Results 201 to 210 of about 4,229,164 (393)
Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)
The Bangko Sentral ng Pilipinas (BSP) has the primary responsibility of maintaining stable prices conducive to a balanced and sustainable economic growth. The year 2008 posed a challenge to the BSP’s monetary policy making as inflation hit an official 17-
Santos, Edward P. +2 more
core +1 more source
, 2013 This thesis fills a gap in the risk management literature and expands the understanding of the portfolio value at risk (VaR) by providing a theoretical market risk measurement of a portfolio (called “GEV-DCC model”), which combines the tail dynamic ...
Wang, Jo-Yu
core
Advanced Engineering Materials, EarlyView.The temperature dependence of fatigue behavior in nickel‐based superalloys is investigated through high‐resolution measurements of plastic localization. While increasing temperature reduces localization and enhances fatigue performance in René 88DT, Inconel 718 exhibits a sharp degradation at intermediate temperature due to intensified slip ...
M. Calvat +5 more
wiley +1 more source
Reinsurance Pricing of Large Motor Insurance Claims in Nigeria: An Extreme Value Analysis
, 2019 Queensley C. Chukwudum
openalex +2 more sources
Creep‐Induced Microstructural Evolution in an A2‐B2 Superalloy
Advanced Engineering Materials, EarlyView.A 27.3Ta‐27.3Mo‐27.3Ti‐8Cr‐10Al (at.%) refractory high‐entropy alloy with precipitation‐strengthened A2‐B2 microstructure was studied by creep tests at 1030°C, which demonstrate a transition in deformation mechanisms in the range of 100–150 MPa applied stress. This is associated with changes in dislocation–precipitate interactions. Relevant deformation
Liu Yang +10 more
wiley +1 more source
A comparative analysis of L-moments, maximum likelihood, and maximum product of spacing methods for the four-parameter kappa distribution in extreme value analysis. [PDF]
Sci RepKhan MSUR +6 more
europepmc +1 more source
An Analysis of Daily Maximum Traffic Accident Using Generalized Extreme Value Distribution [PDF]
, 2020 Kim Jun Seok, Daesung Kim, Sanghoo Yoon
openalex +1 more source
Exchange Rate Risk: Heads or Tails [PDF]
More than forty years ago researchers started to reconsider the behavior of financial data. Since then, stylized facts about financial returns have become common knowledge in economics.
Ana-Maria Gavril
core
Influence of Test Temperature and Test Frequency on Fatigue Life of Aluminum Alloy EN AW‐2618A
Advanced Engineering Materials, EarlyView.The influence of test temperature and test frequency on the fatigue life of EN AW‐2618A is investigated. High‐cycle fatigue tests are performed at different test temperatures and frequencies on the 1000 h/230°C overaged state. Both test parameters reduce fatigue life due to time‐dependent damage mechanisms.
Ying Han +5 more
wiley +1 more source