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Insurer green finance under regulatory cap-and-trade mechanism associated with green/polluting production during a war

PloS one, 2023-03, Vol.18 (3), p.e0282901-e0282901

2023

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Insurer financing for borrowing producers in a supply chain under alternative carbon allowance trades

Energy economics, 2023-05, Vol.121, p.106684, Article 106684

2023

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Guaranteed Rate-setting Behavior, Life Insurance Premium, and Policyholder Protection

Emerging markets finance & trade, 2022-09, Vol.58 (11), p.3076-3089

2022

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How does distress acquisition incentivized by government purchases of distressed loans affect bank default risk?

Risks (Basel), 2018-06, Vol.6 (2), p.1-16

2018

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Domestic open-end equity mutual fund performance evaluation using extended TOPSIS method with different distance approaches

Expert systems with applications, 2010-06, Vol.37 (6), p.4642-4649

2010

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A revisit to test the equality of variances of several populations

Communications in statistics. Simulation and computation, 2017-09, Vol.46 (8), p.6360-6384

2017

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A Revisit to Contingency Table and Tests of Independence: Bootstrap is Preferred to Chi-Square Approximations as Well as Fisher's Exact Test

Journal of biopharmaceutical statistics, 2015-05, Vol.25 (3), p.438-458

2015

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Testing First Order Autocorrelation: A Simple Parametric Bootstrap Approach to Improve Over the Standard Tests

American journal of mathematical and management sciences, 2019-07, Vol.38 (3), p.261-276

2019

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Hypothesis testing on the common location parameter of several shifted exponential distributions: A note

Journal of the Korean Statistical Society, 2013, 42(1), , pp.51-59

2013

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Testing the equality of several gamma means: a parametric bootstrap method with applications

Computational statistics, 2011-03, Vol.26 (1), p.55-76

2011

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A Note on Comparing Several Poisson Means

Communications in statistics. Simulation and computation, 2010-09, Vol.39 (8), p.1605-1627

2010

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A revisit to the common mean problem: Comparing the maximum likelihood estimator with the Graybill–Deal estimator

Computational statistics & data analysis, 2007-08, Vol.51 (12), p.5673-5681

2007

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Comparing several population means: a parametric bootstrap method, and its comparison with usual ANOVA F test as well as ANOM

Computational statistics, 2010-03, Vol.25 (1), p.71-95

2010

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A note on selling distressed loans with bank bailouts: modelling of bank interest margins with default probabilities

Applied economics letters, 2012-05, Vol.19 (7), p.623-627

2012

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A Note on Improved Approximation of the Binomial Distribution by the Skew-Normal Distribution

The American statistician, 2008-05, Vol.62 (2), p.167-170

2008

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On estimating control limits of X ̄ chart when the number of subgroups is small

International journal of advanced manufacturing technology, 2005-11, Vol.26 (11-12), p.1312-1316

2005

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A Note on Robustness of Normal Variance Estimators Under t-Distributions

Communications in statistics. Theory and methods, 2005-05, Vol.34 (5), p.1117-1126

2005

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Comparison of normal variance estimators under multiple criteria and towards a compromise estimator

Journal of statistical computation and simulation, 2005-08, Vol.75 (8), p.645-665

2005

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Alternative estimation procedure in SPC when the process data are correlated

Journal of statistical computation and simulation, 2007-01, Vol.77 (7), p.575-583

2007

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Hypothesis testing on the common location parameter of several shifted exponential distributions: A note

Journal of the Korean Statistical Society, 2013, Vol.42 (1), p.51-59

2013

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Shadow banking and life insurance policyholder protection

Argumenta oeconomica, 2022, Vol.2022 (2), p.199-218

2022

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Estimation of a normal variance—A critical review

Statistical papers (Berlin, Germany), 1998-10, Vol.39 (4), p.389-404

1998

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Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation

Statistics (Berlin, DDR), 1997-01, Vol.30 (2), p.99-125

1997

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Improvements over the james-stein estimator: A risk analysis

Journal of statistical computation and simulation, 1993-10, Vol.48 (1-2), p.117-126

1993

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A comparison of usual indices and extended TOPSIS methods in mutual funds’ performance evaluation

Journal of statistics & management systems, 2007-11, Vol.10 (6), p.869-883

2007

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Insurer green finance under regulatory cap-and-trade mechanism associated with green/polluting production during a war

Insurer financing for borrowing producers in a supply chain under alternative carbon allowance trades

Guaranteed Rate-setting Behavior, Life Insurance Premium, and Policyholder Protection

How does distress acquisition incentivized by government purchases of distressed loans affect bank default risk?

Domestic open-end equity mutual fund performance evaluation using extended TOPSIS method with different distance approaches

A revisit to test the equality of variances of several populations

A Revisit to Contingency Table and Tests of Independence: Bootstrap is Preferred to Chi-Square Approximations as Well as Fisher's Exact Test

Testing First Order Autocorrelation: A Simple Parametric Bootstrap Approach to Improve Over the Standard Tests

Hypothesis testing on the common location parameter of several shifted exponential distributions: A note

Testing the equality of several gamma means: a parametric bootstrap method with applications

A Note on Comparing Several Poisson Means

A revisit to the common mean problem: Comparing the maximum likelihood estimator with the Graybill–Deal estimator

Comparing several population means: a parametric bootstrap method, and its comparison with usual ANOVA F test as well as ANOM

A note on selling distressed loans with bank bailouts: modelling of bank interest margins with default probabilities

A Note on Improved Approximation of the Binomial Distribution by the Skew-Normal Distribution

On estimating control limits of X ̄ chart when the number of subgroups is small

A Note on Robustness of Normal Variance Estimators Under t-Distributions

Comparison of normal variance estimators under multiple criteria and towards a compromise estimator

Alternative estimation procedure in SPC when the process data are correlated

Hypothesis testing on the common location parameter of several shifted exponential distributions: A note

Shadow banking and life insurance policyholder protection

Estimation of a normal variance—A critical review

Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation

Improvements over the james-stein estimator: A risk analysis

A comparison of usual indices and extended TOPSIS methods in mutual funds’ performance evaluation

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