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61.
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A multivariate measurement error model AXB is considered. The errors in [A,B] are rowwise independent, but within each row the errors may be correlated. Some of the columns are observed without errors, and in addition the error covariance matrices may differ from row to row. The total covariance structure of the errors is supposed to be known up to a scalar factor. The fully weighted total least squares estimator of X is studied, which in the case of normal errors coincides with the maximum likelihood estimator. We give mild conditions for weak and strong consistency of the estimator, when the number of rows in A increases. The results generalize the conditions of Gallo given for a univariate homoscedastic model (where B is a vector), and extend the conditions of Gleser given for the multivariate homoscedastic model. We derive the objective function for the estimator and propose an iteratively reweighted numerical procedure.Acknowledgements.A. Kukush is supported by a postdoctoral research fellowship of the Belgian office for Scientific, Technical and Cultural Affairs, promoting Scientific and Technical Collaboration with Central and Eastern Europe. S. Van Huffel is a full professor with the Katholieke Universiteit Leuven. This paper presents research results of the Belgian Programme on Interuniversity Poles of Attraction (IUAP Phase V-22), initiated by the Belgian State, Prime Ministers Office-Federal Office for Scientific, Technical and Cultural Affairs, of the Concerted Research Action (GOA) projects of the Flemish Government MEFISTO-666 (Mathematical Engineering for Information and Communication Systems Technology), of the IDO/99/03 project (K.U. Leuven) Predictive computer models for medical classification problems using patient data and expert knowledge, of the FWO projects G.0200.00, G.0078.01 and G.0270.02. The scientific responsibility is assumed by its authors. The authors would like to thank Maria Luisa Rastello and Amedeo Premoli for bringing the EW-TLS problem to their attention. The authors are grateful to two anonymous referees for the valuable comments. 相似文献
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Alexander Mahr 《Journal of Economics》1956,16(1-2):3-16
Ohne Zusammenfassung 相似文献
66.
Alexander Kling ; Andreas Richter† ; Jochen Ru߇ 《The Journal of risk and insurance》2007,74(3):571-589
This article analyzes the numerical impact of different surplus distribution mechanisms on the risk exposure of a life insurance company selling with profit life insurance policies with a cliquet‐style interest rate guarantee. Three representative companies are considered, each using a different type of surplus distribution: a mechanism, where the guaranteed interest rate also applies to surplus that has been credited in the past, a slightly less restrictive type in which a guaranteed rate of interest of 0 percent applies to past surplus, and a third mechanism that allows for the company to use former surplus in order to compensate for underperformance in “bad” years. Although at the outset all contracts offer the same guaranteed benefit at maturity, a distribution mechanism of the third type yields preferable results with respect to the considered risk measure. In particular, throughout the analysis, our representative company 3 faces ceteris paribus a significantly lower shortfall risk than the other two companies. Offering “strong” guarantees puts companies at a significant competitive disadvantage relative to insurers providing only the third type of surplus distribution mechanism. 相似文献
67.
We investigate whether a rare event (like the default of the annuity provider) can explain the annuity market participation puzzle. High risk aversion is needed to change behavior in the presence of such a disastrous shock but higher risk aversion also makes annuities more valuable. Therefore, these rare events are unlikely candidates to explain the low take-up of voluntary annuities: the conclusion is robust to disentangling risk aversion from intertemporal substitution and to allowing portfolio investment in a stock market index. 相似文献
68.
This paper analyzes explicit buy recommendations for stockspublished by German Personal Finance Magazines from 1995 to2003. These recommendations earn significant abnormal returnsof 2.58% within the five days around the publication day. Boththe price-pressure hypothesis and the information hypothesiscan be confirmed by our data. The price-pressure effect is mostevident for small stocks and glamour stocks. However, whereasthe initial price reaction to small stocks is additionally drivenby permanent information value, this does not hold true forglamour stocks. In contrast, value stocks are associated withhigh cumulative abnormal returns that are solely driven by informationvalue. 相似文献
69.
In this paper, we consider the valuation of a synthetic collateralized debt obligation (CDO), a pool of underlying credit risky securities, “partitioned” into several tranches, each of which absorbs losses in accordance with its size and seniority. We derive a closed-form solution for credit spreads of the tranches of homogeneous pools and find an approximation for the credit spreads of inhomogeneous pools. The method leads to an accurate estimation of the credit spreads of synthetic CDOs and can be used in risk management applications. 相似文献
70.
A. Alexandre Trindade Stan Uryasev Alexander Shapiro Grigory Zrazhevsky 《Journal of Banking & Finance》2007
A new class of asymmetric loss functions derived from the least absolute deviations or least squares loss with a constraint on the mean of one tail of the residual error distribution, is introduced for analyzing financial data. Motivated by risk management principles, the primary intent is to provide “cautious” forecasts under uncertainty. The net effect on fitted models is to shape the residuals so that on average only a prespecified proportion of predictions tend to fall above or below a desired threshold. The loss functions are reformulated as objective functions in the context of parameter estimation for linear regression models, and it is demonstrated how optimization can be implemented via linear programming. The method is a competitor of quantile regression, but is more flexible and broader in scope. An application is illustrated on prediction of NDX and SPX index returns data, while controlling the magnitude of a fraction of worst losses. 相似文献