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Natural Resource Dependence in Rural Mexico

Lopez-Feldman, Alejandro; Taylor, J. Edward; … - Agricultural and Applied Economics Association - AAEA - 2010

effects of household characteristics and of inequality at the village level on natural resource extraction and dependence. To … resource extraction is predominantly an activity carried out by poor households. The same is true for dependence. We also show … that there are important differences across Mexico in terms of both participation and dependence on resource income. These …

Persistent link: https://www.econbiz.de/10009020325

MAPS OF CONTINUOUS SPATIAL DEPENDENCE

LOPEZ, Fernando; ANGULO, Ana; MUR, Jesús - In: Region et Developpement 30 (2009), pp. 11-34

of instabilities in the mechanism of spatial dependence in a spatial lag model, assuming that the other terms of the … mechanisms of spatial dependence in the convergence process of the European Regions. …

Persistent link: https://www.econbiz.de/10009131174

THE INTERNATIONAL INSERTION OF AFRICA: NEW CHARACTERISTICS OF AN OLD NATURAL RESOURCE-BASED DEPENDENCY

SANCHEZ-DIEZ, Angeles; MATESANZ, David - In: Regional and Sectoral Economic Studies 11 (2011) 1

The current economic reality of Africa continues to adhere to a center-periphery model. However, there are currently new elements such as the recent arrival of investment from developing countries as well as the global powers’ renewed interest in foodstuffs and minerals. The aforementioned...

Persistent link: https://www.econbiz.de/10009141659

Reinsurance, ruin and solvency issues: some pitfalls

Charpentier, Arthur - HAL - 2010

In this paper, we consider optimal reinsurance from an insurer's point of view. Given a (low) ruin probability target, insurers want to find the optimal risk transfer mechanism, i.e. either a proportional or a nonproportional reinsurance treaty. Since it is usually admitted that reinsurance...

Persistent link: https://www.econbiz.de/10008794232

A bizalom és függőség szerepe a családi gazdaságok együttműködésében végzett gépi munkákban

Takacs, Istvan; Baranyai, Zsolt - In: GAZDÁLKODÁS: Scientific Journal on Agricultural Economics 54 (2010) 7

A tanulmány a családi gazdálkodók együttműködési hajlandóságát befolyásoló tényezőket vizsgálja – Békés megye egy tradicionálisan mezőgazdasági termelő térségében készült – kérdőíves felmérés és mélyinterjúk tapasztalataira alapozva. A gazdálkodói bizalom...

Persistent link: https://www.econbiz.de/10008853782

Sign Tests for Dependent Observations and Bounds for Path-Dependent Options

Brown, Donald; Ibragimov, Rustam - School of Management, Yale University - 2005

dependence to the i.i.d. binomial case. Furthermore, we show that the expected payoff of a European call option in the …

Persistent link: https://www.econbiz.de/10008854014

Estimación del riesgo mediante el ajuste de cópulas

Bolancé, Catalina; Guillén, Montserrat; Padilla, Alemar - Institut de Recerca en Economia Aplicada (IREA), … - 2015

Here is an example on how to calculate the risk of a portfolio using bivariate parametric copulas and Monte Carlo simulation. First, the parameter of the copula are estimated, then marginal distributions are fitted and value at risk (VaR) and tail value at risk (TVaR) are calculated.

Persistent link: https://www.econbiz.de/10011170419

ENERGY IN THE CONTEXT OF THE PRESENT CHALLENGES TO THE EUROPEAN COMMON SECURITY AND DEFENCE POLICY

ANDRUSEAC, Gabriel; MAHA, Liviu George - In: EURINT 1 (2014), pp. 9-16

The Common Security and Defence Policy is a part of the European Union’s Common Foreign and Security Policy (CFSP) and establishes the policy framework for the institutional structures and military instruments which have to deal with the security challenges in Europe’s geopolitical...

Persistent link: https://www.econbiz.de/10011188623

A multivariate aggregate loss model

Ren, Jiandong - In: Insurance: Mathematics and Economics 51 (2012) 2, pp. 402-408

In this paper, we introduce a multivariate aggregate loss model, where multiple categories of losses are considered. The model assumes that different types of claims arrive according to a Marked Markovian arrival process (MMAP) introduced by He and Neuts (1998) in the queuing literature. This...

Persistent link: https://www.econbiz.de/10011046565

Modelling dependent data for longevity projections

D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; … - In: Insurance: Mathematics and Economics 51 (2012) 3, pp. 694-701

trends affecting different age groups at different times. From a statistical point of view, this indicates a dependence … structure. Also the dependence between ages is an important component in the modeling of mortality (Barrieu et al., 2011). It is … to be high (as noted in Denton et al., 2005). This suggests that there is value in exploring the dependence structure …

Persistent link: https://www.econbiz.de/10011046617