Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Oriol Roch"'
Autor:
ORIOL ROCH
Publikováno v:
SSRN Electronic Journal.
An aging population and the economic crisis have placed pay-as-you-go pension systems in need of mechanisms to ensure their financial stability. In this article, we consider optimal indexing of pensions as an instrument to cope with the financial imb
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f64d5c1ba17c50f7b4068f5ff14c9a5a
https://doi.org/10.2139/ssrn.3703585
https://doi.org/10.2139/ssrn.3703585
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
Estudios de Economía; Vol 46 No 2 (2019): December; 245-271
Estudios de economía v.46 n.2 2019
SciELO Chile
CONICYT Chile
instacron:CONICYT
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
Estudios de Economía; Vol 46 No 2 (2019): December; 245-271
Estudios de economía v.46 n.2 2019
SciELO Chile
CONICYT Chile
instacron:CONICYT
This article examines the relationship between observed claim frequencies in the automobile insurance line and the evolution of selected economic magnitudes. From a variety of economic variables, we aim to identify the main factors affecting claim fr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::007fd7285bef7711502969e122c65526
http://hdl.handle.net/2445/146999
http://hdl.handle.net/2445/146999
Autor:
Oriol Roch
Publikováno v:
Finance Research Letters. 10:110-115
A model of directional prediction of price relatives is proposed following the histogram-based scheme developed in Gyorfi et al. (2006) . This methodology allows us to exploit potential information contained in multivariate series of price relatives.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d66949efee06235f724f4a95c624ff7
https://doi.org/10.1016/j.frl.2013.06.003
https://doi.org/10.1016/j.frl.2013.06.003
Publikováno v:
Economics Letters. 119:186-190
Consumption, portfolio and life insurance rules are studied for an investor with an arbitrary but known distribution of lifetime with time-inconsistent preferences. Solutions are found for naive and sophisticated agents for the family of CARA and CRR
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ad61a853c812093810b8fe54e1aa3730
https://doi.org/10.1016/j.econlet.2013.02.023
https://doi.org/10.1016/j.econlet.2013.02.023
Autor:
Emiliano A. Valdez, Oriol Roch
Publikováno v:
Applied Stochastic Models in Business and Industry. 27:487-502
When it comes to modeling dependent random variables, not surprisingly, the multivariate normal distribution has received the most attention because of its many appealing properties. However, when it comes to practical implementation, the same family
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8772b0823d9baa7620f04789f378fbac
https://doi.org/10.1002/asmb.853
https://doi.org/10.1002/asmb.853
Publikováno v:
SSRN Electronic Journal.
Spanish Abstract: En este articulo revisamos los aspectos metodologicos del indice de revalorizacion de las pensiones espanolas desarrollado a traves de la Ley 23/2013, reguladora del Factor de Sostenibilidad y del Indice de Revalorizacion del Sistem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::01a94a3e34c50856c5b2ecea83318010
https://doi.org/10.2139/ssrn.2547808
https://doi.org/10.2139/ssrn.2547808
Autor:
Daniël M. Pelt, Oriol Roche i Morgó, Charlotte Maughan Jones, Alessandro Olivo, Charlotte K. Hagen
Publikováno v:
Scientific Reports, Vol 12, Iss 1, Pp 1-13 (2022)
Abstract In x-ray computed tomography (CT), the achievable image resolution is typically limited by several pre-fixed characteristics of the x-ray source and detector. Structuring the x-ray beam using a mask with alternating opaque and transmitting s
Externí odkaz:
https://doaj.org/article/7d912e10d9e4453aab7ee51c2669ff56
Publikováno v:
SSRN Electronic Journal.
In this paper we analyze how the optimal consumption, investment and life insurance rules are modified by the introduction of a class of time-inconsistent preferences. In particular, we account for the fact that an agent’s preferences evolve along
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ea99406c7131d46351c83c291863e9c5
https://doi.org/10.2139/ssrn.2026127
https://doi.org/10.2139/ssrn.2026127