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Keiretsu centrality — profits and profit stability: A power dependence perspective

Brouthers, Lance Eliot; Gao, Yan; Napshin, Stuart - In: Journal of Business Research 67 (2014) 12, pp. 2603-2610

dependence perspectives to theorize that the Japanese keiretsu system primarily benefits the most central firms. We test this by …

Persistent link: https://www.econbiz.de/10011050041

Dependence on environmental resources and implications for household welfare: Evidence from the Kalahari drylands, South Africa

Thondhlana, Gladman; Muchapondwa, Edwin - In: Ecological Economics 108 (2014) C, pp. 59-67

This paper examines dependence on environmental resources and impacts on household welfare among the indigenous San and … constituted 20% of the total income. The poorest income quintile showed the highest relative dependence on environmental income …

Persistent link: https://www.econbiz.de/10011116490

Archimedean copulas derived from utility functions

Spreeuw, Jaap - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 235-242

–Pratt coefficient of absolute risk aversion) and the strength of dependence featured by the corresponding Archimedean copula. Some new … copula families are derived, and their properties are discussed. A numerical example about modeling dependence of coupled …

Persistent link: https://www.econbiz.de/10011116634

The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks

Sun, Ying; Wei, Li - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 178-183

random pair (X,Y) with dependent components. When the product XY is heavy tailed, under a mild restriction on the dependence …

Persistent link: https://www.econbiz.de/10011116639

On the distribution of sums of random variables with copula-induced dependence

Gijbels, Irène; Herrmann, Klaus - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 27-44

dependence structures between the summands. The obtained expression for the distribution of the sum features a separation … property into marginal and dependence structure contributions typical for copula approaches. Along the same lines we obtain the …

Persistent link: https://www.econbiz.de/10011116644

Dependence Calibration and Portfolio Fit with FactorBased Time Changes

Luciano, Elisa; Marena, Marina; Semeraro, Patrizia - Collegio Carlo Alberto, Università degli Studi di Torino - 2013

The paper explores the fit properties of a class of multivariate Lévy processes, which are characterized as time-changed correlated Brownian motions. The time-change has a common and an idiosyncratic component, to re ect the properties of trade, which it represents. The resulting process may...

Persistent link: https://www.econbiz.de/10011122632

Study of dependence for some stochastic processes: Symbolic Markov copulae

Bielecki, Tomasz R.; Jakubowski, Jacek; … - In: Stochastic Processes and their Applications 122 (2012) 3, pp. 930-951

We study dependence between components of multivariate (nice Feller) Markov processes: what conditions need to be … in the concept of pseudo-differential operator (PDO). We investigate connections between dependence, in the sense …

Persistent link: https://www.econbiz.de/10011065029