo.dmz1.zbw/10015072367

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Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; … - In: Journal of econometrics 238 (2024) 2, pp. 1-14

Persistent link: https://ebtypo.dmz1.zbw/10015073910

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Persistent link: https://ebtypo.dmz1.zbw/10014484557

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Stanfors, Maria; Karlsson, Tobias; Andersson, Lars-Fredrik - In: The economic history review 77 (2024) 1, pp. 244-267

Persistent link: https://ebtypo.dmz1.zbw/10014486722

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Arnaudon, Marc; Coulibaly-Pasquier, Koléhè; Miclo, Laurent - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014476098

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Janssens, Eva; Lumsdaine, Robin L. - In: Journal of applied econometrics 39 (2024) 1, pp. 22-40

Persistent link: https://ebtypo.dmz1.zbw/10014474431

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Persistent link: https://ebtypo.dmz1.zbw/10014636192

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Kettlewell, Nathan; Walker, Matthew J.; Hong il Yoo - 2024

Discrete choice experiments (DCEs) often present concise choice scenarios that may appear incomplete to respondents. To allow respondents to express uncertainty arising from this incompleteness, DCEs may ask them to state probabilities with which they expect to make specific choices. The...

Persistent link: https://ebtypo.dmz1.zbw/10014494033

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Brandenburger, Adam; Ghirardato, Paolo; Pennesi, Daniele; … - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014521172

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He, Yi; Einmahl, John H. J. - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014528470

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Shi, Zijian; Cartlidge, John - In: Intelligent systems in accounting, finance & management 31 (2024) 2, pp. 1-29

Persistent link: https://ebtypo.dmz1.zbw/10014530827

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Einmahl, John H. J.; Chen Zhou - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014467520