Results 81 to 90 of about 30,357 (278)
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
Economics through the prism of mathematical structures [PDF]
, 2022 Dmitrii Alfer'ev
openalex +1 more source
Canadian Journal of Statistics, EarlyView.Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Canadian Journal of Statistics, EarlyView.Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
Canadian Journal of Statistics, EarlyView.Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley +1 more source
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT The European Union (EU) has consistently advanced sustainability goals, with the 2019 European Green Deal (EGD) serving as a cornerstone initiative aligned with global sustainability frameworks. Yet, the combined impact of the Covid‐19 pandemic, energy market volatility, and supply chain disruptions has amplified the urgency of evaluating ...
Edoardo Crocco +3 more
wiley +1 more source
Challenges and Enablers in Embedding SDGs Within Sustainability Reports
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study explores how Sustainable Development Goals (SDGs) are integrated into sustainability reporting (SR), emphasizing the role of reporting in advancing transparency and sustainable development. Using a systematic literature review of 139 academic articles, the research identifies four thematic clusters: Communication, Determinant ...
Francesco Pacchera +4 more
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT The fashion industry plays a key role towards global sustainability goals, yet remains among the most sustainability‐impacting sectors. Since 2020, several disruptions—including the Covid‐19 pandemic, geopolitical instability, and ambitious sustainability policies—have dramatically reshaped how consumers interact with fashion. In response, the
Chiara Marinelli
wiley +1 more source