Results 121 to 130 of about 34,266 (260)
Abstract The significance of green entrepreneurship in achieving socioeconomic and environmental goals has received widespread recognition in academic literature. However, despite this acknowledgment, the internal and external variables influencing the expansion and sustainability of green agricultural enterprises have not been thoroughly studied and ...
Marco Savastano+3 more
wiley +1 more source
MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE [PDF]
Lourdes B. Afonso+3 more
openalex +1 more source
Structural change and inequality in a general equilibrium model of a transition economy
Abstract The paper studies the role of economic transition in the evolution of wealth inequality. We build a novel overlapping generations model that features heterogeneous workers and exogenous changes: (i) a structural change shifting employment from manufacturing to services and increasing educational attainment, (ii) TFP growth along the path of ...
Joanna Tyrowicz+2 more
wiley +1 more source
Bond mutual fund performance: Evidence from the skill ratio and false discovery rate
Abstract This paper applies a Skill Ratio under a False Discovery Rate (FDR) framework to bond mutual funds showing many bonds mutual fund managers are skilled primarily to the benefit of fund sponsors. Our Skill Ratio is the t‐statistic of realized gross value added (RVAG)$( {{\mathrm{RV}}{{\mathrm{A}}_{\mathrm{G}}}} )$ based on investible Morningstar
Lifa Huang+2 more
wiley +1 more source
On finite-time ruin probabilities with reinsurance cycles influenced by large claims [PDF]
Market cycles play a great role in reinsurance. Cycle transitions are not independent from the claim arrival process : a large claim or a high number of claims may accelerate cycle transitions.
Mathieu Bargès+2 more
core
The Unemployment‐Risk Channel in Business‐Cycle Fluctuations
ABSTRACT The unemployment‐risk channel (URC) amplifies an initial contraction through a reduction in consumption demand by workers who fear unemployment. Crucial for this are the dynamics of job separations and firm hiring. In US data, the job‐finding rate responds slower to identified macroeconomic shocks than the separation rate, but accounts for a ...
Tobias Broer+3 more
wiley +1 more source
Dependent Risk Modelling and Ruin Probability: Numerical Computation and Applications [PDF]
In this thesis, we are concerned with the finite-time ruin probabilities in two alternative dependent risk models, the insurance risk model and the dual risk model, including the numerical evaluation of the explicit expressions for these quantities and ...
Zhao, Shouqi
core
Finite and infinite time ruin probabilities in a stochastic economic environment
Harri Nyrhinen
openalex +1 more source
The multidepot drone general routing problem with duration and capacity constraints
Abstract This paper studies the multidepot drone general routing problem with duration and capacity constraints (MDdGRP), an extension of the classical general routing problem with several depots. A fleet of drones with limited flight time and payload, each one located in a different depot, must jointly perform the service.
Teresa Corberán+3 more
wiley +1 more source