Volume 2010 [38 articles]

• A Note on Confidence Interval for the Power of the One Sample t Test, A. Wong
  Volume 2010 (2010), Article ID 139856, 9 pages
• VaR: exchange rate risk and jump risk, Fen-Ying Chen
  Volume 2010 (2010), Article ID 196461, 18 pages
• Spiked Dirichlet process priors for Gaussian process models, Terrance Savitsky, Marina Vannucci
  Volume 2010 (2010), Article ID 201489, 14 pages
• Risk navigator SRM: an applied risk management tool, Dana L.K. Hoag, Jay Parsons
  Volume 2010 (2010), Article ID 214358, 17 pages
• A winner's mean earnings in lottery and inverse moments of the binomial distribution, Konstantinos Drakakis
  Volume 2010 (2010), Article ID 279154, 16 pages
• Comparing estimation methods for the FPLD, Agostino Tarsitano
  Volume 2010 (2010), Article ID 295042, 16 pages
• A mathematical analysis of the card game of betweenies through Kelly's criterion, Konstantinos Drakakis
  Volume 2010 (2010), Article ID 313148, 19 pages
• On some layer-based risk measures with applications to exponential dispersion models, Olga Furman, Edward Furman
  Volume 2010 (2010), Article ID 357321, 19 pages
• An effective method of monitoring the large-scale traffic pattern based on RMT and PCA, Jia Liu, Peng Gao, Jian Yuan, Xuetao Du
  Volume 2010 (2010), Article ID 375942, 16 pages
• Estimation of log-linear-binomial distribution with applications, Elsayed Ali Habib
  Volume 2010 (2010), Article ID 423654, 13 pages
• Peirce's i and Cohen's κ  for 2 \times  2 Measures of Rater Reliability, Beau Abar, Eric Loken
  Volume 2010 (2010), Article ID 480364, 10 pages
• An investigation of value updating bidders in simultaneous online art auctions, Mayukh Dass, Lynne Seymour, Srinivas K. Reddy
  Volume 2010 (2010), Article ID 539763, 18 pages
• An analysis of the influence of fundamental values' estimation accuracy on financial markets, Hiroshi Takahashi
  Volume 2010 (2010), Article ID 543065, 17 pages
• On discrete-time multiallelic evolutionary dynamics driven by selection, Thierry E. Huillet
  Volume 2010 (2010), Article ID 580762, 27 pages
• Estimating the conditional tail expectation in the case of heavy-tailed losses, Abdelhakim Necir, Abdelaziz Rassoul, Ričardas Zitikis
  Volume 2010 (2010), Article ID 596839, 17 pages
• Spatial scan statistics adjusted for multiple clusters, Zhenkui Zhang, Renato Assunção, Martin Kulldorff
  Volume 2010 (2010), Article ID 642379, 11 pages
• Constant rate distributions on partially ordered sets, Kyle Siegrist
  Volume 2010 (2010), Article ID 675754, 21 pages
• Estimating L-Functionals for Heavy-Tailed Distributions and Application, Abdelhakim Necir, Djamel Meraghni
  Volume 2010 (2010), Article ID 707146, 34 pages
• Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy, Francesca Greselin, Leo Pasquazzi, Ričardas Zitikis
  Volume 2010 (2010), Article ID 718905, 26 pages
• Pricing equity-indexed annuities under stochastic interest rates using copulas, Patrice Gaillardetz
  Volume 2010 (2010), Article ID 726389, 29 pages
• Some comments on quasi-birth-and-death processes and matrix measures, Holger Dette, Bettina Reuther
  Volume 2010 (2010), Article ID 730543, 23 pages
• New technique to estimate the asymmetric trimming mean, A.M.H. Alkhazaleh, A.M. Razali
  Volume 2010 (2010), Article ID 739154, 9 pages
• Universal and nonuniversal dynamical conductivity in small metallic grains: an ambivalent role of T-invariance at finite frequency, Nobuhiko Taniguchi
  Volume 2010 (2010), Article ID 751395, 12 pages
• Crossings of second-order response processes subjected to LMA loadings, Thomas Galtier, Sayan Gupta, Igor Rychlik
  Volume 2010 (2010), Article ID 752452, 22 pages
• Optimal estimators for threshold-based quality measures, Aaron Abrams, Sandy Ganzell, Henry Landau, Zeph Landau, James Pommersheim, Eric Zaslow
  Volume 2010 (2010), Article ID 752750, 15 pages
• Local likelihood density estimation and value-at-risk, Christian Gourieroux, Joann Jasiak
  Volume 2010 (2010), Article ID 754851, 26 pages
• Complete convergence for maximal sums of negatively associated random variables, Victor M. Kruglov
  Volume 2010 (2010), Article ID 764043, 17 pages
• Central limit theorem for coloured hard dimers, Maria Simonetta Bernabei, Horst Thaler
  Volume 2010 (2010), Article ID 781681, 13 pages
• Individual property risk management, Michael S. Finke, Eric Belasco, Sandra J. Huston
  Volume 2010 (2010), Article ID 805309, 11 pages
• Multifractal analysis of infinite products of stationary jump processes, Petteri Mannersalo, Ilkka Norros, Rudolf H. Riedi
  Volume 2010 (2010), Article ID 807491, 26 pages
• Investigating mortality uncertainty using the block bootstrap, Xiaoming Liu, W.John Braun
  Volume 2010 (2010), Article ID 813583, 15 pages
• Forest fire risk assessment: an illustrative example from Ontario, Canada, W.John Braun, Bruce L. Jones, Jonathan S.W. Lee, Douglas G. Woolford, B.Mike Wotton
  Volume 2010 (2010), Article ID 823018, 26 pages
• The foundations of probability with black swans, Graciela Chichilnisky
  Volume 2010 (2010), Article ID 838240, 11 pages
• An explicit representation of the extended Skorokhod map with two time-dependent boundaries, Marek Slaby
  Volume 2010 (2010), Article ID 846320, 18 pages
• Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type, Alexandre F. Roch
  Volume 2010 (2010), Article ID 863585, 18 pages
• Asteroids: assessing catastrophic risks, Graciela Chichilnisky, Peter Eisenberger
  Volume 2010 (2010), Article ID 954750, 15 pages
• POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks, Abdelhakim Necir, Abdelaziz Rassoul, Djamel Meraghni
  Volume 2010 (2010), Article ID 965672, 14 pages
• Continuous time portfolio selection under conditional capital at risk, Gordana Dmitrasinovic-Vidovic, Ali Lari-Lavassani, Xun Li, Antony Ware
  Volume 2010 (2010), Article ID 976371, 26 pages