Search results for " Probability"

showing 10 items of 2176 documents

The welfare cost of unpriced heterogeneity in insurance markets

2016

We consider the welfare loss of unpriced heterogeneity in insurance markets, which results when private information or regulatory constraints prevent insurance companies to set premiums reflecting expected costs. We propose a methodology which uses survey data to measure this welfare loss. After identifying some “types” which determine expected risk and insurance demand, we derive the key factors defining the demand and cost functions in each market induced by these unobservable types. These are used to quantify the efficiency costs of unpriced heterogeneity. We apply our methods to the US Long-Term Care and Medigap insurance markets, where we find that unpriced heterogeneity causes substan…

Economics and EconometricsActuarial sciencemedia_common.quotation_subject05 social sciencesMedigap InsuranceGeneral insurance01 natural sciencesUnobservableMicroeconomics010104 statistics & probabilitySettore SECS-P/03 - Scienza Delle Finanze0502 economics and businessunpriced heterogeneityEconomicsDeadweight lossSurvey data collection050207 economics0101 mathematicsInefficiencyWelfarePrivate information retrievalinsurance marketsmedia_common
researchProduct

Do firms share the same functional form of their growth rate distribution? A statistical test

2014

We introduce a new statistical test of the hypothesis that a balanced panel of firms have the same growth rate distribution or, more generally, that they share the same functional form of growth rate distribution. We applied the test to European Union and US publicly quoted manufacturing firms data, considering functional forms belonging to the Subbotin family of distributions. While our hypotheses are rejected for the vast majority of sets at the sector level, we cannot rejected them at the subsector level, indicating that homogenous panels of firms could be described by a common functional form of growth rate distribution.

Economics and EconometricsControl and OptimizationFOS: Physical sciencesDistribution (economics)Heterogeneous firmEDF testsFOS: Economics and businessMicroeconomicsGrowth rate distribution of individual firmEconomicsmedia_common.cataloged_instanceEuropean unionScalingmedia_commonStatistical hypothesis testingSettore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e FinanziarieStatistical Finance (q-fin.ST)EDF testbusiness.industryApplied MathematicsSettore FIS/01 - Fisica SperimentaleQuantitative Finance - Statistical FinanceProbability and statisticsVariance (accounting)Settore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)North American Industry Classification SystemHeterogeneous firmsPhysics - Data Analysis Statistics and ProbabilityNull hypothesisbusinessData Analysis Statistics and Probability (physics.data-an)
researchProduct

A multiple criteria decision model for analyzing and choosing among different development patterns for the Helsinki cargo harbor

1999

Abstract This paper describes a real application of a multicriteria approach to choosing among different options for developing the Helsinki harbor. In addition to the environmental impact assessment procedure, an analysis of the alternatives using the SMAA-method (Stochastic Multiobjective Acceptability Analysis) is carried out. The method applied here has been developed for situations in which the use of decision-makers’ preference information is not possible. Instead, the problem is described by typical weight vectors leading to each solution, taking into account the evident uncertainty embedded in the criteria values.

Economics and EconometricsDecision support systemOperations researchComputer scienceStrategy and Managementmedicine.medical_treatmentGeography Planning and DevelopmentEvidential reasoning approachDecision treeManagement Science and Operations ResearchPreferencemedicineStatistics Probability and UncertaintyDecision modelDecision analysis cycleDecision analysisOptimal decision
researchProduct

Development of a complex approach for evaluation of statistical data

2019

Economics and EconometricsDevelopment (topology)Management scienceStatistics Probability and UncertaintyPsychologyManagement Information SystemsStatistical Journal of the IAOS
researchProduct

Hacia una ordenación de las pequeñas empresas atendiendo a su posible situación de fracaso

2021

En la literatura contable son muchos los trabajos que han intentado explicar el posible fracaso empresarial a partir de la información contable y poner de manifiesto la relación entre dicha información y la situación de fracaso. Sin embargo, los resultados obtenidos hasta ahora no son definitivos, en cuanto no existe un mínimo común en todos ellos que permita modelizar el comportamiento de dicho fracaso. Este trabajo pretende constatar, mediante la definición de un indicador en el que intervengan una gran batería de ratios contables, que efectivamente la información contable ofrece pistas sobre el posible fracaso de la empresa. Al canalizar toda la información de los ratios contables a trav…

Economics and EconometricsGeographyWelfare economicsFailure probabilityAccounting information systemFinancial ratioBusiness failureOperations managementStudies of Applied Economics
researchProduct

Socio-economic inequality, interregional mobility and mortality among cancer patients: A mediation analysis approach

2022

This paper investigates the effect of socio-economic status on interregional mobility and mortality among cancer patients. The cohort under analysis comprises patients residing in Sicily (Italy), who were diagnosed with lung and colon cancer between 2010 and 2011. The data was collated from the hospital discharge records of the Sicilian Region and the Regional register of the causes of death, by considering all those patients for whom information relating to socio-economic status was available. First, graphical models were applied to highlight the multivariate structure of association among socio-economic status, interregional mobility and 3-year mortality. Secondly, mediation analysis quan…

Economics and EconometricsHealth outcomeStrategy and ManagementGeography Planning and DevelopmentMediation analysisSocio-economic inequalitiePatient mobilitySettore SECS-S/05 - Statistica SocialeManagement Science and Operations ResearchStatistics Probability and UncertaintyGraphical modelSocio-Economic Planning Sciences
researchProduct

Measuring consumers’ level of satisfaction for online food shopping during COVID-19 in Italy using POSETs

2021

Abstract The pandemic COVID 19 has upset the economic, social, financial, and general behavioral systems. Global crisis has a large impact overall and related fallouts significantly affect existent structural paradigms in every country and region across the world. In particular, the spread of COVID-19 pandemic has led to having to rethink the way we produce and consume food. Within this global change, a rise in the number of consumers who purchase food products online in order to comply with the rules aimed at limiting the circulation of the virus should be emphasized. Consequently, probably causing a long-term positive effect on m-commerce. The purpose is to elaborate on the index of the s…

Economics and EconometricsIndex (economics)Strategy and ManagementGeography Planning and Development0211 other engineering and technologiesCOVID-19 pandemic02 engineering and technologyComputer-assisted web interviewingManagement Science and Operations ResearchSpace (commercial competition)Affect (psychology)Outcome (game theory)Partially order setFood online shoppingFood online shopping; Index of consumers’ satisfaction; Online spending behavior; Italy; COVID-19 pandemic; Synthesis of statistical indicators; Partially Order Set; Poset0502 economics and businessSettore AGR/01 - Economia Ed Estimo Rurale050207 economicsMarketingIndex of consumers’ satisfaction021103 operations researchSynthesis of statistical indicators05 social sciencesOnline spending behaviorPurchasingItalyPosetOrder (business)Customer satisfactionBusinessStatistics Probability and UncertaintyIndex of consumers' satisfaction
researchProduct

Measuring well-being in Colombian departments. The role of geography and demography

2021

This paper provides a composite indicator of well-being for the 33 Colombian departments in the year 2016. The indicator is built by adapting the well-known OECD Better Life Index to the regional level, and includes the dimensions of income, health, education, safety, housing, environment, labour market, and civic engagement and governance. As to the methodology, Data Envelopment Analysis and Multi-Criteria Decision-Making techniques are employed, an approach which enables a comparison of well-being across departments and the construction of rankings. The results yield several take-away messages. First, there are substantial disparities in well-being across Colombian departments. Second, de…

Economics and EconometricsIndex (economics)Strategy and ManagementYield (finance)Geography Planning and DevelopmentPopulation0211 other engineering and technologiesdepartments02 engineering and technologyColombiaManagement Science and Operations Researchwell-being0502 economics and businessData envelopment analysisCivic engagement050207 economicseducationeducation.field_of_study021103 operations researchCorporate governance05 social sciencesComposite indicatorGeographyWell-beingDemographic economicsStatistics Probability and Uncertaintycomposite indicatorsSocio-Economic Planning Sciences
researchProduct

An Empirical Analysis of the Determinants of Perceived Inequality

2017

Perception of inequality is important for the analysis of individuals' motivations and decisions and for policy assessment. Despite the broad range of analytic gains that it grants, our knowledge about measurement and determinants of perception of inequality is still limited, since it is intrinsically unobservable, multidimensional, and essentially contested. Using a novel econometric approach, we study how observable individual characteristics affect the joint distribution of a set of indicators of perceived inequality in specific domains. Using data from the International Social Survey Programme, we shed light on the associations among these indicators and how they are affected by covaria…

Economics and EconometricsInequalitymedia_common.quotation_subject05 social sciencesInternational Social Survey ProgrammeAffect (psychology)UnobservableJoint probability distributionPerception0502 economics and businessCovariateEconometricsEconomics050207 economicsSet (psychology)Settore SECS-P/01 - Economia Politica050205 econometrics media_commonPerception of inequality inequality of outcome inequality of opportunity fairness.
researchProduct

WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY

2014

Model averaging has become a popular method of estimation, following increasing evidence that model selection and estimation should be treated as one joint procedure. Weighted- average least squares (WALS) is a recent model-average approach, which takes an intermediate position between frequentist and Bayesian methods, allows a credible treatment of ignorance, and is extremely fast to compute. We review the theory of WALS and discuss extensions and applications.

Economics and EconometricsModel selection05 social sciencesBayesian probability01 natural sciencesLeast squares010104 statistics & probabilityFrequentist inferencePosition (vector)0502 economics and businessStatisticsPrior probability0101 mathematicsWeighted arithmetic mean050205 econometrics MathematicsJournal of Economic Surveys
researchProduct