Zobrazeno 1 - 10
of 57
pro vyhledávání: '"Faustino Prieto"'
Autor:
Vanesa Jordá Gil, Mercedes Tejería Martínez, Faustino Prieto Mendoza, José María Sarabia Alegría
Publikováno v:
Revista de Estudios Empresariales. Segunda Época, Iss 1 (2024)
En este trabajo se analiza el impacto de implementar la metodología docente Aprendizaje Basado en Proyectos en la asignatura “Métodos Estadísticos en Economía y Empresa”. Los/as estudiantes debían elaborar un vídeo de divulgación en el que
Externí odkaz:
https://doaj.org/article/aa0d006e9fda46938962fc27ee808d54
Publikováno v:
Mathematics, Vol 9, Iss 1, p 72 (2020)
The general beta of the second kind distribution (GB2) is a flexible distribution which includes several relevant parametric families of distributions. This distribution has important applications in earnings and income distributions, finance and ins
Externí odkaz:
https://doaj.org/article/e2e886d5395d442d879d90fe9bc06c5f
Publikováno v:
Risks, Vol 8, Iss 2, p 32 (2020)
This note revisits the ideas of the so-called semiparametric methods that we consider to be very useful when applying machine learning in insurance. To this aim, we first recall the main essence of semiparametrics like the mixing of global and local
Externí odkaz:
https://doaj.org/article/68ddd929db6945088426e8fd3c4cf127
Publikováno v:
Journal of Economic Interaction and Coordination. 16:287-307
In this paper, the nonlinear distribution of employment across Spanish municipalities is analyzed. In addition, we explore the properties of the family of generalized power law (GPL) distributions, and test its adequacy for modelling employment data.
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
Straightforward methods to evaluate risks arising from several sources are specially difficult when risk components are dependent and, even more if that dependence is strong in the tails. We give an explicit analytical expression for the probability
Publikováno v:
Mathematics
Volume 9
Issue 1
Mathematics, Vol 9, Iss 72, p 72 (2021)
Dipòsit Digital de la UB
Universidad de Barcelona
Volume 9
Issue 1
Mathematics, Vol 9, Iss 72, p 72 (2021)
Dipòsit Digital de la UB
Universidad de Barcelona
The general beta of the second kind distribution (GB2) is a flexible distribution which includes several relevant parametric families of distributions. This distribution has important applications in earnings and income distributions, finance and ins
Publikováno v:
Risks, Vol 8, Iss 32, p 32 (2020)
Risks, Volume 8, Issue 2, June 2020, Article number 32
UCrea Repositorio Abierto de la Universidad de Cantabria
instname
Risks
Volume 8
Issue 2
Risks, Volume 8, Issue 2, June 2020, Article number 32
UCrea Repositorio Abierto de la Universidad de Cantabria
instname
Risks
Volume 8
Issue 2
This note revisits the ideas of the so-called semiparametric methods that we consider to be very useful when applying machine learning in insurance. To this aim, we first recall the main essence of semiparametrics like the mixing of global and local
Publikováno v:
Physica A 527 (2019)
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
A recent paper published in this journal (Bourguignon et al., 2016) introduces and studies a new Pareto-type distribution, deriving some of its probabilistic and inferential properties. In this paper, we obtain additional and important properties of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0f3dcbf80f7b5bcd1262153499a24b98
http://hdl.handle.net/10902/16241
http://hdl.handle.net/10902/16241
Publikováno v:
Insurance: Mathematics and Economics. 71:154-163
In this paper we obtain closed expressions for the probability distribution function of aggregated risks with multivariate dependent Pareto distributions. We work with the dependent multivariate Pareto type II proposed by Arnold (1983, 2015), which i
Publikováno v:
Journal of Operational Risk, 2018, vol. 13, num. 2, p. 35-57.
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
Dipòsit Digital de la UB
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
Dipòsit Digital de la UB
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
We apply distortion functions to bivariate survival functions for nonnegative random variables. This leads to a natural extension of univariate distortion risk measures to the multivariate setting. For Gini?s principle, the proportional hazard transf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2981eff0de2e9c3c98f93f40cb4f82c1
http://hdl.handle.net/10902/15786
http://hdl.handle.net/10902/15786