Results 211 to 220 of about 417,282 (310)

Nature at Risk, Finance at Stake: A Systematic Literature Review of Biodiversity Risk in Finance Research

open access: yesBusiness Strategy and the Environment, EarlyView.
ABSTRACT Biodiversity‐related financial risk is increasingly recognized not only as a market concern but as an ethical and systemic imperative for businesses and financial institutions. This systematic literature review synthesizes 103 peer‐reviewed studies to examine how biodiversity risk is conceptualized, measured, and integrated within financial ...
Thang Ngoc Dang   +3 more
wiley   +1 more source

An observation‐driven state‐space model for claims size modelling

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn   +2 more
wiley   +1 more source

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne   +2 more
wiley   +1 more source

Addressing Causality and Homogeneity Assumptions in Exposure‐Response Analyses

open access: yesClinical Pharmacology &Therapeutics, EarlyView.
Exposure‐response, or pharmacokinetic–pharmacodynamic (PKPD), analyses support many drug development decisions. It is typically applied without assessment of causality and homogeneity, where the latter refers to the assumption that the reason for variability in exposure is unimportant for the impact on response.
Mats O. Karlsson, Divya Brundavanam
wiley   +1 more source

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