Literatura académica sobre el tema "Dependence modelling"
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Artículos de revistas sobre el tema "Dependence modelling"
Kallenberg, Wilbert C. M. "Modelling dependence". Insurance: Mathematics and Economics 42, n.º 1 (febrero de 2008): 127–46. http://dx.doi.org/10.1016/j.insmatheco.2007.01.008.
Texto completoAminuddin Jafry, Nurul Hanis, Ruzanna Ab Razak y Noriszura Ismail. "Dependence Modelling using GARCH, EGARCH, and Copula Models:". Asia Proceedings of Social Sciences 2, n.º 2 (3 de diciembre de 2018): 55–59. http://dx.doi.org/10.31580/apss.v2i2.317.
Texto completoPatton, Andrew J. "MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*". International Economic Review 47, n.º 2 (mayo de 2006): 527–56. http://dx.doi.org/10.1111/j.1468-2354.2006.00387.x.
Texto completoWadsworth, J. L., J. A. Tawn, A. C. Davison y D. M. Elton. "Modelling across extremal dependence classes". Journal of the Royal Statistical Society: Series B (Statistical Methodology) 79, n.º 1 (17 de febrero de 2016): 149–75. http://dx.doi.org/10.1111/rssb.12157.
Texto completoWadsworth, J. L. y J. A. Tawn. "Dependence modelling for spatial extremes". Biometrika 99, n.º 2 (13 de marzo de 2012): 253–72. http://dx.doi.org/10.1093/biomet/asr080.
Texto completoEl Hannoun, Wafaa, Salah-Eddine El Adlouni y Abdelhak Zoglat. "Vine-Copula-Based Quantile Regression for Cascade Reservoirs Management". Water 13, n.º 7 (31 de marzo de 2021): 964. http://dx.doi.org/10.3390/w13070964.
Texto completoGitman, I. M., H. Askes y L. J. Sluys. "Multiscale Modelling of Softening Materials". Key Engineering Materials 348-349 (septiembre de 2007): 1–4. http://dx.doi.org/10.4028/www.scientific.net/kem.348-349.1.
Texto completoLakner, G., J. Lakner, G. Racz y M. Kłos. "Concentration dependence modelling of reverse osmosis". DESALINATION AND WATER TREATMENT 192 (2020): 437–43. http://dx.doi.org/10.5004/dwt.2020.25906.
Texto completoMONNEY, PAUL-ANDRE y MOSES CHAN. "MODELLING DEPENDENCE IN DEMPSTER-SHAFER THEORY". International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 15, n.º 01 (febrero de 2007): 93–114. http://dx.doi.org/10.1142/s021848850700439x.
Texto completoLedford, Anthony W. y Jonathan A. Tawn. "Modelling Dependence within Joint Tail Regions". Journal of the Royal Statistical Society: Series B (Statistical Methodology) 59, n.º 2 (1997): 475–99. http://dx.doi.org/10.1111/1467-9868.00080.
Texto completoTesis sobre el tema "Dependence modelling"
Taku, Marie Manyi. "Modelling Dependence of Insurance Risks". Thesis, Linnéuniversitetet, Institutionen för datavetenskap, fysik och matematik, DFM, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-9064.
Texto completoLecei, Ivan [Verfasser]. "Modelling extremal dependence / Ivan Lecei". Ulm : Universität Ulm, 2018. http://d-nb.info/1173249745/34.
Texto completoJohnson, Jill Suzanne. ""Modelling Dependence in Extreme Environmental Events"". Thesis, University of Newcastle upon Tyne, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.525050.
Texto completoYu, Lanhua. "Risk management : modelling dependence between asset returns". Thesis, Imperial College London, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.420966.
Texto completoNavarrete, Miguel A. Ancona. "Dependence modelling and spatial prediction for extreme values". Thesis, Lancaster University, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.369658.
Texto completoKereszturi, Monika. "Assessing and modelling extremal dependence in spatial extremes". Thesis, Lancaster University, 2017. http://eprints.lancs.ac.uk/86369/.
Texto completoMenguturk, Levent Ali. "Information-based jumps, asymmetry and dependence in financial modelling". Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/10953.
Texto completoCarreira, Inês Duarte. "Modelling dependence between frequency and severity of insurance claims". Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14631.
Texto completoA estimação da perda individual é uma importante tarefa para calcular os preços das apólices de seguro. A abordagem padrão assume independência entre a frequência e a severidade dos sinistros, o que pode não ser uma suposição realística. Neste texto, a dependência entre números e montantes de sinistros é explorada, num contexto de Modelos Lineares Generalizados. Um modelo de severidade condicional e um modelo de Cópula são apresentados como alternativas para modelar esta dependência e posteriormente aplicados a um conjunto de dados fornecido por uma seguradora portuguesa. No final, a comparação com o cenário de independência é realizada.
The estimation of the individual loss is an important task to price insurance policies. The standard approach assumes independence between claim frequency and severity, which may not be a realistic assumption. In this text, the dependence between claim counts and claim sizes is explored, in a Generalized Linear Model framework. A Conditional severity model and a Copula model are presented as alternatives to model this dependence and later applied to a data set provided by a Portuguese insurance company. At the end, the comparison with the independence scenario is carried out.
info:eu-repo/semantics/publishedVersion
Werner, Christoph. "Structured expert judgement for dependence in probabilistic modelling of uncertainty : advances along the dependence elicitation process". Thesis, University of Strathclyde, 2018. http://digitool.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=30519.
Texto completoXia, Xinghua. "Essays on dependence modelling with vine copulas and its applications". Thesis, University of Leicester, 2018. http://hdl.handle.net/2381/42235.
Texto completoLibros sobre el tema "Dependence modelling"
1942-, Cooke Roger, ed. Uncertainty analysis with high dimensional dependence modelling. Chichester, England: Wiley, 2006.
Buscar texto completoKurowicka, Dorota y Roger Cooke. Uncertainty Analysis with High Dimensional Dependence Modelling. Chichester, UK: John Wiley & Sons, Ltd, 2006. http://dx.doi.org/10.1002/0470863072.
Texto completoBreeze, Jonathan. Temperature and Frequency Dependence of Complex Permittivity in Metal Oxide Dielectrics: Theory, Modelling and Measurement. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-44547-2.
Texto completoShaw, Michelle. Temperature dependence of conformationally-averaged molecular surface areas and volumes for modelling log pow values. Sudbury, Ont: Laurentian University, 1998.
Buscar texto completoMüller, Gereon, Artemis Alexiadou y Tibor Kiss. Local Modelling of Non-local Dependencies in Syntax. Berlin: De Gruyter, 2013.
Buscar texto completoKähkönen, Kalle. Modelling activity dependencies for building construction project scheduling. Espoo: Technical Research Centre of Finland, 1993.
Buscar texto completoAlexiadou, Artemis, Tibor Kiss y Gereon Müller, eds. Local Modelling of Non-Local Dependencies in Syntax. Berlin, Boston: DE GRUYTER, 2012. http://dx.doi.org/10.1515/9783110294774.
Texto completoHabib, Ammari, Capdeboscq Yves 1971- y Kang Hyeonbae, eds. Multi-scale and high-contrast PDE: From modelling, to mathematical analysis, to inversion : Conference on Multi-scale and High-contrast PDE:from Modelling, to Mathematical Analysis, to Inversion, June 28-July 1, 2011, University of Oxford, United Kingdom. Providence, R.I: American Mathematical Society, 2010.
Buscar texto completoAwrejcewicz, Jan, Anton V. Krysko, Maxim V. Zhigalov y Vadim A. Krysko. Mathematical Modelling and Numerical Analysis of Size-Dependent Structural Members in Temperature Fields. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-55993-9.
Texto completoEngland) International DSM Conference (12th 2010 Cambridge. Managing complexity by modelling dependencies: Proceedings of the 12th International DSM Conference, Cambridge, UK, 22-23 July 2010. Munich, Germany: Hanser, 2010.
Buscar texto completoCapítulos de libros sobre el tema "Dependence modelling"
Shevchenko, Pavel V. "Modelling Dependence". En Modelling Operational Risk Using Bayesian Inference, 235–71. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-15923-7_7.
Texto completoKushner, Harold J. "State Dependence". En Stochastic Modelling and Applied Probability, 305–39. New York, NY: Springer New York, 2001. http://dx.doi.org/10.1007/978-1-4613-0005-2_8.
Texto completoBenedini, Marcello y George Tsakiris. "Temperature Dependence". En Water Quality Modelling for Rivers and Streams, 87–89. Dordrecht: Springer Netherlands, 2012. http://dx.doi.org/10.1007/978-94-007-5509-3_8.
Texto completoEllner, Stephen P., Dylan Z. Childs y Mark Rees. "Density Dependence". En Lecture Notes on Mathematical Modelling in the Life Sciences, 111–38. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-28893-2_5.
Texto completoBoland, Philip J. "Modelling Dependence in Coherent Systems". En Reliability and Decision Making, 287–99. Boston, MA: Springer US, 1993. http://dx.doi.org/10.1007/978-1-4899-4459-7_16.
Texto completoRoy, Sisir. "Quantum Ontology and Context Dependence". En Decision Making and Modelling in Cognitive Science, 141–52. New Delhi: Springer India, 2016. http://dx.doi.org/10.1007/978-81-322-3622-1_8.
Texto completoD'Inverno, Mark y Michael Luck. "A formal view of social dependence networks". En Distributed Artificial Intelligence Architecture and Modelling, 115–29. Berlin, Heidelberg: Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/3-540-61314-5_25.
Texto completoKempson, Ruth. "Modelling Context-Dependence: Ellipsis in Conversational Dialogue". En Modeling and Using Context, 1–4. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-24279-3_1.
Texto completoKoshelev, V. V. y N. N. Kolpakidi. "An Investigation of the Dependence of Structural Parameters of the Middle Atmosphere on the Intensity of Photochemical and Dynamical Processes". En Ionospheric Modelling, 381–401. Basel: Birkhäuser Basel, 1988. http://dx.doi.org/10.1007/978-3-0348-6532-6_9.
Texto completoMunková, Daša, Michal Munk y L’udmila Adamová. "Modelling of Language Processing Dependence on Morphological Features". En ICT Innovations 2013, 77–86. Heidelberg: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-01466-1_7.
Texto completoActas de conferencias sobre el tema "Dependence modelling"
Eickhoff, Carsten, Arjen P. de Vries y Thomas Hofmann. "Modelling Term Dependence with Copulas". En SIGIR '15: The 38th International ACM SIGIR conference on research and development in Information Retrieval. New York, NY, USA: ACM, 2015. http://dx.doi.org/10.1145/2766462.2767831.
Texto completoKulakowski, Krzysztof, Krzysztof Malarz y Malgorzata J. Krawczyk. "Heavy Context Dependence — Decisions Of Underground Soldiers". En 29th Conference on Modelling and Simulation. ECMS, 2015. http://dx.doi.org/10.7148/2015-0125.
Texto completoPetermann, Arne y Alexander Simon. "Path Dependence In Hierarchical Organizations: The Influence Of Environmental Dynamics". En 30th Conference on Modelling and Simulation. ECMS, 2016. http://dx.doi.org/10.7148/2016-0040.
Texto completoPetermann, Arne y Alexander Simon. "Path Dependence In Hierarchical Organizations: The Influence Of Environmental Dynamics". En 30th Conference on Modelling and Simulation. ECMS, 2016. http://dx.doi.org/10.7148/2016-0041.
Texto completoPetermann, Arne y Alexander Simon. "The Influence Of Changing Environment For Path Dependence In Hierarchical Organizations". En 28th Conference on Modelling and Simulation. ECMS, 2014. http://dx.doi.org/10.7148/2014-0202.
Texto completo"Evaluating extremal dependence in stock markets using Extreme Value Theory". En 19th International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand (MSSANZ), Inc., 2011. http://dx.doi.org/10.36334/modsim.2011.d6.singh2.
Texto completoPetermann, Arne, Stefan Klaußner y Natalie Senf. "Organizational Path Dependence: The Prevalence Of Positive Feedback Economics In Hierarchical Organizations". En 26th Conference on Modelling and Simulation. ECMS, 2012. http://dx.doi.org/10.7148/2012-0721-0730.
Texto completoClegg, Richard G., Raul Landa y Miguel Rio. "Criticisms of Modelling Packet Traffic Using Long-Range Dependence". En 2009 Proceedings of 18th International Conference on Computer Communications and Networks - ICCCN 2009. IEEE, 2009. http://dx.doi.org/10.1109/icccn.2009.5235309.
Texto completoKwon, Han-Seung, Artem Lenskiy y Kseniya Koneva. "Trading Foreign Currencies Based on Long Range Dependence". En 2012 Fourth International Conference on Computational Intelligence, Modelling and Simulation (CIMSiM). IEEE, 2012. http://dx.doi.org/10.1109/cimsim.2012.73.
Texto completoFuerstenau, Daniel. "Agent-Based Simulation Analysis Of Path Dependence In Corporate IS Networks For Strategic IT Management". En 27th Conference on Modelling and Simulation. ECMS, 2013. http://dx.doi.org/10.7148/2013-0340.
Texto completoInformes sobre el tema "Dependence modelling"
Haslett, John y Adrian E. Raftery. Reply to the Discussion of Space-Time Modelling with Long-Memory Dependence: Assessing Ireland's Wind Resource. Fort Belvoir, VA: Defense Technical Information Center, octubre de 1988. http://dx.doi.org/10.21236/ada201678.
Texto completoPhillips, Michael, James Glass y Victor Zue. Modelling Context Dependency in Acoustic-Phonetic and Lexical Representations. Fort Belvoir, VA: Defense Technical Information Center, enero de 1991. http://dx.doi.org/10.21236/ada460564.
Texto completoRai, Suresh. Multiprocessing Systems: Reliability Modelling and Analysis Using Multimode Components and Dependent Failures. Fort Belvoir, VA: Defense Technical Information Center, octubre de 1992. http://dx.doi.org/10.21236/ada264230.
Texto completoRen, W. Time-Dependent Deformation Modelling for a Chopped-Glass Fiber Composite for Automotive Durability Design Criteria. Office of Scientific and Technical Information (OSTI), agosto de 2001. http://dx.doi.org/10.2172/788361.
Texto completoSandermann, Heinrich, Duncan Jr. y Thomas M. Lipid-Dependent Membrane Enzymes. Kinetic Modelling of the Activation of Protein Kinase C by Phosphatidylserine. Fort Belvoir, VA: Defense Technical Information Center, enero de 1991. http://dx.doi.org/10.21236/ada302987.
Texto completoAfrican Open Science Platform Part 1: Landscape Study. Academy of Science of South Africa (ASSAf), 2019. http://dx.doi.org/10.17159/assaf.2019/0047.
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