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Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic operator and suffers a non-linear dependence in all the...
Persistent link: https://www.econbiz.de/10010706640
This article is an empirical study dedicated to the GARCH Option pricing model of Duan (1995) applied to the FTSE 100 European style options for various maturities. We analyze the validity of the model given its ability to price one-day ahead out-of-sample call options and also its ability to...
Persistent link: https://www.econbiz.de/10011144031
The reversibility phenomenon in the repeat-sales index is a serious obstacle for derivatives products. This article provides a solution for this problem, using an informational reformulation of the RSI framework. We present first a theoretical formula (simple, easy to interpret, and easy to...
Persistent link: https://www.econbiz.de/10011166581
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/10011073228
Background— Women with acute myocardial infarction have a higher hospital mortality rate than men. This difference has … study is to assess these factors in relation to excess mortality in women. Methods and Results— All hospital admissions in … regression on mortality was performed for age, comorbidities, and coronary interventions. Nonparametric microsimulation models …
Persistent link: https://www.econbiz.de/10011073006
In contrast to health shocks, mortality shocks do not only induce direct costs such as medical and funeral expenses and …
Persistent link: https://www.econbiz.de/10010706909
the magnitude of inequalities in mortality and self-assessed health among 22 countries in all parts of Europe. …
Persistent link: https://www.econbiz.de/10010707063
relationship between macroeconomic conditions and mortality, controlling for local area and time fixed effects. Consistent with … significant reductions in mortality. Models of mortality by source indicate that the negative relationship between unemployment … and mortality is strongest for deaths due to cardiovascular disease and accidents. A finding that mortality among the …
Persistent link: https://www.econbiz.de/10010707898
between income and the probability of death in France. The results show that the risk of mortality is strongly correlated with …
Persistent link: https://www.econbiz.de/10010708730
Si Dooley (2002, p. 829) considère que « la simulation a une popularité croissante en tant qu’approche méthodologique … ; Rouse et Boff, 2005 ; Brabazon et O’Neill, 2006). Par ce dossier, que la Revue française de gestion consacre à la simulation … simulation. Il s’agit en effet d’une méthode de recherche puissante et originale mais encore largement sous-exploitée. Le …
Persistent link: https://www.econbiz.de/10011072183