Narrow search
Showing 1 - 10 of 443
Cover Image
Modelling the joint distribution of income and wealth
Jäntti, Markus; Sierminska, Eva; Van Kerm, Philippe - 2015
income and wealth inequality in five OECD countries using comparable household-level survey data. We focus on the dependence … social inequality than the traditional 'income only' approach. We find that cross-country variations in the dependence … parameter effectively accounts only for a small fraction of cross-country differences in a bivariate measure of inequality. The …
Persistent link: https://www.econbiz.de/10011295514
Cover Image
Copula-based estimation of health concentration curves with an application to COVID-19
Bouezmarni, Taoufik; Doukali, Mohamed; Taamouti, Abderrahim - 2022
Persistent link: https://www.econbiz.de/10013171407
Cover Image
The impact of different data sources on the level and structure of income inequality
Ayala Cañón, Luis; Pérez, Ana; Prieto Alaiz, Mercedes - In: SERIEs : Journal of the Spanish Economic Association 13 (2022) 3, pp. 583-611
This paper aims to analyze the effect on measured inequality and its structure of using administrative data instead of … tails of the distribution. In addition to that, there are clear differences in the level and structure of inequality across …
Persistent link: https://www.econbiz.de/10013459933
Cover Image
A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient
Grothe, Oliver; Kächele, Fabian; Schmid, Friedrich - In: Journal of economic inequality 20 (2022) 3, pp. 727-748
Persistent link: https://www.econbiz.de/10013442158
Cover Image
Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut; Raters, Fabian H. C. - In: Economics letters 133 (2015), pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Cover Image
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo; Lee, Eun-joo; Lee, Seung-Hwan - In: Applied economics 48 (2016) 13/15, pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Cover Image
European financial market dependence : an industry analysis
Bartram, Söhnke M.; Wang, Yaw-Huei - In: Journal of banking & finance 59 (2015), pp. 146-163
Persistent link: https://www.econbiz.de/10011544416
Cover Image
Symmetrized multivariate k-NN estimators
Fan, Yanqin; Liu, Ruixuan - In: Econometric reviews 34 (2015) 6/10, pp. 828-848
Persistent link: https://www.econbiz.de/10011483390
Cover Image
Spouses' dependence across generations and pricing impact on reversionary annuities
Luciano, Elisa; Spreeuw, Jaap; Vigna, Elena - In: Risks : open access journal 4 (2016) 2, pp. 1-18
This paper studies the dependence between coupled lives, i.e., the spouses' dependence, across different generations, and its effects on prices of reversionary annuities in the presence of longevity risk. Longevity risk is represented via a stochastic mortality intensity. We find that a...
Persistent link: https://www.econbiz.de/10011507502
Cover Image
Dynamic pricing with "BOGO" promotion in revenue management
Kim, Kyoung-Kuk; Lee, Chi-Guhn; Park, Sunggyun - In: International journal of production research 54 (2016) 17/18, pp. 5283-5302
Persistent link: https://www.econbiz.de/10011530205