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Stochastic Risk vs. Policy Oriented Uncertainties: The Case of the Alpine Crossings

Brunel, Julien - HAL - 2004

uncertainties over forecasting hypotheses. A mean to control such uncertainties lies in the introduction of risk in the Costs …

Persistent link: https://www.econbiz.de/10008792030

The passive drinking effect: Evidence from Italy

Menon, Martina; Perali, Federico; Piccoli, Luca - HAL - 2008

This paper investigates whether consumption of alcoholic beverages affects distribution of resources among household members. We refer to this effect, highlighting the negative impact that alcohol addicted individuals can have on other household members wellbeing. To investigate this issue we...

Persistent link: https://www.econbiz.de/10010738883

Winning big but feeling no better? The effect of lottery prizes on physical and mental health

Apouey, Bénédicte H.; Clark, Andrew E. - HAL - 2014

: general health status, mental health, physical health problems, and health behaviours (drinking and smoking). Lottery winnings …. For the second, we show that lottery winnings are also associated with more smoking and social drinking. General health …

Persistent link: https://www.econbiz.de/10010738772

Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems

Aloy, Marcel; Truchis, Gilles De - HAL - 2013

Estimation methods of bivariate fractional cointegration models are numerous. In most cases they have non-equivalent asymptotic and finite sample properties, implying diffculties in determining an optimal estimation strategy. In this paper, we address this issue by means of simulations and...

Persistent link: https://www.econbiz.de/10010933833

Pilotage d'une chaîne logistique par une approche de type MRP dans un environnement partiellement aléatoire

Giard, Vincent; Sali, Mustapha - HAL - 2012

This article focuses on the monitoring of a supply chain dedicated to the mass production of strongly diversified products. In particular we are interested in the part of this chain that contributes to the production of a set of alternative modules assembled on a work station of one or several...

Persistent link: https://www.econbiz.de/10010899826

A range based Multi-Actor Multicriteria Analysis to incorporate uncertainty in stakeholder based evaluation processes

Baudry, Gino; Macharis, Cathy; Vallée, Thomas - HAL - 2014

Increasing concerns about environmental and social impacts have made multicriteria analysis (MCA) increasingly popular in decision making processes. The present paper proposes a new methodology which allows taking into account multicriteria aspects, stakeholder's preferences and long time...

Persistent link: https://www.econbiz.de/10010821438

Double Kernel estimation of sensitivities

Elie, Romuald - HAL - 2009

This paper adresses the general issue of estimating the sensitivity of the expectation of a random variable with respect to a parameter characterizing its evolution. In finance for example, the sensitivities of the price of a contingent claim are called the Greeks. A new way of estimating the...

Persistent link: https://www.econbiz.de/10008790983

Wishart Stochastic Volatility: Asymptotic Smile and Numerical Framework

Benabid, Anas; Bensusan, Harry; Karoui, Nicole El - HAL - 2008

In this paper, a study of a stochastic volatility model for asset pricing is described. Originally presented by J. Da Fonseca, M. Grasselli and C. Tebaldi, the Wishart volatility model identifies the volatility of the asset as the trace of a Wishart process. Contrary to a classic multifactor...

Persistent link: https://www.econbiz.de/10008793719

Does diversity of bank board members affect performance and risk? Evidence from an emerging market

Setiyono, Bowo; Tarazi, Amine - HAL - 2014

This study investigates the influence of background diversity of bank board members on performance and risk. Using data … associated with performance except when it relates to ethnicity. It not only reduces performance per se but also increases risk …. Female presence and professional diversity reduce risk but nationality and ethnicity diversities are associated with higher …

Persistent link: https://www.econbiz.de/10010933906

Actuarial risk assessment of expected fatalities attributable to carbon capture and storage in 2050

Ha-Duong, Minh; Loisel, Rodica - HAL - 2011

non-zero risk levels. Some contemporary European societies tolerate about one fatality per thousand year around industrial …

Persistent link: https://www.econbiz.de/10009402095