Zobrazeno 1 - 10
of 50
pro vyhledávání: '"Buckley, Winston"'
Publikováno v:
In European Journal of Operational Research 16 August 2020 285(1):324-342
Publikováno v:
In North American Journal of Economics and Finance November 2019 50
We extend the theory of asymmetric information in mispricing models for stocks following geometric Brownian motion to constant relative risk averse investors. Mispricing follows a continuous mean--reverting Ornstein--Uhlenbeck process. Optimal portfo
Externí odkaz:
http://arxiv.org/abs/1101.1148
We present a mixture Poisson model for claims counts in which the number of components in the mixture are estimated by reversible jump MCMC methods.
Externí odkaz:
http://arxiv.org/abs/1012.4702
Autor:
Brown, Garfield, Buckley, Winston
In this paper, we review and apply several approaches to model selection for analysis of variance models which are used in a credibility and insurance context. The reversible jump algorithm is employed for model selection, where posterior model proba
Externí odkaz:
http://arxiv.org/abs/1012.4676
Autor:
Perera, Sandun, Buckley, Winston
Publikováno v:
The Journal of the Operational Research Society, 2017 Jan 01. 68(8), 877-885.
Externí odkaz:
https://www.jstor.org/stable/48759994
Publikováno v:
In European Journal of Operational Research 16 July 2016 252(2):676-686
Autor:
Buckley, Winston S., Long, Hongwei
Publikováno v:
In European Journal of Operational Research 16 June 2015 243(3):944-955
Publikováno v:
In European Journal of Operational Research 1 July 2014 236(1):200-208
Publikováno v:
In European Journal of Operational Research 16 September 2012 221(3):584-592