Results overview: Found 2 records in 0.02 seconds.
Research literature, 2 records found
Research literature 2 records found  
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)  
39 p, 183.4 KB A logistic regression approach to estimating customer profit loss due to lapses in insurance / Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Pérez Marín, Ana María (Universitat de Barcelona. Departament d'Econometria) ; Alcañiz, Manuela (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
This article focuses on business risk management in the insurance industry. A methodology for estimating the profit loss caused by each customer in the portfolio due to policy cancellation is proposed. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2011 (XREAP ; 2011-13)  

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