Sfoglia per Autore
Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress–strength models
2021-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
A new method for building a discrete analogue to a continuous random variable based on minimization of a distance between distribution functions
2021-01-01 Barbiero, A.; Hitaj, A.
Discrete analogs of a bivariate Pareto distribution
2022-01-01 Barbiero, A.; Hitaj, A.
A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance
2022-01-01 Bianchi, Michele Leonardo; Hitaj, Asmerilda; Tassinari, Gian Luca
Smart network based portfolios
2022-01-01 Clemente, Gian Paolo; Grassi, Rosanna; Hitaj, Asmerilda
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances
2022-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
Gaussian quadrature for non-Gaussian distributions
2022-01-01 Barbiero, A.; Hitaj, A.
Dissecting hedge funds' strategies
2023-01-01 Noori, Mohammad; Hitaj, Asmerilda
An alternative discrete analogue of the half-logistic distribution
2023-01-01 Barbi̇ero, Alessandro; Hi̇taj, Asmerilda
Enhancing Portfolio Allocation: A Random Matrix Theory Perspective
2024-01-01 Vanni, Fabio; Hitaj, Asmerilda; Mastrogiacomo, Elisa
Minimizing distance between distribution functions: discrete counterparts to continuous random variables with applications in non-life insurance and stochastic reliability
2024-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
An Alternative Discrete Analogue of the Half-Logistic Distribution Based on Minimization of a Distance between Cumulative Distribution Functions
2024-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
Discrete half-logistic distributions with applications in reliability and risk analysis
2024-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
A Discrete Version of the Half-Logistic Distribution Based on the Mimicking of the Probability Density Function
2024-01-01 Barbiero, Alessandro; Hitaj, Asmerilda
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