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In this paper, we provide three equivalent expressions for ruin probabilities in a Cramér–Lundberg model with gamma distributed claims. The results are solutions of integro-differential equations, derived by means of (inverse) Laplace transforms. All the three formulas have infinite series forms, two involving Mittag–Leffler functions and the third one involving moments of the claims distribution. This last result applies to any other claim size distributions that exhibits finite moments. 相似文献
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C. Constantinescu D. Kortschak V. Maume-Deschamps 《Scandinavian actuarial journal》2013,2013(6):453-476
In this paper we derive explicit expressions for the probability of ruin in a renewal risk model with dependence among the increments (Z k ) k>0. We study the case where the dependence structure among (Z k ) k>0 is driven by a Markov chain with a transition kernel that can be described via ordinary differential equations with constant coefficients. 相似文献
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This paper investigates the relative importance of unemployment versus credit in determining the potential level of real activity for a small open economy with a low degree of financialization. We use a multivariate unobserved component model (MUC) to derive the potential output and the associated output gap for the Lithuanian economy. The model is estimated via Bayesian methods and the time paths of unobserved variables are extracted via the Kalman filter. The inclusion of unemployment in the MUC model substantially improves the estimates of the output gap in real time. Adding information about credit further emphasizes the overheating of the economy in the pre-crisis period, both in real time and ex post. Including credit preserves the conclusions regarding turning points. We uncover a strong negative correlation between the model-implied unemployment gap (without accounting for credit) and real credit growth. Data revisions do not appear to be the primary source of revisions of output gap estimates. 相似文献
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Intereconomics - Not only is Romania facing some crucial energy system problems, but the proposed solutions have often been improvised and incoherent. This also raises doubts about the... 相似文献
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Constantinescu Cristina Mattoo Aaditya Ruta Michele 《Review of Industrial Organization》2020,57(2):285-308
Review of Industrial Organization - This paper attempts to quantify the impact of economic policy uncertainty on overall trade and trade linked to global value chains. Using new data on policy... 相似文献
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This article advances research on moral responsibility in organizations by drawing on both philosophical virtue ethics grounded in the Aristotelian tradition and Positive Organizational Scholarship research concerned with virtuousness. The article discusses the very conditions that make possible the realization of virtues and virtuousness, respectively. These conditions ground notions of moral responsibility and the resulting praise or blame on organizational contexts. Thus, we analyze the way individuals and organizations may be ascribed interconnected degrees of retrospective moral responsibility and blame as depending on the interplay between the individual conditions leading to virtue and the organizational conditions leading to virtuousness. Based on this analysis, we develop a two-level account of moral responsibility in organizations that connects individual and organizational moral responsibility through the concepts of virtue and virtuousness. This is further operationalized into practical guidelines to ascribe degrees of individual and organizational blame, which can be used as a tool by managers, policymakers, or industry regulators. 相似文献
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A new data set is employed to construct an index of the Swiss rental residential market starting as early as 1936. Given the data sample at our disposal of slightly less than 1000 paired data points spread across all Switzerland, we focus on using the most efficient type of repeated-measurement index to evaluate the yearly price development of the rental property market. In the process of building the index, an alternative of the SPAR method (Sale Price Appraisal Ratio) is developed and compared against a structural time series model and the Case–Shiller approach. The newly developed ISPAR (Inverse SPAR) method yields qualitatively similar results to the regression based methodology yet is influenced to a lesser extent by the sample size. The structural time series model is the version least influenced by the sample size. An interesting finding in our sample is that despite the large time span between successive price measurements, no notable improvement is obtained using the 3SLS method of Case–Shiller instead of the traditional Bailey et al. method. 相似文献
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Stefania Castellani Jean Marc Andreoli Mihnea Bratu Olivier Boissier Ilham Alloui Karim Megzari 《Group Decision and Negotiation》2003,12(2):127-141
In this paper we provide an overview of E-Alliance, a software infrastructure we are developing to support negotiation activities in concurrent inter-organisational alliances. Our baseline is to offer a collaboration framework which fully preserves the autonomy of organisations grouped in an alliance, while enabling concurrency of their activities, flexibility of their negotiations and dynamic evolution of their environment. We propose to support negotiation between the partners within such alliances by combining different technologies, such as software engineering techniques, middleware-level coordination facilities and multiagent systems support. We present our approach in the context of a sample scenario of an alliance where partners are printshops capable of (out/in) sourcing print jobs among them to better accomplish their customers' requests. 相似文献