LOGNFIT: Stata module to fit lognormal distribution by maximum likelihood
lognfit fits by ML the 2 parameter lognormal distribution to sample observations on a random variable. lognpred calculates statistics summarizing a lognormal distribution which has been fitted using lognfit.
Stephen P. Jenkins
core
Contingent capital: A tale of two valuations
Journal of Risk and Insurance, EarlyView.Abstract This study investigates the valuation gap between buyers and sellers of insurers' contingent capital, driven by asymmetric exposures to tax benefits, capital injections, and bankruptcy costs. We develop a novel Twin‐Tree Model with Jumps (TTMJ) that models the insurer's asset value dynamics by incorporating catastrophe risk, insolvency risk ...
Tian‐Shyr Dai +3 more
wiley +1 more source
A distributionally-robust bayesian adaptive EWMA chart for joint surveillance of lognormal process location and scale. [PDF]
PLoS OneAli H, Saidani O, Kouki M, Himmat B.
europepmc +1 more source
The Returns to Education: A Reply
Kyklos, EarlyView.ABSTRACT In this response to Lee Crawfurd's comment on The Returns to Education: A Meta‐Study, we address his three main criticisms. We contend that estimates based on compulsory schooling laws constitute the most reliable evidence on causal returns to education. We show that our parsimonious approach to correcting for publication bias is preferable to
Gregory Clark +1 more
wiley +1 more source
Stochastic expansion of radionuclide inhalation dosimetry for consequence management application: uncertainty and sensitivity analysis in the ICRP 130 human respiratory tract model. [PDF]
J Radiol ProtMate-Kole EM +5 more
europepmc +1 more source
On the Exact Limiting Distribution of a Volatility Target Index
Mathematical Finance, EarlyView.ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley +1 more source
Hybrid RF FSO communication for 6G improving secrecy and performance under composite weibull lognormal fading and turbulence. [PDF]
Sci RepKaushik K +4 more
europepmc +1 more source
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We propose a new model of revenue‐maximising lottery pricing under income‐related heterogeneity and apply it to 13 years of UK National Lottery data. Our pricing rule shows how a state's lottery power is shaped by heterogeneities in lotto demand and the income distribution, and we study its efficiency and distributional implications.
Martin Forster +2 more
wiley +1 more source
Moment-Equivalent Adhesion Statistics Inferred From Particle Resuspension Kinetics. [PDF]
Small SciAlmog R, Klausner Z, Berkovich R.
europepmc +1 more source
Restoration Ecology, EarlyView.Abstract Introduction Tidal wetland restoration is widely used to recover ecosystem function in modified estuaries, yet uncertainty remains about how quickly wildlife communities respond. Early trajectories are central to evaluating restoration success, guiding adaptive management, and building ecosystem resilience in engineered landscapes. Marsh birds
Jason Riggio +6 more
wiley +1 more source