Recherche avancée

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...

Nicoletta Corrocher et Laura Lasio

vol. 37, n° 11, décembre 2013, p. 1110–1123

This paper aims at discussing the entry process and competitive strategies of MVNOs in Italy and France. It illustrates the features of competition in a sector – the mobile telecom service industry – which is characterized by market saturation and demand heterogeneity. In doing so, it looks at the...

Géraldine Bocquého, Florence Jacquet et Arnaud Reynaud

Elsevier, vol. 120, n° 1, 2013, p. 108–111