Publications des institutions partenaires

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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying

The exponential of a scalar diffusion is considered. Point estimates of the diffusion coefficient can be obtained by considering proportional increments of different powers of the exponential. an investigation of the minimum variance estimator gives unique optimal power.

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English / 01/01/1993

A crisis management decision support system to reduce ingestion dose

Environmental accidents such as extensive radioactive or chemical contamination can have more serious consequences for a population than any other kind of accidents known before. Owing to the serious consequences and the high number of people who may be affected, the selection of the best countermeasures to ameliorate the imminent impact is very difficult and the political…

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English / 01/01/1993

Die Wahrscheinlichkeit paradoxer Abstimmungsergebnisse

Abstimmungen als Mittel zur Entscheidungsfindung sind heute sehr verbreitet. Dass Abstimmungsergebnisse (aus logisch zwingenden Gründen) nicht in jedem Fall rational sein müssen, ist hingegen wenig bekannt. Die vorliegende Arbeit zeigt an Hand theoretischer Berechnungen und praktischer Fallbeispiele aus der schweizerischen Politik, dass irrationale, sogenannt paradoxe Entscheide…

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Deutsch / 01/01/1993

Une aporie de la démocratie : le blocage des politiques publiques par les nouveaux mouvements sociaux

Cet article examine l'intervention des mouvements sociaux dans le système politique. Tout en portant l'attention sur le cas où les nouveaux mouvements sociaux sont source de blocage des politiques publiques, il tente de montrer comment cette intervention touche à l'équilibre qui s'établit dans toute société démocratique entre l'efficacité du système…

Institution partenaire

Université de Genève

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Français / 01/01/1993

Robust Estimation of Personal Income Distribution Models

Statistical problems in modelling personal income distributions include estimation procedures, testing, and model choice. Typically, the parameters of a given model are estimated by classical procedures such as maximum likelihood and leastsquares estimators. Unfortunately, the classical methods are very sensitive to model deviations such as gross errors in the data, grouping effects…

Institution partenaire

Université de Genève

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English / 01/01/1993

Robust methods for personal income distribution models

In the present thesis, robust statistical techniques are applied and developed for the economic problem of the analysis of personal income distributions and inequality measures. We follow the approach based on influence functions in order to develop robust estimators for the parametric models describing personal income distributions when the data are censored and when they are…

Institution partenaire

Université de Genève

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English / 01/01/1993

Robustness Properties of Inequality Measures: The Influence Function and the Principle of Transfers

Inequality measures are often used fot summarise information about empirical income distributions. However, the resulting picture of the distribution and of changes in the distribution can be severely distorted if the data are contaminated. The nature of this distortion will in general depend upon the underlying properties of the inequality measure. We investigate this issue…

Institution partenaire

Université de Genève

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English / 01/01/1993

Motivatiestreategieën

Deutsch / 01/01/1993

Motiverend Management

Deutsch / 01/01/1993

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