Publications des institutions partenaires

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F2: An Evolution Oriented Database System

The features of a database system specifically designed to support evolution are presented. The design of the F2 system has been deliberately directed toward integration of evolution features and the flexibility of structures at every level. This has leaded to an architecture where the meta-circular organization of the objects management is not an aesthetic facet but a concrete...

Institution partenaire

Université de Genève

Full Text

English / 01/01/1993

CHASSIS - A Platform for Constructing Open Information Systems

Present-day computer-based information systems are increasingly required to be open systems. This means that they must cope with open networks, heterogeneous interoperable hardware and software systems, and, above all, evolving and changing requirements. The CHASSIS project aims to develop a software and methodology framework for (i) the security- and reliability-oriented systematic...

Institution partenaire

Université de Genève

Full Text

English / 01/01/1993

Analytical solutions for the pricing of american bond and yield options

In this paper we use the Cox, Ingersoll, and Ross (1985b) single-factor, term structure model and extend it to the pricing of American default-free bond puts. We provide a quasi-analytical formula for these option prices based on recently established mathematical results for Bessel bridges, coupled with the optimal stopping time method. We extend our results to another interest rate...

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English / 01/01/1993

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.

Full Text

English / 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

Full Text

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

Full Text

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

Full Text

English / 01/01/1993

The Implementation of the Hybrid Cell

Cell, a model for strongly Distributed Object Based systems is discussed. Its components, the nucleus and the membrane, are presented and their characteristics are described. The notions of trading and type transparency in the context of the Cell model are described and issues related to their design and implementation are presented.

Institution partenaire

Université de Genève

Full Text

English / 01/01/1992

New social movements and political opportunities in Western Europe

We present a number of concepts and hypotheses concerning the impact of the political opportunity structure on the mobilisation pattern of new social movements in Western Europe. The hypotheses refer to the general level of mobilisation in a given country, the general forms and strategies of action employed, the system level at which mobilisation is typically oriented and the...

Institution partenaire

Université de Genève

Full Text

English / 01/01/1992

On optimal public good provision with tax evasion

It is proved that for public goods with zero income effects (also called Ziff public goods) tax evasion does not affect the optimal level of public expenditure. Further examples show that, in general, tax evasion may lead to less but also to more public expenditure.

Full Text

English / 01/06/1991

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