Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Xeni K. Dimakos"'
Publikováno v:
Scandinavian Actuarial Journal. 2011:1-20
The insurance industry, like other parts of the financial sector, is vulnerable to climate change. Life as well as non-life products are affected and knowledge of future loss levels is valuable. Risk and premium calculations may be updated accordingl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::30d114cd91b8fe5fe8c1b8cfe61574a4
https://doi.org/10.1080/03461230903266533
https://doi.org/10.1080/03461230903266533
Autor:
Xeni K. Dimakos, Anders Løland
Publikováno v:
The Journal of Energy Markets. 3:73-92
The Nordic electricity spot power market (Nord Pool) is divided into several price areas. The NO1 area (southern Norway) is of particular interest. It is dominated by hydropower and has experienced large deviations from the system price. Using histor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a9baa48926999327f04f53a6823b4199
https://doi.org/10.21314/jem.2010.037
https://doi.org/10.21314/jem.2010.037
Publikováno v:
Risk Management. 9:82-107
This article presents a new approach to determine the total risk of a financial institution. The proposed model includes components for credit, market, operational and business risk. Moreover, it includes a component for the ownership risk that stems
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9552711cb93dac4e36fbf1cf14c20783
https://doi.org/10.1057/palgrave.rm.8250027
https://doi.org/10.1057/palgrave.rm.8250027
Publikováno v:
The Journal of Risk. 8:39-60
Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing financial returns have focused on the univariate case.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a4a07f339ac1b2e890cf05e3a7778e9
https://doi.org/10.21314/jor.2006.127
https://doi.org/10.21314/jor.2006.127
Autor:
Kjersti Aas, Xeni K. Dimakos
Publikováno v:
Statistical Modelling. 4:265-277
In this article, we present a new approach to modelling the total economic capital required to protect a financial institution against possible losses. The approach takes into account the correlation between risk types, and in this respect, it improv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ddafc3ab0104979cdd58a298207f87ff
https://doi.org/10.1191/1471082x04st079oa
https://doi.org/10.1191/1471082x04st079oa
Autor:
Xeni K. Dimakos
Publikováno v:
International Statistical Review. 69:27-48
Summary Markov Chain Monte Carlo (MCMC) methods are used to sample from complicated multivariate distributions with normalizing constants that may not be computable in practice and from which direct sampling is not feasible. A fundamental problem is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::30c46fd7bf252c9e987728d90f884277
https://doi.org/10.1111/j.1751-5823.2001.tb00478.x
https://doi.org/10.1111/j.1751-5823.2001.tb00478.x
Publikováno v:
Biometrics. 55:678-687
The conventional line transect approach of estimating effective search width from the perpendicular distance distribution is inappropriate in certain types of surveys, e.g., when an unknown fraction of the animals on the track line is detected, the a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bd35c9c3384ff22812666ec4447cc9c5
https://doi.org/10.1111/j.0006-341x.1999.00678.x
https://doi.org/10.1111/j.0006-341x.1999.00678.x