Results 31 to 40 of about 1,005,083 (338)

A non-parametric approach to determine an efficient premium for drought insurance [PDF]

SocioEconomic Challenges, 2023
Insurance to deal with prolonged drought periods in rural Africa requires a practical method to estimate accurate premium values that minimize economic losses. We use non-parametric methods to determine the risk non-neutral insurer’s premium for drought
Manitra A. Rakotoarisoa, Harry P. Mapp
doaj   +1 more source

A Note on Estimation of Stress-Strength Reliability under Generalized Uniform Distribution when Strength Stochastically Dominates Stress

Statistica, 2022
In this note we find the UMVUE and a consistent estimator of the stress strength reliability of a system, whose strength stochastically dominates the stress.
Manisha Pal
doaj   +1 more source

An integrated framework of spatiotemporal dynamics of binocular rivalry

Frontiers in Human Neuroscience, 2011
Fluctuations in perceptual dominance during binocular rivalry exhibit several hallmark characteristics. First, dominance switches are not periodic but, instead, stochastic: perception changes unpredictably.
Min-Suk eKang, Randolph eBlake, Randolph eBlake   +2 more
doaj   +1 more source

Optimization with Stochastic Dominance Constraints [PDF]

SIAM Journal on Optimization, 2003
The paper refers to a model regarding the investment of a number of capital assets in order to obtain under the random returns of assets some desirable characteristics of the total return on the investment. The model is a stochastic optimization problem involving stochastic dominance constraints.
Darinka Dentcheva, Andrzej Ruszczyński
openaire   +1 more source

RSD: An R package to calculate stochastic dominance

SoftwareX
Stochastic dominance is a classical method for comparing two random variables using their probability distribution functions. As for all stochastic orders, stochastic dominance does not always establish an order between the random variables, and almost ...
Shayan Tohidi, Sigurdur Olafsson
doaj   +1 more source

Stochastic dominance under Bayesian learning [PDF]

Journal of Economic Theory, 1992
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sushil Bikhchandani, Uzi Segal, Sunil Sharma   +2 more
openaire   +2 more sources

Testing for time stochastic dominance

Journal of Econometrics, 2023
We propose nonparametric tests for the null hypothesis of time stochastic dominance. Time stochastic dominance makes a partial order of different prospects over time based on the net present value criteria for general utility and time discount function classes.
Lee, K, Linton, Oliver, Whang, Y-J
openaire   +2 more sources

A Review of Stochastic Dominance Methods for Poverty Analysis

Journal of economic surveys (Print), 2019
Stochastic dominance techniques have been mainly employed in poverty analyses to overcome what it is called the multiplicity of poverty indices problem.
César García‐Gómez, M. Prieto-Alaiz, Ana Pérez   +2 more
semanticscholar   +1 more source

Analisis Portofolio Optimum Saham Syariah Menggunakan Stochastic Dominance

Jurnal Fourier, 2015
Hal terpenting yang diperhatikan oleh seorang investor adalah bagaimana investasi dapat menghasilkan return optimal pada tingkat resiko yang minimal, sehingga untuk mengetahui hal tersebut investor dapat melakukan diversifikasi.
Eruit Kuswandanu
doaj   +1 more source

Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model [PDF]

Journal of Asset Management and Financing, 2018
The goal of the current study is performance evaluation of Iranian OTCs companies by using stochastic dominance and optimizing them by employing Artificial Neural Network and Particle Swarm Optimization hybrid model .To fulfill this objective, we used ...
Sajad Jamshidi, Gholam Reza Zamanian
doaj   +1 more source