Temat: stochastic simulations - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Sample size in clinical trials – challenges and approaches
Autorzy:: Tomski, Andrzej
Gorzawska, Barbara
Powiązania:: https://bibliotekanauki.pl/articles/2204289.pdf
Data publikacji:: 2023-05-31
Wydawca:: Główny Urząd Statystyczny
Tematy:: sample size
clinical trial
Monte Carlo methods
stochastic simulations
Opis:: Sample size estimation is a necessary and crucial step in clinical trial research. Statistical requirements, limited patient availability and high financial risk of a clinical trial necessitate the proper calculation of this measure. The aim of this paper is to discuss the reasons why the estimation of the sample size is important and, based on the obtained results, to show how this process may be completed in selected cases. Stochastic simulations based on the Monte Carlo methods approach are applied. Therefore, new challenges facing this area of research are mentioned.
Źródło:: Przegląd Statystyczny; 2022, 69, 4; 20-28
0033-2372
Pojawia się w:: Przegląd Statystyczny
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Application of the one-factor CIR interest rate model to catastrophe bond pricing under uncertainty
Autorzy:: Nowak, P.
Romaniuk, M.
Powiązania:: https://bibliotekanauki.pl/articles/384472.pdf
Data publikacji:: 2014
Wydawca:: Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Tematy:: asset pricing
catastrophe bonds
CIR model
stochastic analysis
Monte Carlo simulations
fuzzy numbers
Opis:: The number and amount of losses caused by natural catastrophes are important problems for insurance industry. New financial instruments were introduce to transfer risks from insurance to financial market. In this paper we consider the problem of pricing such instruments, called the catastrophe bonds (CAT bonds). We derive valuation formulas using stochastic analysis and fuzzy sets theory. As model of short interest rate we apply the one-factor Cox–Ingersoll–Ross (CIR) model. In this paper we treat the volatility of the interest rate as a fuzzy number to describe uncertainty of the market. We also apply the Monte Carlo approach to analyze the obtained cat bond fuzzy prices.
Źródło:: Journal of Automation Mobile Robotics and Intelligent Systems; 2014, 8, 3; 19-27
1897-8649
2080-2145
Pojawia się w:: Journal of Automation Mobile Robotics and Intelligent Systems
Dostawca treści:: Biblioteka Nauki

Artykuł

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