Showing 111 - 120 of 3,113
This paper estimates and tests a two-factor model of the term structure of interest rates based on the methodology developed by Elton, Gruber and Michaelly (1990) in an APT context. The model is then enlarged to allow its use for interest rate risk measurement through a duration vector. The...
Persistent link: https://www.econbiz.de/10005598179
A variety of approaches have been proposed to extend classical fixed income portfolio immunization theory to cases … paper uses partial durations and convexities to specify benchmark partial immunization bounds for non-parallel term … spot interest rate pricing function. It is demonstrated that the partial immunization bounds can be effectively manipulated …
Persistent link: https://www.econbiz.de/10010734043
Across multiple African countries, discrepancies between administrative data and independent household surveys suggest official statistics systematically exaggerate development progress. We provide evidence for two distinct explanations of these discrepancies. First, governments misreport to...
Persistent link: https://www.econbiz.de/10010796194
In this paper, we apply the linear hazard transform to mortality immunization. When there is a change in mortality …
Persistent link: https://www.econbiz.de/10010681884
certain statistical properties, whereas in this article we consider the threshold and immunization problem for the SIS model …
Persistent link: https://www.econbiz.de/10010589038
In this paper we propose an analytic model for describing the epidemic spreading action on the one-dimensional small-world network. Based on the model, the epidemic spreading behaviors without immune strategy and with immune strategy are studied under different conditions. The obtained results...
Persistent link: https://www.econbiz.de/10010589137
having full age-appropriate immunization coverage by nearly 18%. We also find that disasters' effects vary significantly by …
Persistent link: https://www.econbiz.de/10010603162
method considered before. The novelty of our method resides in the way of determining the immunization targets. First we … to the size of the largest connected cluster in the social or a computer network. The immunization process follows the … epidemic spreading. We have applied our immunization strategy to several model networks and two real networks, the Internet and …
Persistent link: https://www.econbiz.de/10010614901
access barriers to immunization of mobile populations in the region and propose an action based framework to decrease health …
Persistent link: https://www.econbiz.de/10010573117
HBV vaccination might not provide immunization rapidly enough. In this randomized clinical trial we investigated the …
Persistent link: https://www.econbiz.de/10010573131