Results 21 to 30 of about 69,262 (283)
Duration Distribution and Up-crossings Rate of Generalized Hyperbolic Processes
Austrian Journal of Statistics, 2016 A Gaussian process is usually used to model the sea surface elevation in the oceanography. As the depth of the water decreases or the sea severity increases, the sea surface elevation departs from symmetry and Gaussianity. In this paper, a stationary non-
Moh’d T. Alodat, Khalid M. Aludaat
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The HS-SAS and GSH-SAS Distribution as Model for Unconditional and Conditional Return Distributions
Austrian Journal of Statistics, 2016 We introduce two new skewed and leptokurtic distributions derived from the hyperbolic secant distribution and from Vaughan (2002)’s generalized hyperbolic distribution by use of the sinh-arcsinh transformation introduced in Jones and Pewsey (2009 ...
Matthias Fischer, Klaus Herrmann
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Modeling Insurance Claim Distribution via Mixture Distribution and Copula [PDF]
تحقیقات مالی, 2017 This paper analyses whether joint probability distribution function of losses due to different exposures covered under the same policy could be modeled in an appropriate manner via mixture distribution proposed and copula concept.
Saeed Bajalan +2 more
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Skew Generalized Secant Hyperbolic Distributions: Unconditional and Conditional Fit to Asset Returns
Austrian Journal of Statistics, 2016 A generalization of the hyperbolic secant distribution which allows for both skewness and leptokurtosis was given by Morris (1982). Recently, Vaughan (2002) proposed another flexible generalization of the hyperbolic secant distribution which has a lot of
Matthias Fischer
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Convergence and Numerical Solution of a Model for Tumor Growth
Mathematics, 2021 In this paper, we show the application of the meshless numerical method called “Generalized Finite Diference Method” (GFDM) for solving a model for tumor growth with nutrient density, extracellular matrix and matrix degrading enzymes, [recently proposed ...
Juan J. Benito +5 more
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International Journal of Financial Studies, 2020 Oil, also called black gold, is considered as the commodity which has the greatest impact on the world’s economy, and it has been studied in terms of its relationship and effects on macroeconomic variables such as Gross Domestic Product (GDP), inflation,
José Antonio Núñez-Mora +1 more
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Reduced Differential Transform Method for Thermoelastic Problem in Hyperbolic Heat Conduction Domain
International Journal of Applied Mechanics and Engineering, 2021 In the present study, we have applied the reduced differential transform method to solve the thermoelastic problem which reduces the computational efforts.
K.K. Chaudhari, C.S. Sutar
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The Skew Generalized Secant Hyperbolic Family
Austrian Journal of Statistics, 2016 We introduce a skewness parameter into Vaughan’s (2002) generalized secant hyperbolic (GSH) distribution by means of exponential tilting and develop some properties of the new distribution family.
Matthias Fischer
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Crystals, 2022 In this paper, a novel mathematical—physical model of the generalized elasto-thermodiffusion (hole/electron interaction) waves in semiconductor materials is studied when the hyperbolic two-temperature theory in the two-dimensional (2D) deformation is ...
Merfat H. Raddadi +4 more
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Cogent Economics & Finance, 2017 This article develops, a lattice-based approach for pricing contingent claims when parameters governing the logs of the underlying asset dynamics are modelled by generalized hyperbolic distribution and normal inverse Gaussian distribution.
Ivivi J. Mwaniki
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