Estimating the values of parameters in latent class analysis, one needs to know the number of clusters in advance. It is crucial to determine a criterion which enables confirmation of the superiority of one number of classes over the others. A statistical approach, which is based on a likelihood...

Cost allocation problems within the GLPG class of games (Generalized Linear Programming Games) are considered in this paper. We assume that a group of agents participate in a common project and each agent defines his requirements for his expected benefit resulting from the project. Then, the...

The authors analyse relations between the long memory parameter of conditional variance and estimates of the long memory in squared residuals in FIGARCH models. The investigations are performed by means of simulations FIGARCH(0, d, 0) and FIGARCH(1, d, 1) models for selected parameters....

In this paper we analyze the following problem: assuming that the distribution of voting weights in a simple voting committee is fair (whatever this means), how should we set up a voting rule to guarantee that the distribution of influence (relative voting power) is as close as possible to...

This paper presents an original method of planning construction projects, taking into account the influence of potential risk factors. The method is called the Method of Construction Risk Assessment (MOCRA). According to this method, first the material-financial plan of a project (a construction...

We introduce new measures of immunization such as exponential duration referring, in particular, to Fong and Vasièek [7], Nawalkha and Chambers [14], Balbás and Ibánez [2], and Balbás et al. [3], but under the assumption of multiple shocks in the term structure of interest rates. These...

A two-dimensional, dependent Poisson risk process is investigated in the paper. Claims are divided into two classes. Within each class claims have the same distribution, but claims belonging to different classes can have different distributions and the corresponding counting processes can be...

This article presents the super-efficiency model (SE-CCR), which is one of the most important modifications of the classic CCR model, and describes the main analytical capabilities of the SE-CCR model. Some of these capabilities are direct equivalents to the capabilities of the CCR model, e.g....

This article describes the problem of the CO2 emission permits market and introduces several important changes to the standard model, in particular a new goal function, transactions with price negotiations between regions and - as a consequence of introducing prices for permits – the...