Risk

Parametric and non-parametric estimation of value-at-risk

Value-at-risk (VaR) is one of the most common risk measures used in finance. The correct estimation of VaR is essential for any financial institution, in order to arrive at the accurate capital ...
JSTOR Daily

On Approximating Parametric Bayes Models by Nonparametric Bayes Models

Let τ be a prior distribution over the parameter space Θ for a given parametric model P θ, θ ∈ Θ. For the sample space X (over which P θ 's are probability measures) belonging to a general class of ...
International Monetary Fund

Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation The purpose of this paper is to compare in-sample and out-of-sample performances of three parametric and non-parametric ...
JSTOR Daily

On Non-Parametric Testing, the Uniform Behaviour of the t-Test, and Related Problems

In this article, we revisit some problems in non-parametric hypothesis testing. First, we extend the classical result of Bahadur & Savage [Ann. Math. Statist. 25 (1956) 1115] to other testing problems ...
Insurancenewsnet.com

Southeast University Reports Findings in Accident Research (Single-vehicle crash severity outcome prediction and determinant extraction using tree-based and other non ...

2021 MAR 11 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- New research on Accident Research is the subject of a report. According to news reporting originating from ...
Yahoo Finance

Parametric Insurance Market Assessment 2025-2034: Industry Set to Reach $51.3 Billion by 2034 as Climate Disasters and AI Adoption Reshape Risk Models

Dublin, May 01, 2025 (GLOBE NEWSWIRE) -- The "Parametric Insurance Market Opportunity, Growth Drivers, Industry Trend Analysis, and Forecast 2025-2034" report has been added to ...