Showing 1 - 10 of 109
Public opinion surveys have become progressively incorporated into systems of official statistics. Surveys of the economic climate are usually qualitative because they collect opinions of businesspeople and/or experts about the long-term indicators described by a number of variables. In such...
Persistent link: https://www.econbiz.de/10005059622
Sobriety checkpoints are not usually randomly located by traffic authorities. As such, information provided by non-random alcohol tests cannot be used to infer the characteristics of the general driving population. In this paper a case study is presented in which the prevalence of...
Persistent link: https://www.econbiz.de/10010859465
Evidence on trends in prevalence of disease and disability can clarify whether countries are experiencing a compression or expansion of morbidity. An expansion of morbidity as indicated by disease have appeared in Europe and other developed regions. It is likely that better treatment, preventive...
Persistent link: https://www.econbiz.de/10010903518
Two speed management policies were implemented in the metropolitan area of Barcelona aimed at reducing air pollution concentration levels. In 2008, the maximum speed limit was reduced to 80 km/h and, in 2009, a variable speed system was introduced on some metropolitan motorways. This paper...
Persistent link: https://www.econbiz.de/10011093295
In this work discuss the use of the standard model for the calculation of the solvency capital requirement (SCR) when the company aims to use the specific parameters of the model on the basis of the experience of its portfolio. In particular, this analysis focuses on the formula presented in the...
Persistent link: https://www.econbiz.de/10010903514
A method to estimate an extreme quantile that requires no distributional assumptions is presented. The approach is based on transformed kernel estimation of the cumulative distribution function (cdf). The proposed method consists of a double transformation kernel estimation. We derive optimal...
Persistent link: https://www.econbiz.de/10010583547
This paper examines why a financial entity’s solvency capital estimation might be underestimated if the total amount required is obtained directly from a risk measurement. Using Monte Carlo simulation we show that, in some instances, a common risk measure such as Value-at-Risk is not...
Persistent link: https://www.econbiz.de/10010614905
Sobriety checkpoints are not usually randomly located by traffic authorities. As such, information provided by non-random alcohol tests cannot be used to infer the characteristics of the general driving population. In this paper a case study is presented in which the prevalence of...
Persistent link: https://www.econbiz.de/10010675886
Persistent link: https://www.econbiz.de/10008966495
We propose a new kernel estimation of the cumulative distribution function based on transformation and on bias reducing techniques. We derive the optimal bandwidth that minimises the asymptotic integrated mean squared error. The simulation results show that our proposed kernel estimation...
Persistent link: https://www.econbiz.de/10011124481