Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Maria Fiori"'
Autor:
Anna Maria Fiori, Francesco Porro
Systemic risk is a complex and multifaceted phenomenon that needs to be addressed from different perspectives. In this work we propose a Compositional Data (CoDa) approach to analyze the distribution of relative contributions to systemic risk associa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f70d2a9c7d1f9ac32ab13a48bae1ef06
https://hdl.handle.net/10281/416936
https://hdl.handle.net/10281/416936
The continuing evolution of insurance and banking regulation has raised interest in the calibration of different risk measures associated with suitable confidence levels. In particular, Li and Wang (2019) have introduced a probability equivalent leve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::71f63a4faa6abf88a5487b257d58b514
https://hdl.handle.net/10281/408658
https://hdl.handle.net/10281/408658
Publikováno v:
Pedagogias da Cidade: reflexões e possibilidades – Pensando cidades que educam ISBN: 9786554180207
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::64b44adfae7ad461ad58a7ba9b925fa1
https://doi.org/10.51324/54180207.8
https://doi.org/10.51324/54180207.8
Publikováno v:
Soft Computing. 24:8599-8606
In this paper, a method for evaluating systemic risk in different geographic areas is presented. The proposed methodology is based on the decomposition by subpopulations of the Gini index, largely used to assess the inequality of income and wealth. T
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3bd3c6227920073a759071d347f9231f
https://doi.org/10.1007/s00500-019-04463-9
https://doi.org/10.1007/s00500-019-04463-9
Autor:
Márcio Antônio Fiori, ANNA MARIA FIORI
Publikováno v:
Statistical Methods & Applications. 29:447-482
In this work we explain the size distribution of business firms using a stochastic growth process that reproduces the main stylized facts documented in empirical studies. The steady state solution of this process is a three-parameter Dagum distributi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5299afe80fba7548d326f5bf666dbef7
https://doi.org/10.1007/s10260-019-00485-7
https://doi.org/10.1007/s10260-019-00485-7
Publikováno v:
Educação Contemporânea – Volume 24 – Tecnologia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2e558abf185132099a38fe9c86d293c
https://doi.org/10.36229/978-65-5866-090-3.cap.09
https://doi.org/10.36229/978-65-5866-090-3.cap.09
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783030789640
This proposal puts forth a methodology that can be used to derive optimal asset allocations for general forms of Loss Aversion, explicitly accounting for the real risks associated with large-scale investments. The portfolio problem is solved by a sto
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::374ebf1e479ac957fcd5ce626cda2819
http://hdl.handle.net/10281/342146
http://hdl.handle.net/10281/342146
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ddce4f2ea5c06b9aee7aef04234279f3
https://doi.org/10.2139/ssrn.3949592
https://doi.org/10.2139/ssrn.3949592