Resultados globales: 15 registros encontrados en 0.01 segundos.
Artículos, Encontrados 3 registros
Documentos de investigación, Encontrados 12 registros
Artículos Encontrados 3 registros  
1.
22 p, 209.2 KB On the bivariate Sarmanov distribution and copula. An application on insurance data using truncated marginal distributi / Bahraoui, Zuhair (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Pelican, Elena (Ovidius University of Constanta (Constanta, Romania). Faculty of Mathematics and Computer Science) ; Vernic, Raluca (Ovidius University of Constanta (Constanta, Romania). Faculty of Mathematics and Computer Science)
The Sarmanov family of distributions can provide a good model for bivariate random variables and it is used to model dependency in a multivariate setting with given marginals. In this paper, we focus our attention on the bivariate Sarmanov distribution and copula with different truncated extreme value marginal distributions. [...]
2015
SORT : statistics and operations research transactions, Vol. 39 Núm. 2 (July-December 2015) , p. 209-230 (Articles)  
2.
14 p, 133.9 KB Testing extreme value copulas to estimate the quantile / Bahraoui, Zuhair (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Pérez-Marín, Ana M. (Universitat de Barcelona)
We generalize the test proposed by Kojadinovic, Segers and Yan which is used for testing whether the data belongs to the family of extreme value copulas. We prove that the generalized test can be applied whatever the alternative hypothesis. [...]
2014
SORT : statistics and operations research transactions, Vol. 38, Núm. 1 (January-June 2014) , p. 89-102  
3.
16 p, 749.5 KB Optimal inverse Beta(3,3) transformation in kernel density estimation / Bolancé, Catalina
A double transformation kernel density estimator that is suitable for heavy-tailed distributions is presented. Using a double transformation, an asymptotically optimal bandwidth parameter can be calculated when minimizing the expression of the asymptotic mean integrated squared error of the transformed variable. [...]
2010
SORT : statistics and operations research transactions, Vol. 34, Núm. 2 (July-December 2010) , p. 223-238  

Documentos de investigación Encontrados 12 registros  1 - 10siguiente  ir al registro:
1.
46 p, 448.8 KB Economic Crisis and Social Trust : reviewing the effects of economic hardship on interpersonal and institutional confidence / Torrente, Diego (Universitat de Barcelona. Departament de Sociologia i Anàlisi de les Organitzacions) ; Caïs, Jordi (Universitat de Barcelona. Departament de Sociologia i Anàlisi de les Organitzacions) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria, Estadística i Economia Aplicada) ; Xarxa de Referència en Economia Aplicada (XREAP)
The economic crisis of 2008 led to a significant erosion of trust in those countries that were hit hardest. However, whether this fall in trust can best be explained by external economic factors or by the lack of response on the part of the institutions to civic needs and demands is unclear. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2018 (XREAP ; 2018/07)  
2.
37 p, 555.7 KB Alternative methods of estimating the longevity risk / Bolancé, Catalina (Universitat de Barcelona. Riskcenter) ; Guillén, Montserrat (Universitat de Barcelona. Riskcenter) ; Ornelas Vargas, Arelly (Universitat de Barcelona. Riskcenter) ; Xarxa de Referència en Economia Aplicada (XREAP)
The aim of this paper is to estimate the longevity rsk and its trend according to the age of the individual. We focus on individuals over 65. We use the value-at-risk to measure the longevity risk. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2018 (XREAP ; 2018/05)  
3.
37 p, 229.5 KB Multivariate count data generalized linear models : three approaches based on the Sarmanov distribution / Bolancé, Catalina (Universitat de Barcelona. Riskcenter) ; Vernic, Raluca (Ovidius University of Constanta (Constanta, Romania). Faculty of Mathematics and Computer Science) ; Xarxa de Referència en Economia Aplicada (XREAP)
Starting from the question: “What is the accident risk of an insured?”, this paper considers a multivariate approach by taking into account three types of accident risks and the possible dependence between them. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2017 (XREAP ; 2017/07)  
4.
31 p, 240.4 KB Testing extreme value copulas to estimate the quantile / Bahraou, Zuhair ; Bolancé Losilla, Catalina ; Pérez Marín, Ana María ; Xarxa de Referència en Economia Aplicada (XREAP)
Testing weather or not data belongs could been generated by a family of extreme value copulas is difficult. We generalize a test and we prove that it can be applied whatever the alternative hypothesis. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2013 (XREAP ; 2013-09)  
5.
42 p, 852.0 KB Social Determinants of Child Health in Colombia : Can Community Education Moderate the Effect of Family Characteristics? / Osorio, Ana Maria ; Bolancé Losilla, Catalina ; Madise, Nyovane ; Rathmann, Katharina ; Xarxa de Referència en Economia Aplicada (XREAP)
Contextual effects on child health have been investigated extensively in previous research. However, few studies have considered the interplay between community characteristics and individual-level variables. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2013 (XREAP ; 2013/02)  
6.
32 p, 499.5 KB The environmental effects of changing speed limits : a quantile regression approach / Bel i Queralt, Germà, 1963- ; Bolancé Losilla, Catalina ; Guillén, Montserrat ; Rosell, Jordi, 1955- ; Xarxa de Referència en Economia Aplicada (XREAP)
Two speed management policies were implemented in the metropolitan area of Barcelona aimed at reducing air pollution concentration levels. In 2008, the maximum speed limit was reduced to 80 km/h and, in 2009, a variable speed system was introduced on some metropolitan motorways. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2014 (XREAP ; 2014-09)  
7.
36 p, 220.8 KB Estimating extreme value cumulative distribution functions using bias-corrected kernel approaches / Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Bahraoui, Zuhair (Universitat de Barcelona. Departament d'Econometria) ; Alemany Leira, Ramon (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
We propose a new kernel estimation of the cumulative distribution function based on transformation and on bias reducing techniques. We derive the optimal bandwidth that minimises the asymptotic integrated mean squared error. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2015 (XREAP ; 2015-01)  
8.
40 p, 347.8 KB Nonparametric estimation of Value-at-Risk / Alemany Leira, Ramon (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
A method to estimate an extreme quantile that requires no distributional assumptions is presented. The approach is based on transformed kernel estimation of the cumulative distribution function (cdf). [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2012 (XREAP ; 2012-19)  
9.
49 p, 573.0 KB Intermediary and structural determinants of early childhood health in Colombia : exploring the role of communities / Osorio, Ana Maria (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Madise, Nyovani (University of Southampton. Division of Social Statistics and Centre for Global Health) ; Xarxa de Referència en Economia Aplicada (XREAP)
This study examines how structural determinants influence intermediary factors of child health inequities and how they operate through the communities where children live. In particular, we explore individual, family and community level characteristics associated with a composite indicator that quantitatively measures intermediary determinants of early childhood health in Colombia. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2012 (XREAP ; 2012-13)  
10.
27 p, 154.8 KB Loss risk through fraud in car insurance / Ayuso, Mercedes (Universitat de Barcelona) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
Our objective is to analyse fraud as an operational risk for the insurance company. We study the effect of a fraud detection policy on the insurer's results account, quantifying the loss risk from the perspective of claims auditing. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2011 (XREAP ; 2011-08)  

Documentos de investigación : Encontrados 12 registros   1 - 10siguiente  ir al registro:
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