Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Thorsten Pauls"'
Autor:
Norbert Quapp, Jens Winter, Nils Dennstedt, Thorsten Pauls, Holger Bartel, Jürgen Bierbaum, Karol Musialik, Tobias Dillmann, Wolfgang Engel, Marcus Keller
Publikováno v:
European Actuarial Journal. 4:101-124
In this paper we address certain issues in the valuation of long-term (insurance) guarantees from a practical point of view. These issues arise, because markets are incomplete or inactive. We provide a general, arbitrage-free valuation approach in th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13d75b830ab79f3219a10bcb7601b6b7
https://doi.org/10.1007/s13385-014-0089-9
https://doi.org/10.1007/s13385-014-0089-9
Autor:
Thorsten Pauls, Arnold Janssen
Publikováno v:
Computational Statistics. 20:369-383
The present Monte Carlo study compares bootstrap and permutation tests for semiparametric heteroscedastic two-sample testing problems of Behrens-Fisher type. The underlying functionals to be tested are (a) the difference of the means and (b) the Wilc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::df9d9d40858396a4e219487080be0379
https://doi.org/10.1007/bf02741303
https://doi.org/10.1007/bf02741303
Autor:
Thorsten Pauls, Arnold Janssen
Publikováno v:
Ann. Statist. 31, no. 3 (2003), 768-806
Resampling methods are frequently used in practice to adjust critical values of nonparametric tests. In the present paper a comprehensive and unified approach for the conditional and unconditional analysis of linear resampling statistics is presented
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::acbebbbcce85990acc963c6187d8f42b
http://projecteuclid.org/euclid.aos/1056562462
http://projecteuclid.org/euclid.aos/1056562462
