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The Solvency II Standard Formula, linear geometry, and diversification

Paulusch, Joachim - In: Journal of Risk and Financial Management 10 (2017) 2, pp. 1-12

The core of risk aggregation in the Solvency II Standard Formula is the so-called square root formula. We argue that it … should be seen as a means for the aggregation of different risks to an overall risk rather than being associated with … immediately find that it defines a norm and therefore provides a homogeneous and sub-additive tool for risk aggregation. Hence …

Persistent link: https://www.econbiz.de/10011843289

Aggregation with non-convex labor supply, unobservable effort, and efficiency wages of the no-shirking type

Vasilev, Aleksandar - In: Journal of Mathematical Economics and Finance IV (2018) 1(6), pp. 19-33

addition, the paper and explicitly performs the aggregation presented in Vasilev (2017) without a formal proof, and thus …

Persistent link: https://www.econbiz.de/10011848513

The aggregation problem: Implications for ecological economics

Fix, Blair - 2018

This article discusses the aggregation problem and its implications for ecological economics. The aggregation problem …'s goals, and on underlying theory. Using simple examples, this article shows how the aggregation problem complicates tasks …

Persistent link: https://www.econbiz.de/10011853670

Vierteljährliche VGR für Sachsen: Ergebnisse für das zweite Quartal 2017

Nierhaus, Wolfgang - In: ifo Dresden berichtet 24 (2017) 06, pp. 35-36

Persistent link: https://www.econbiz.de/10011886069

Vierteljährliche VGR für Sachsen: Ergebnisse für das dritte Quartal 2017

Nierhaus, Wolfgang - In: ifo Dresden berichtet 25 (2018) 01, pp. 35-36

Persistent link: https://www.econbiz.de/10011886077

Das neue ifo Geschäftsklima Ostdeutschland und Sachsen: Hintergründe und Anpassungen

Sauer, Stefan; Weber, Michael; Wohlrabe, Klaus - In: ifo Dresden berichtet 25 (2018) 03, pp. 20-24

Zum April 2018 modernisierte das ifo Institut die Berechnungsregeln für sein vielbeachtetes Geschäfsklima. Damit trägt es der gestiegenen Bedeutung des Dienstleistungssektors Rechnung. Zudem wurden das Aggregationsverfahren geringfügig vereinfacht und das Basisjahr für die Indexberechnung...

Persistent link: https://www.econbiz.de/10011886088

Vierteljährliche VGR für Sachsen: Ergebnisse für das vierte Quartal 2017

Nierhaus, Wolfgang - In: ifo Dresden berichtet 25 (2018) 03, pp. 28-29

Persistent link: https://www.econbiz.de/10011886090

Aggregation with a non-convex labor supply decision, unobservable effort, and incentive ("fair") wages

Vasilev, Aleksandar - 2018

unobservable e ort and incentive ("fair") wages a la Danthine and Kurmann (2004), and explicitly perform the aggregation presented …

Persistent link: https://www.econbiz.de/10011919254

Who Voted for Brexit? Individual and Regional Data Combined

Alabrese, Eleonora; Becker, Sascha; Fetzer, Thiemo; … - 2018

Previous analyses of the 2016 Brexit referendum used region-level data or small samples based on polling data. The former might be subject to ecological fallacy and the latter might suffer from small-sample bias. We use individual-level data on thousands of respondents in Understanding Society,...

Persistent link: https://www.econbiz.de/10011931943

Spatial and Temporal Aggregation in Racial Profiling

Ilić, Dragan - In: Swiss Journal of Economics and Statistics 149 (2013) 1, pp. 27-56

of spatial and temporal aggregation of the data on the application of the tests. Using data from the Florida Highway …

Persistent link: https://www.econbiz.de/10011933297