Narrow search
Showing 1 - 10 of 11
Cover Image
Family income and child health in the UK
Apouey, Bénédicte H.; Geoffard, Pierre-Yves - HAL - 2013
. We re-examine the income gradient in child general health and its evolution with child age in this country, using a very …-1, that the gradient emerges around age 2 and is constant from age 2 to age 17. In addition, we show that the gradient remains … large and significant when we try to address the endogeneity of income. Furthermore, our results indicate that the gradient …
Persistent link: https://www.econbiz.de/10010738786
Cover Image
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama; Minca, Andreea - HAL - 2013
We propose a stable non-parametric algorithm for the calibration of pricing models for portfolio credit derivatives: given a set of observations of market spreads for CDO tranches, we construct a risk-neutral default intensity process for the portfolio underlying the CDO which matches these...
Persistent link: https://www.econbiz.de/10010631315
Cover Image
Linear Transforms, Values and Least Square Approximation for Cooperation Systems
Faigle, Ulrich; Grabisch, Michel - HAL - 2014
We study linear properties of TU-games, revisiting well-known issues like interaction transforms, the inverse Shapley value problem and the concept of semivalues and least square values. We embed TU-games into the model of cooperation systems and influence patterns, which allows us to introduce...
Persistent link: https://www.econbiz.de/10011025871
Cover Image
Reducing the debt : is it optimal to outsource an investment?
Espinosa, Gilles Edouard; Hillairet, Caroline; … - HAL - 2013
We deal with the problem of outsourcing the debt for a big investment, according two situations: either the firm outsources both the investment (and the associated debt) and the exploitation to a private consortium, or the firm supports the debt and the investment but outsources the...
Persistent link: https://www.econbiz.de/10010723292
Cover Image
Modeling and Solving Alternative Financial Solutions Seeking
Frenod, Emmanuel; Gouigoux, Jean-Philippe; Touré, Landry - HAL - 2013
In this paper we build a method to optimize Multi-Year Prospective Budgets. First we present a systemic model of Local Community Finances. Then, from two acceptable Multi-Year Prospective Budgets the method implements a Genetic Algorithm to generate a collection of admissible Multi-Year...
Persistent link: https://www.econbiz.de/10010726419
Cover Image
Existence of Solutions in Continuous-time Optimal Growth Models
D'Albis, Hippolyte; Gourdel, Pascal; Van, Cuong Le - HAL - 2008
This paper studies the existence of solutions in continuous time optimization problems. It provides a theorem whose …
Persistent link: https://www.econbiz.de/10010750563
Cover Image
Impact of storm risk on Faustmann rotation
Loisel, Patrice - HAL - 2014
Global warming may induce in Western Europe an increase in storms. Hence the forest managers will have to take into account the risk increase. We study the impact of storm risk at the stand level. From the analytical expressions of the Faustmann criterion and the Expected Long-Run Average Yield,...
Persistent link: https://www.econbiz.de/10010820822
Cover Image
Modeling and Solving Alternative Financial Solutions Seeking
Frenod, Emmanuel; Gouigoux, Jean-Philippe; Touré, Landry - HAL - 2015
In this paper we build a method to optimize Multi-Year Prospective Budgets. First we present a systemic model of Local Community Finances. Then, from two acceptable Multi-Year Prospective Budgets the method implements a Genetic Algorithm to generate a collection of admissible Multi-Year...
Persistent link: https://www.econbiz.de/10010821009
Cover Image
Simulation and optimization methods for logistics pooling in the outbound supply chain
Gonzalez-Feliu, Jesus; Peris-Pla, Carlos; Rakotonarivo, Dina - HAL - 2010
systems, as well as a simulation method for strategic planning optimization. This method is based on a twostep constructive …
Persistent link: https://www.econbiz.de/10008792050
Cover Image
Comment optimiser l'achat de transport à valeur ajoutée ? Le cas de Roche Diagnostics France
Fanget, Coralie - HAL - 2013
Une entreprise qui fonde sa stratégie sur la différenciation par le haut se doit de respecter un certain nombre d'engagements permettant de légitimer sa position. En effet, sur un marché concurrentiel, un positionnement haut de gamme doit pouvoir se justifier aux yeux des clients par une...
Persistent link: https://www.econbiz.de/10010898934