Search Results - subject:"robustness"

Modelling uncertainty in insurance Bonus-Malus premium principles by using a Bayesian robustness approach

Gomez-deniz, Emilio; Vazquez-polo, Francisco - In: Journal of Applied Statistics 32 (2005) 7, pp. 771-784

When Bayesian models are implemented for a Bonus-Malus System (BMS), a parametric structure, π0 (λ), is normally included in the insurer's portfolio. Following Bayesian sensitivity analysis, it is possible to model the structure function by specifying a class Γ of priors instead of a single...

Persistent link: https://www.econbiz.de/10005639734

Robust 2k factorial design with Weibull error distributions

Bi-super-˙rdal Senoğlu - In: Journal of Applied Statistics 32 (2005) 10, pp. 1051-1066

testing the main effects and interaction are defined. They are shown to have high powers and better robustness properties as …

Persistent link: https://www.econbiz.de/10005639763

On synchronization in scale-free dynamical networks

Fan, Jin; Wang, Xiao Fan - In: Physica A: Statistical Mechanics and its Applications 349 (2005) 3, pp. 443-451

investigate the robustness of the synchronizability of the scale-free dynamical networks with respect to random and specific …

Persistent link: https://www.econbiz.de/10010591407

Evaluating North American electric grid reliability using the Barabási–Albert network model

Chassin, David P.; Posse, Christian - In: Physica A: Statistical Mechanics and its Applications 355 (2005) 2, pp. 667-677

The reliability of electric transmission systems is examined using a scale-free model of network topology and failure propagation. The topologies of the North American eastern and western electric grids are analyzed to estimate their reliability based on the Barabási–Albert network model. A...

Persistent link: https://www.econbiz.de/10011057493

Robustness and network evolution—an entropic principle

Demetrius, Lloyd; Manke, Thomas - In: Physica A: Statistical Mechanics and its Applications 346 (2005) 3, pp. 682-696

computational and analytical support for the hypothesis that network entropy is a quantitative measure of robustness. We formulate … network structure over evolutionary time and (b) it accounts for the high degree of robustness and the heterogenous …

Persistent link: https://www.econbiz.de/10011059439

On synchronous preference of complex dynamical networks

Fan, Jin; Li, Xiang; Fan Wang, Xiao - In: Physica A: Statistical Mechanics and its Applications 355 (2005) 2, pp. 657-666

the essentials to improve the synchronization robustness in complex network against both random failures and specific …

Persistent link: https://www.econbiz.de/10011063749

A global robustness measure for input-output projections from ESA and SNA tables

Wolff, Reiner - In: Economic Systems Research 17 (2005) 1, pp. 77-93

estimates of the true economic relationships. Therefore, we suggest a measure of robustness of input-output projections with …

Persistent link: https://www.econbiz.de/10005278391

The Ill-Posed Problem in Growth Empirics

Jensen, Peter Sandholt; Würtz, Allan H. - Centre for Applied Microeconometrics (CAM), Økonomisk … - 2005

A problem encountered in growth empirics is that the number of explanatory variables is large compared to the number of observations. This makes it impossible to condition on all regressors when determining if a variable is important. We investigate methods used to resolve this problem: Extreme...

Persistent link: https://www.econbiz.de/10005232978

Robustness or Efficiency, A Test to Solve the Dilemma

Dehon, Catherine; Gassner, Marjorie; Verardi, Vincenzo - EconWPA - 2005

regression framework, on the basis of the trade-off betewen robustness and efficiency. An economic example is provided to …

Persistent link: https://www.econbiz.de/10005119155

Robustness properties of poverty indices

Cowell, Frank; Victoria-Feser, Maria-Pia - London School of Economics (LSE) - 1994

Drawing on recent work concerning the statistical robustness of inequality statistics we examine the sensitivity of … have fundamentally different robustness properties, and demonstrate that an imporrtant commonly used subclass of poverty …

Persistent link: https://www.econbiz.de/10010745913