Results 91 to 100 of about 5,727 (203)
Analyses of prior selections for Gumbel distribution [PDF]
, 2013 In this paper, we acquaint some selections of priors for Gumbels’ parameters model. Simulation studies of Gumbel Distribution for eighteen pairs of priors based on the parameters’ characteristics and existing literatures were carried out.
Adam, Mohd Bakri, Rostami, Mohammad
core
Transmuted Exponentiated Gumbel Distribution (TEGD) and its Application to Water Quality Data
, 2017 The Transmuted Exponentiated Gumbel Distribution (TEGD) has been derived using Exponentiated Gumbel Distribution (EGD) and the Quadratic Rank Transmutation Map (QRTM).
Das, Bhanita +5 more
core +1 more source
Optimal Hedging Strategies in the Low‐Sulphur Bunker Fuel Landscape
European Financial Management, EarlyView.ABSTRACT The IMO2020 regulation for the green transition in shipping turned the industry into using two compliant bunker fuels: very low‐sulphur fuel oil (VLSFO) and low‐sulphur marine gas oil (LSMGO). VLSFO futures contracts introduced in late 2019 and other energy‐related futures contracts indicate that the VLSFO contracts trading on the Singapore ...
Xiwen Bai +2 more
wiley +1 more source
Hybrid conditional plot of goodness-of-fit for Gumbel distribution [PDF]
, 2012 A Gumbel model is an extreme value model that describes the event of extreme behaviour. The Gumbel model has an exponential tail. Generally, the goodness-of-fit for the Gumbel model is evaluated by the graphical form of probability plot (PP) and ...
Zainal Abidin, Nahdiya +2 more
core +1 more source
Archimedean Copula Estimation Parameter with Kendall Distribution Function
Cumhuriyet Science Journal, 2017 In the literature, up to now, it is common thatfor Gumbel, Clayton and Frank calculated Kendall Distribution function and to the extent those applications havebeen made.
Ayşe Metın Karakas +2 more
doaj +1 more source
Goodness‐of‐Fit Tests for Positive Quadrant Dependence
International Statistical Review, EarlyView.Summary When two random variables are positive quadrant dependent (PQD), they are more likely to assume small (or large) values simultaneously compared with when the random variables are independent. This dependence structure is of interest in many areas, including finance, actuarial science and engineering.
Chuan‐Fa Tang, Joshua M. Tebbs
wiley +1 more source
On the Excess Distribution of Sums of Random Variables in Bivariate EV Models
Revstat Statistical Journal, 2007 Let (U,V ) be a random vector following a bivariate extreme value distribution (EVD) with reverse exponential margins. It is known that the excess distribution Fc(t) = P(U+V >ct | U+V > c) of U+V converges to F(t)= t2 as the threshold c increases if U,V
Michael Falk
doaj +1 more source
Quote Competition in Corporate Bonds
The Journal of Finance, EarlyView.ABSTRACT Dealer quotes in corporate bonds, though indicative, lower trading costs and increase trading volume. Dealers offering higher quality quotes attract more order flow and execute trades at favorable prices. Dealers advertise quotes to manage their inventories and attract orders from nonrelationship clients.
TERRENCE HENDERSHOTT +4 more
wiley +1 more source
Journal of Risk and Insurance, EarlyView.Abstract In many low‐ and middle‐income countries, social insurance provides basic pension benefits with limited cover for illness and care costs, while private insurance markets are underdeveloped. Using an online survey of retirement portfolio choices in urban China, we examined the stated demand for longevity, critical illness, and long‐term care ...
Cheng Wan +3 more
wiley +1 more source
MathematicsExploring the realm of extreme weather events is indispensable for various engineering disciplines and plays a pivotal role in understanding climate change phenomena.
Raúl Montes-Pajuelo +3 more
doaj +1 more source