Articles with "parametric distributions" as a keyword



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Modeling and Risk Analysis Using Parametric Distributions with an Application in Equity-Linked Securities

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Published in 2020 at "Mathematical Problems in Engineering"

DOI: 10.1155/2020/9763065

Abstract: In this study, we model the returns of a stock index using various parametric distribution models. There are four indices used in this study: HSCEI, KOSPI 200, S&P 500, and EURO STOXX 50. We applied… read more here.

Keywords: equity linked; risk; risk analysis; parametric distributions ... See more keywords