Recherche avancée

Jean-François Bonnefon

vol. 19, n° 3-4, 2013, p. 381–398

Farid Gasmi, Alexis Maingard, Paul Noumba Um et Laura Recuero Virto

vol. 45, 2013, p. 189–208

The aim of this paper is to highlight empirically some important worldwide differences in the impact of privatization of the fixed-line telecommunications operator on network expansion, tariffs, and efficiency during the 1985-2007 period for a large panel of countries. Our work suggests that the...

Ana P. Borges, Joao Correia da silva et Didier Laussel

vol. 43, 2013, p. 532–560

Michel Habib, Ulrich Hege et Pierre Mella-Barral

vol. 59, n° 12, 2013, p. 2790–2804

Eric Gautier et Yuichi Kitamura

vol. 81, 2013, p. 581–607

This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse prob- lem characterized by an integral transform. A new density estimator for the random coefficients is developed,...

Daniel L. Chen et Susan Yeh

vol. 21, n° 1081, 2013

David Abrams et Daniel L. Chen

vol. 15, n° 3, 2013

A. Berwald, Gilles Lafforgue et N. Taverdet‐Popiolek

vol. 20, n° 2, 2013, p. 71–89

Alain Ayong Le Kama, Mouez Fodha et Gilles Lafforgue

Springer Netherlands, vol. 18, n° 4, 2013, p. 417–426

Mathieu Bargès, Olivier Loisel et Xavier Venel

vol. 2013, n° 3, 2013, p. 163–185

Market cycles play a great role in reinsurance. Cycle transitions are not independent from the claim arrival process: a large claim or a high number of claims may accelerate cycle transitions. To take this into account, a semi-Markovian risk model is proposed and analyzed. A refined Erlangization...