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A new approach to identifying generalized competing risks models with application to second-price auctions
Komarova, Tatiana - In: Quantitative Economics 4 (2013) 2, pp. 269-328
Persistent link: https://www.econbiz.de/10011599641
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Properties of hierarchical Archimedean copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - 2009
In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a generalisation of the Archimedean opulas and allows for general non-exchangeable dependency structures. We show that the structure of the copula can be uniquely recovered from all bivariate margins. We...
Persistent link: https://www.econbiz.de/10010263762
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Towards Comparative and Aggregate Vulnerability: An Analysis of Welfare Distributions in Rural Provinces in Thailand and Vietnam
Hardeweg, Bernd; Wagener, Andreas; Waibel, Hermann - 2010
Several measures of vulnerability to poverty have been suggested in the literature. In practise, only little is known about the robustness of vulnerability comparisons based on these often quite specific measures. The theory of stochastic orders can be applied to shed some light on such issues....
Persistent link: https://www.econbiz.de/10010301544
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Effects of the age process on aggregate discounted claims
Léveillé, Ghislain; Mitric, Ilie-Radu; Côté, Victor - In: Risks 6 (2018) 4, pp. 1-17
In this document, we examine the effects of the age process on aggregate discounted claims by studying the conditional raw and joint moments, the moment generating function and the distribution function of the increments of compound renewal sums with discounted claims, taking into account the...
Persistent link: https://www.econbiz.de/10011996647
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Loss Aversion and the Welfare Ranking of Policy Interventions
Firpo, Sergio; Galvao, Antonio F.; Kobus, Martyna; … - 2020
In this paper we develop theoretical criteria and econometric methods to rank policy interventions in terms of welfare when individuals are loss-averse. The new criterion for "loss aversion-sensitive dominance" defines a weak partial ordering of the distributions of policy-induced gains and...
Persistent link: https://www.econbiz.de/10012207857
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A New Quasi Sujatha Distribution
Shanker, Rama; Shukla, Kamlesh Kumar - In: Statistics in Transition New Series 21 (2020) 3, pp. 53-71
-strength reliability are also analysed. The method of moments and the method of maximum likelihood estimations is discussed for estimating …
Persistent link: https://www.econbiz.de/10012600258
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Assurance on the Reliability of Mobile Payment System and Its Effects on Its' Use: An Empirical Examination
Meharia, Priyanka - In: Journal of Accounting and Management Information … 11 (2012) 1, pp. 97-111
reliability of mobile payment system by public accounting firms and practitioners (using any of the Trust Services Principles and …
Persistent link: https://www.econbiz.de/10015196253
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On reliability of reinforcement learning based production scheduling systems: a comparative survey
Waubert de Puiseau, Constantin; Meyes, Richard; Meisen, … - In: Journal of Intelligent Manufacturing 33 (2022) 4, pp. 911-927
addresses questions raised in the domain of industrial engineering regarding the reliability of production schedules obtained … through DRL-based scheduling approaches. We review definitions and evaluation measures of reliability both, in the classical … and terminology and present a collection of quantifiable reliability definitions for use in this interdisciplinary domain …
Persistent link: https://www.econbiz.de/10015209744
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Systematic integrated approach to quantifying preventive diagnostics in a "smart" transport system
Yankevich, Natallia - In: Journal of Industrial Engineering International 15 (2019) 3, pp. 479-486
, approaches that allow analyzing the reliability of a vehicle as an object characteristic, reflecting the ability of a product to … concept for formation of normative and methodological support for research in the field of reliability of complex systems …
Persistent link: https://www.econbiz.de/10013470805
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Optimization of single outsourcer-single subcontractor outsourcing relationship under reliability and maintenance constraints
Asadujjaman, Mohammed; Zaman, Kais; Mouss, Nadia Kinza - In: Journal of Industrial Engineering International 15 (2019) 3, pp. 395-409
In this paper, we focus on outsourcing activities optimization problem in single period setting. In some situations, capacity planning or outsourcing is a one-time event and can be modeled as a single period problem. The aim of this research is to balance the trade-off between two echelons of a...
Persistent link: https://www.econbiz.de/10013470806