Search results for " ExPEC"

showing 10 items of 304 documents

Temporal evolution of some mortality indicators: Application to Spanish data

2012

[EN] In Spain, as in other developed countries, significant changes in mortality patterns have occurred during the 20th and 21st centuries. One reflection of these changes is life expectancy, which has improved in this period, although the robustness of this indicator prevents these changes from being of the same order as those for the probability of death. If, moreover, we bear in mind that life expectancy offers no information as to whether this improvement is the same for different age groups, it is important and necessary to turn to other mortality indicators whose past and future evolution in Spain we are going to study. These indicators are applied to Spanish mortality data for the pe…

Statistics and ProbabilityEconomics and EconometricsLee-Carter modelESTADISTICA E INVESTIGACION OPERATIVALee–Carter modelConfidence intervalBootstrapGeographyAge groupsMortality dataMortality indicatorsLife expectancyEconometricsStatistics Probability and UncertaintyDeveloped countryDemography
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Converting retirement benefit into a life care annuity with graded benefits

2016

AbstractThis paper deals with life care annuities, i.e. bundled products comprising a life annuity and long-term care insurance. It aims to assess the cost of converting retirement benefit into a life care annuity with graded benefits using a pre-existing public pay-as-you-go pension scheme. With this objective in mind, we present an actuarial method based on array calculus for valuing this type of life care annuity. The health dynamics of the annuitant rely on a reversible illness-death multistate framework. The paper contains a numerical example in which mortality and disability assumptions are based on data from the USA and Australia, although this should be viewed simply as an illustrat…

Statistics and ProbabilityEconomics and EconometricsPension050208 financeActuarial science05 social sciencesLife annuityAnnuity function01 natural sciencesRetirement Benefit010104 statistics & probabilityActuarial present valueLife care0502 economics and businessLife expectancyEconomics0101 mathematicsStatistics Probability and UncertaintyLong-term care insuranceScandinavian Actuarial Journal
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Evaluating currency crises: the case of the European monetary system

2007

In this paper we examine the nature of currency crises. We ascertain whether the currency crises of the European Monetary System (EMS) were based either on fundamentals, or on self-fulfilling market expectations driven by extrinsic uncertainty. In particular, we extend previous work of Jeanne and Masson (J Int Econ 50:327–350, 2000) regarding the evaluation of currency crisis. We contribute to the existing literature proposing the use of Markov regime-switching with time-varying transition probability model. Our empirical results suggest that the currency crises of the EMS were not due only to market expectations driven by external uncertainty, or ‘sunspots’, but also to fundamental variabl…

Statistics and ProbabilityMacroeconomicsEconomics and EconometricsMarkov chainDevaluationEuropean Monetary SystemMonetary economicsCurrency crisisProbability modelnon linear time seriesMathematics (miscellaneous)Currencynon linear time series; currency crisescurrency crisesEconomicsMarket expectationsCurrency crises Multiple equilibria Markov-switchingForeign exchange riskSocial Sciences (miscellaneous)
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Degree course change and student performance: a mixed-effect approach

2015

This paper focuses on students credits earning speed over time and its determinants, dealing with the huge percentage of students who do not take the degree within the legal duration in the Italian University System. A new indicator for the performance of the student career is proposed on real data, concerning the cohort of students enrolled at a Faculty of the University of Palermo (followed for 7 years). The new indicator highlights a typical zero-inflated distribution and suggests to investigate the effect of the degree course (DC) change on the student career. A mixed-effect model for overdispersed data is considered, with the aim of taking into account the individual variability as wel…

Statistics and ProbabilityMixed modelMotion chart05 social sciences050301 education01 natural sciencesCourse (navigation)Degree (temperature)010104 statistics & probabilityOverdispersionCohortComputingMilieux_COMPUTERSANDEDUCATIONMathematics educationuniversity credits expected years to the graduation overdispersion ZIP model longitudinal data motion chartSettore SECS-S/05 - Statistica Sociale0101 mathematicsStatistics Probability and UncertaintyDuration (project management)PsychologySettore SECS-S/01 - Statistica0503 educationUniversity system
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Simulation of BSDEs with jumps by Wiener Chaos Expansion

2016

International audience; We present an algorithm to solve BSDEs with jumps based on Wiener Chaos Expansion and Picard's iterations. This paper extends the results given in Briand-Labart (2014) to the case of BSDEs with jumps. We get a forward scheme where the conditional expectations are easily computed thanks to chaos decomposition formulas. Concerning the error, we derive explicit bounds with respect to the number of chaos, the discretization time step and the number of Monte Carlo simulations. We also present numerical experiments. We obtain very encouraging results in terms of speed and accuracy.

Statistics and ProbabilityWiener Chaos expansionDiscretizationMonte Carlo methodTime stepConditional expectation01 natural sciences010104 statistics & probabilitybackward stochastic differential equations with jumpsFOS: MathematicsApplied mathematics60H10 60J75 60H35 65C05 65G99 60H070101 mathematicsMathematicsPolynomial chaosApplied MathematicsNumerical analysis010102 general mathematicsMathematical analysista111Probability (math.PR)numerical methodCHAOS (operating system)[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]Modeling and SimulationScheme (mathematics)Mathematics - Probability
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The influence of task-irrelevant music on language processing: syntactic and semantic structures.

2011

Recent research has suggested that music and language processing share neural resources, leading to new hypotheses about interference in the simultaneous processing of these two structures. The present study investigated the effect of a musical chord's tonal function on syntactic processing (Experiment 1) and semantic processing (Experiment 2) using a cross-modal paradigm and controlling for acoustic differences. Participants read sentences and performed a lexical decision task on the last word, which was, syntactically or semantically, expected or unexpected. The simultaneously presented (task-irrelevant) musical sequences ended on either an expected tonic or a less-expected subdominant ch…

SubdominantDeep linguistic processingComputer sciencelcsh:BF1-990structural integrationMusicalcomputer.software_genremusical expectancy050105 experimental psychology03 medical and health sciences0302 clinical medicineLexical decision taskSemantic memoryPsychology0501 psychology and cognitive sciencesGeneral PsychologyOriginal Researchbusiness.industryMusical syntax05 social sciencessemantic expectancySyntaxsyntactic expectancylcsh:PsychologyChord (music)Artificial intelligencecross-modal interactionsbusinesscomputer030217 neurology & neurosurgeryNatural language processingFrontiers in psychology
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Tutela e sicurezza del lavoro tra centro e periferia: la sicurezza sui luoghi di lavoro

2013

Il saggio prende in esame la complessa questione del riparto di competenze tra Stato e Regioni alla luce del Titolo V della Costituzione in materia di salute e sicurezza sui luoghi di lavoro. Il riparto di competenze tra centro e periferia è stato oggetto di una limitata analisi da parte della dottrina e della giurisprudenza, che si sono concentrate in particolare sulla disciplina del mercato del lavoro. L’Autore descrive un sistema multilivello, caratterizzato dalla compresenza di fonti nazionali e regionali, della contrattazione collettiva, nonché di codici di condotta. Sulla scorta di una ricostruzione del quadro normativo e dei percorsi della giurisprudenza, il saggio propone una lettur…

The essay examines the complex issue of the division of powers between the State and the Regions according to Title V of the Constitution concerning health and safety at workplace. This division between the center and the periphery has been subject to a limited review by doctrine and jurisprudence expecially focusing on the regulation of labour market. The Author describes a multilevel system characterized by the presence of national and regional sources collective bargaining and codes of conduct. On the basis of a reconstruction of the regulatory framework and the judicial statements the paper proposes a dynamic reading of the relationship between center and periphery in which the axis of the system remains however anchored to the national jurisdiction along with important regulatory issues left to the regional legislation.Settore IUS/07 - Diritto Del Lavoro
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Negative results in the theory of games with lexicographic utilities

2003

When players may have lexicographic utilities, there are: (i) extensive games having a non-empty set of equilibria but empty sets of sequentially rational, sequential and perfect equilibria (ii) normal form games having a non-empty set of equilibria but an empty set of proper equilibria and no stable set of equilibria and (iii) two extensive games having the same normal form representation and disjoint sets of sequential equilibria.

TheoryofComputation_MISCELLANEOUSComputer Science::Computer Science and Game TheoryTheoryofComputation_MATHEMATICALLOGICANDFORMALLANGUAGESComputer Science::Logic in Computer ScienceComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATIONComputingMilieux_PERSONALCOMPUTINGTheoryofComputation_GENERALlexicographic expected utilityComputer Science::Formal Languages and Automata Theoryjel:C7Economics Bulletin
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Qualità della didattica universitaria e sviluppo della capacità decisionale. Il modello ADVP per garantire i passaggi da L-19 a LM-85bis.

2020

Il presente contributo intende offrire una riflessione sulle competenze attese individuate attraverso la formulazione dei descrittori di Dublino dei CdS in Scienze dell’Educazione (L-19) e Scienze della Formazione Primaria (LM-85bis) istituiti presso l’Ateneo di Palermo e nello stesso tempo proporre un modello per lo sviluppo della maturità professional e necessaria a garantire scelte consapevoli, mature e responsabili. L’analisi condotta ci ha permesso, in una seconda fase di individuare gli obiettivi formativi finali scelti seguendo il modello proposto dalle Linee Guida dell ’Anvur, e di scegliere il modello dell’Activaction du Developpement Vocationnel et Personnel quale strumento per lo…

This paper offers a reflection on the expected competencies identified through the formulation of the Dublin descriptors of the CdS in Education Sciences (L-19) and Primary Education Sciences (LM-85bis) established at the University of Palermo and in the same time to propose a model for the development of professional maturity necessary to ensure informed mature and responsible choices. The analysis carried out allowed us in a second phase to identify the final training objectives chosen following the model proposed by the ANVUR Guidelines and to select the model of the Activaction du Developpement Vocationnel et Personnel for developing decision-making capacity that allows a conscious and responsible passage of students from course L-19 to course LM-85bis safeguarding the specific professional skills that young people wishing to dedicate themselves to teaching in primary and kindergarten must acquire.Settore M-PED/03 - Didattica E Pedagogia Speciale
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Tiesību normu laika aspekti tiesiskā un demokrātiskā valstī

2015

Promocijas darbā „Tiesību normu laika aspekti tiesiskā un demokrātiskā valstī” ir izpētīts, kuros gadījumos likumdevējs ir tiesīgs pieņemt tiesību normas ar iedarbību uz pagātnē izveidotām tiesiskajām attiecībām. Izveidotu tiesisko attiecību ietekmēšana ir izvērtējama, balstoties uz tiesiskās paļāvības principu. Lai noskaidrotu, vai tiesiskās paļāvības princips ir aizskarts, ir jākonstatē, vai tiesību normām ir atpakaļejošs spēks laikā. Atšķirībā no sodu tiesībām, kur atpakaļejošs spēka identificēšana per se padara tiesību normas par prettiesiskām, citās tiesību nozarēs pēc atpakaļejoša spēka konstatēšanas vēl būtu jāizvērtē, vai sabiedrības interešu aizsardzība nav iespējama ar mazāku ieja…

Tiesību normu iedarbības laiksTiesiskās paļāvības principsPrinciple of protection of legitimate expectationsAtpakaļejošs spēks laikāIizveidotu tiesisko attiecību ietekmēšanaRetroactivityJuridiskā zinātneTemporal scope of legal normsAffecting of established legal relationship
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