Showing 1 - 10 of 71
Contextual effects on child health have been investigated extensively in previous research. However, few studies have considered the interplay between community characteristics and individual-level variables. This study examines the influence of community education and family socioeconomic...
Persistent link: https://www.econbiz.de/10010617547
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
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
Testing weather or not data belongs could been generated by a family of extreme value copulas is difficult. We generalize a test and we prove that it can be applied whatever the alternative hypothesis. We also study the effect of using different extreme value copulas in the context of risk...
Persistent link: https://www.econbiz.de/10010903508
This paper presents an analysis of motor vehicle insurance claims relating to vehicle damage and to associated medical expenses. We use univariate severity distributions estimated with parametric and non-parametric methods. The methods are implemented using the statistical package R. Parametric...
Persistent link: https://www.econbiz.de/10010903511
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
Our objective is to analyse fraud as an operational risk for the insurance company. We study the effect of a fraud detection policy on the insurer's results account, quantifying the loss risk from the perspective of claims auditing. From the point of view of operational risk, the study aims to...
Persistent link: https://www.econbiz.de/10010614908
Persistent link: https://www.econbiz.de/10010557667
Persistent link: https://www.econbiz.de/10008966495
This paper analyses the effect of job accessibility by public and private transport on labour market outcomes in the metropolitan area of Barcelona. Beyond employment, we consider the effect of job accessibility on job-education mismatch, which represents a relevant aspect of job quality. We...
Persistent link: https://www.econbiz.de/10010775518