DISCRETE TIME HAZARD WITH AND WITHOUT
Monotonic Estimation for the Survival Probability over a Risk Rated Portfolio by Discrete Time Hazard Rate Models
... probit-type discrete-time hazard rate models that generate monotonic survival probabilities are proposed in this ...the discrete-time hazard rate conditional on systematic risk ...
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Scale effects and the determinants of parcel subdivision : a discrete-time hazard analysis
... examined parcel subdivision within Calvert County, Maryland, (Irwin et al., 2003) identified a total of 1,962 candidate parcels for the period 1993 through 2000 and observed 163 subdivision events. In both Table 6.1 and ...
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RUHR. Who Opts Out of the Statutory Health Insurance? ECONOMIC PAPERS. A Discrete Time Hazard Model for Germany #458
... in 2012). 1 Employees with annual income above this ceiling can either remain in the SHI as a voluntarily member or purchase substitutive PHI instead. Apart from high-income individuals, civil servants and self-employed ...
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On the Equilibrium Without Loss in the Discrete Time Models of Economic Dynamics
... prices without loss by given # ' , + ' and some ℓ > 0 & ∈ ; and ] ' > 0 - ∈ ; exist only and only when (14) is satisfied; the coefficients ] ∈ ; and equilibrium prices 8 are related by the formula ...
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Multivariate hazard orderings of discrete random vectors
... Abstract The task of comparing two random vectors with respect to some multivariate stochastic ordering usually involves an infinite number of comparisons. Dy- ckerhoff and Mosler (1997) proved that, when the random ...
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A short introduction to arbitrage theory and pricing in mathematical finance for discrete-time markets with or without friction.
... This means that from nothing (zero initial capital), we get a non negative terminal wealth, i.e. we do not take any risk to face a loss. Moreover, if n is large enough and if P (∆S 1 > 0) there is a non null probability ...
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DISCRETE time or CONTINUOUS time. At yp e
... dP = P p ( t; r ) , P p ( t; r ) dZ where p and p are the expressions given in the equation above. Hence p and 2 p are the mean and variance respectively of the instantaneous rate of return t on a bond with ...
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Socially determined time preference in discrete time
... a discrete time version of a one-sector optimal growth model with endogenous time ...continuous time, the combined effect of the previous factors is known to eventually produce local ...
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Socially determined time preference in discrete time
... a discrete time version of a one-sector optimal growth model with endogenous time ...continuous time, the combined effect of the previous factors is known to eventually produce local ...
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Time-Varying Parameters in Continuous and Discrete Time
... continuous time model we consider. The first allows for a deterministic one-time change in the coefficients of the continuous time model, while in the second we let the autoregressive parameter ...
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Time-Scale Transformations of Discrete-Time Processes
... Conclusions Time scale transformations are quite common, since there is often a mismatch between the generation and the collection of the ...standard time series ...over time, perhaps because it is ...
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Stochastic Intertemporal Optimization in Discrete Time (new title: Stochastic optimization in discrete time)
... Moody's indicated that there was a need for a "paradigm shift" that involves greater analytic emphasis on the risks associated with the reliance on short-term debt for otherwise creditworthy borrowers. The literature in ...
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Propagation of a Particle in Discrete Time
... minimum time ∆t d ...space- time can be called φ p (x α ) which is caused by x α − ∆x α or x α + ∆x α due to the causal ...The time component of ∆x α is an amount representing the cause- e ffect ...
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Enlargement of filtration in discrete time
... In discrete time, one can not make any of such assumptions, since martingales are discontinuous and random times valued in the set of integers do not avoid F-stopping ...random time τ ...continuous ...
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Discrete-Time Signals and Systems
... of discrete-time signals as sequences and describe the basic sequences such as the unit impulse, the unit step, and complex exponential, which play a central role in characterizing ...
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A discrete state discrete time model using indirect observation
... when time and expense make it infeasible to follow a single cohort to estimate all the transition ...patients without nephropathy and those who had microalbuminuria (a pre-clinical stage of ...
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Real Time Flood Hazard Simulation
... Lagrangian algorithms, in which each individual node of the computational mesh follows the associated material particle during motion, are mainly used in structural mechanics. The Lagrangian description allows an easy ...
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Estimation of the parameter in the discrete "Taxi" problem, with and without replacement
... "Geary on Inference i n Multiple Regression and on Closeness and the Taxi Problem", The Economic and Social Review, Vol. "The Racing Car Problem", The American Statisti[r] ...
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DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
... exact discrete time representations of stochastic differ- ential equation systems were eloquently conveyed in Bergstrom (1990), and the algorithms currently available are able to deal with most of the ...
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Discrete-Time Scheduling under Real-Time Constraints
... the time separation of the anchor operations, thus making the specification unrealizable for all possible durations of the anchor operation, the authors of [22] defined the so-called well-posedness condition of ...
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