Results 41 to 50 of about 32,012 (272)
Modeling operational risk caused by demographic factors [PDF]
, 2015 En el presente artículo de investigación, se propone una metodología para medir el riesgo financiero en empresas no financieras expuestas ante variables como tasas de mortalidad o tasas de morbilidad.
Manotas, Diego Fernando +2 more
core +2 more sources
European Ports as Energy Hubs: A Sustainability Index to Assess Territorial Development
Business Strategy and the Environment, EarlyView.ABSTRACT The capacity of ports to act as energy hubs is increasingly relevant in light of sustainability challenges and global crises like the Ukraine conflict, the COVID‐19 pandemic and energy scarcity. Numerous international and national initiatives are shaping the future of port development to address environmental and economic concerns.
Paolo Mazzocchi +3 more
wiley +1 more source
Premium of the sum from two risks dependent PQD or NQD - archimedean copulas application [PDF]
, 2014 The premium of the sum of two risks X and Y with positive dependence PQD and NQD negative dependence and its impact is studied in this paper using copulas as the general structure that governs such dependence.
Escalante Coterio, César E. +1 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT Firms' continuous pursuit of making a profit in the competitive market may ignore the actions related to environmental responsibilities. This set of actions for financial gains constitutes environmental misconduct, which not only harms ecosystems and communities but also brings reputational damage. Negative press and social media amplification
Ashutosh Singh +3 more
wiley +1 more source
Bayesian Inference for Two-Parameter Gamma Distribution Assuming Different Noninformative Priors
Revista Colombiana de Estadística, 2013 In this paper distinct prior distributions are derived in a Bayesian inference of the two-parameters Gamma distribution. Noniformative priors, such as Jeffreys, reference, MDIP, Tibshirani and an innovative prior based on the copula approach are ...
FERNANDO ANTONIO MOALA +2 more
doaj
Fusion of Correlated Decisions Using Regular Vine Copulas [PDF]
IEEE Transactions on Signal Processing, 2018 In this paper, we propose a regular vine copula based methodology for the fusion of correlated decisions. Regular vine copula is an extremely flexible and powerful graphical model to characterize complex dependence among multiple modalities.
Shan Zhang +3 more
semanticscholar +1 more source
Subuniformity of harmonic mean p$$ p $$‐values
Canadian Journal of Statistics, EarlyView.Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen +3 more
wiley +1 more source
Ingeniería del AguaEste estudio implementa un marco metodológico bivariado basado en cópulas para caracterizar el potencial de inundación compuesta en el estuario de Santoña (Cantabria, España), evaluar su desempeño frente a metodologías tradicionales y explorar su ...
Dina Vanessa Gómez-Rave +2 more
doaj +1 more source
An observation‐driven state‐space model for claims size modelling
Canadian Journal of Statistics, EarlyView.Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
wiley +1 more source
Time series copulas for heteroskedastic data [PDF]
, 2017 We propose parametric copulas that capture serial dependence in stationary heteroskedastic time series. We develop our copula for first order Markov series, and extend it to higher orders and multivariate series.
Ruben Loaiza-Maya +2 more
semanticscholar +1 more source