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Статті в журналах з теми "Dependence modelling"
Kallenberg, Wilbert C. M. "Modelling dependence." Insurance: Mathematics and Economics 42, no. 1 (February 2008): 127–46. http://dx.doi.org/10.1016/j.insmatheco.2007.01.008.
Повний текст джерелаAminuddin Jafry, Nurul Hanis, Ruzanna Ab Razak, and Noriszura Ismail. "Dependence Modelling using GARCH, EGARCH, and Copula Models:." Asia Proceedings of Social Sciences 2, no. 2 (December 3, 2018): 55–59. http://dx.doi.org/10.31580/apss.v2i2.317.
Повний текст джерелаPatton, Andrew J. "MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*." International Economic Review 47, no. 2 (May 2006): 527–56. http://dx.doi.org/10.1111/j.1468-2354.2006.00387.x.
Повний текст джерелаWadsworth, J. L., J. A. Tawn, A. C. Davison, and D. M. Elton. "Modelling across extremal dependence classes." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 79, no. 1 (February 17, 2016): 149–75. http://dx.doi.org/10.1111/rssb.12157.
Повний текст джерелаWadsworth, J. L., and J. A. Tawn. "Dependence modelling for spatial extremes." Biometrika 99, no. 2 (March 13, 2012): 253–72. http://dx.doi.org/10.1093/biomet/asr080.
Повний текст джерелаEl Hannoun, Wafaa, Salah-Eddine El Adlouni, and Abdelhak Zoglat. "Vine-Copula-Based Quantile Regression for Cascade Reservoirs Management." Water 13, no. 7 (March 31, 2021): 964. http://dx.doi.org/10.3390/w13070964.
Повний текст джерелаGitman, I. M., H. Askes, and L. J. Sluys. "Multiscale Modelling of Softening Materials." Key Engineering Materials 348-349 (September 2007): 1–4. http://dx.doi.org/10.4028/www.scientific.net/kem.348-349.1.
Повний текст джерелаLakner, G., J. Lakner, G. Racz, and 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.
Повний текст джерелаMONNEY, PAUL-ANDRE, and MOSES CHAN. "MODELLING DEPENDENCE IN DEMPSTER-SHAFER THEORY." International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 15, no. 01 (February 2007): 93–114. http://dx.doi.org/10.1142/s021848850700439x.
Повний текст джерелаLedford, Anthony W., and Jonathan A. Tawn. "Modelling Dependence within Joint Tail Regions." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 59, no. 2 (1997): 475–99. http://dx.doi.org/10.1111/1467-9868.00080.
Повний текст джерелаДисертації з теми "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.
Повний текст джерелаLecei, Ivan [Verfasser]. "Modelling extremal dependence / Ivan Lecei." Ulm : Universität Ulm, 2018. http://d-nb.info/1173249745/34.
Повний текст джерелаJohnson, 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.
Повний текст джерелаYu, Lanhua. "Risk management : modelling dependence between asset returns." Thesis, Imperial College London, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.420966.
Повний текст джерелаNavarrete, 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.
Повний текст джерелаKereszturi, Monika. "Assessing and modelling extremal dependence in spatial extremes." Thesis, Lancaster University, 2017. http://eprints.lancs.ac.uk/86369/.
Повний текст джерелаMenguturk, Levent Ali. "Information-based jumps, asymmetry and dependence in financial modelling." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/10953.
Повний текст джерелаCarreira, 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.
Повний текст джерелаA 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.
Повний текст джерелаXia, Xinghua. "Essays on dependence modelling with vine copulas and its applications." Thesis, University of Leicester, 2018. http://hdl.handle.net/2381/42235.
Повний текст джерелаКниги з теми "Dependence modelling"
1942-, Cooke Roger, ed. Uncertainty analysis with high dimensional dependence modelling. Chichester, England: Wiley, 2006.
Знайти повний текст джерелаKurowicka, Dorota, and Roger Cooke. Uncertainty Analysis with High Dimensional Dependence Modelling. Chichester, UK: John Wiley & Sons, Ltd, 2006. http://dx.doi.org/10.1002/0470863072.
Повний текст джерелаBreeze, 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.
Повний текст джерелаShaw, Michelle. Temperature dependence of conformationally-averaged molecular surface areas and volumes for modelling log pow values. Sudbury, Ont: Laurentian University, 1998.
Знайти повний текст джерелаMüller, Gereon, Artemis Alexiadou, and Tibor Kiss. Local Modelling of Non-local Dependencies in Syntax. Berlin: De Gruyter, 2013.
Знайти повний текст джерелаKähkönen, Kalle. Modelling activity dependencies for building construction project scheduling. Espoo: Technical Research Centre of Finland, 1993.
Знайти повний текст джерелаAlexiadou, Artemis, Tibor Kiss, and Gereon Müller, eds. Local Modelling of Non-Local Dependencies in Syntax. Berlin, Boston: DE GRUYTER, 2012. http://dx.doi.org/10.1515/9783110294774.
Повний текст джерелаHabib, Ammari, Capdeboscq Yves 1971-, and 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.
Знайти повний текст джерелаAwrejcewicz, Jan, Anton V. Krysko, Maxim V. Zhigalov, and 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.
Повний текст джерелаEngland) 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.
Знайти повний текст джерелаЧастини книг з теми "Dependence modelling"
Shevchenko, Pavel V. "Modelling Dependence." In 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.
Повний текст джерелаKushner, Harold J. "State Dependence." In 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.
Повний текст джерелаBenedini, Marcello, and George Tsakiris. "Temperature Dependence." In 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.
Повний текст джерелаEllner, Stephen P., Dylan Z. Childs, and Mark Rees. "Density Dependence." In 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.
Повний текст джерелаBoland, Philip J. "Modelling Dependence in Coherent Systems." In Reliability and Decision Making, 287–99. Boston, MA: Springer US, 1993. http://dx.doi.org/10.1007/978-1-4899-4459-7_16.
Повний текст джерелаRoy, Sisir. "Quantum Ontology and Context Dependence." In 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.
Повний текст джерелаD'Inverno, Mark, and Michael Luck. "A formal view of social dependence networks." In 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.
Повний текст джерелаKempson, Ruth. "Modelling Context-Dependence: Ellipsis in Conversational Dialogue." In Modeling and Using Context, 1–4. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-24279-3_1.
Повний текст джерелаKoshelev, V. V., and N. N. Kolpakidi. "An Investigation of the Dependence of Structural Parameters of the Middle Atmosphere on the Intensity of Photochemical and Dynamical Processes." In Ionospheric Modelling, 381–401. Basel: Birkhäuser Basel, 1988. http://dx.doi.org/10.1007/978-3-0348-6532-6_9.
Повний текст джерелаMunková, Daša, Michal Munk, and L’udmila Adamová. "Modelling of Language Processing Dependence on Morphological Features." In ICT Innovations 2013, 77–86. Heidelberg: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-01466-1_7.
Повний текст джерелаТези доповідей конференцій з теми "Dependence modelling"
Eickhoff, Carsten, Arjen P. de Vries, and Thomas Hofmann. "Modelling Term Dependence with Copulas." In 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.
Повний текст джерелаKulakowski, Krzysztof, Krzysztof Malarz, and Malgorzata J. Krawczyk. "Heavy Context Dependence — Decisions Of Underground Soldiers." In 29th Conference on Modelling and Simulation. ECMS, 2015. http://dx.doi.org/10.7148/2015-0125.
Повний текст джерелаPetermann, Arne, and Alexander Simon. "Path Dependence In Hierarchical Organizations: The Influence Of Environmental Dynamics." In 30th Conference on Modelling and Simulation. ECMS, 2016. http://dx.doi.org/10.7148/2016-0040.
Повний текст джерелаPetermann, Arne, and Alexander Simon. "Path Dependence In Hierarchical Organizations: The Influence Of Environmental Dynamics." In 30th Conference on Modelling and Simulation. ECMS, 2016. http://dx.doi.org/10.7148/2016-0041.
Повний текст джерелаPetermann, Arne, and Alexander Simon. "The Influence Of Changing Environment For Path Dependence In Hierarchical Organizations." In 28th Conference on Modelling and Simulation. ECMS, 2014. http://dx.doi.org/10.7148/2014-0202.
Повний текст джерела"Evaluating extremal dependence in stock markets using Extreme Value Theory." In 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.
Повний текст джерелаPetermann, Arne, Stefan Klaußner, and Natalie Senf. "Organizational Path Dependence: The Prevalence Of Positive Feedback Economics In Hierarchical Organizations." In 26th Conference on Modelling and Simulation. ECMS, 2012. http://dx.doi.org/10.7148/2012-0721-0730.
Повний текст джерелаClegg, Richard G., Raul Landa, and Miguel Rio. "Criticisms of Modelling Packet Traffic Using Long-Range Dependence." In 2009 Proceedings of 18th International Conference on Computer Communications and Networks - ICCCN 2009. IEEE, 2009. http://dx.doi.org/10.1109/icccn.2009.5235309.
Повний текст джерелаKwon, Han-Seung, Artem Lenskiy, and Kseniya Koneva. "Trading Foreign Currencies Based on Long Range Dependence." In 2012 Fourth International Conference on Computational Intelligence, Modelling and Simulation (CIMSiM). IEEE, 2012. http://dx.doi.org/10.1109/cimsim.2012.73.
Повний текст джерелаFuerstenau, Daniel. "Agent-Based Simulation Analysis Of Path Dependence In Corporate IS Networks For Strategic IT Management." In 27th Conference on Modelling and Simulation. ECMS, 2013. http://dx.doi.org/10.7148/2013-0340.
Повний текст джерелаЗвіти організацій з теми "Dependence modelling"
Haslett, John, and 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, October 1988. http://dx.doi.org/10.21236/ada201678.
Повний текст джерелаPhillips, Michael, James Glass, and Victor Zue. Modelling Context Dependency in Acoustic-Phonetic and Lexical Representations. Fort Belvoir, VA: Defense Technical Information Center, January 1991. http://dx.doi.org/10.21236/ada460564.
Повний текст джерелаRai, Suresh. Multiprocessing Systems: Reliability Modelling and Analysis Using Multimode Components and Dependent Failures. Fort Belvoir, VA: Defense Technical Information Center, October 1992. http://dx.doi.org/10.21236/ada264230.
Повний текст джерелаRen, W. Time-Dependent Deformation Modelling for a Chopped-Glass Fiber Composite for Automotive Durability Design Criteria. Office of Scientific and Technical Information (OSTI), August 2001. http://dx.doi.org/10.2172/788361.
Повний текст джерелаSandermann, Heinrich, Duncan Jr., and Thomas M. Lipid-Dependent Membrane Enzymes. Kinetic Modelling of the Activation of Protein Kinase C by Phosphatidylserine. Fort Belvoir, VA: Defense Technical Information Center, January 1991. http://dx.doi.org/10.21236/ada302987.
Повний текст джерелаAfrican 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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