Now showing items 1-10 of 18
Asymmetric information : evidence from the home insurance market
(Discussion paper2010:19, Working paper, 2010-08)
In this paper I test whether asymmetric information is present in the home insurance market. To detect the existence of asymmetric information I apply the so-called positive correlation test to a dataset containing ...
Exploiting parallelization in spatial statistics: an applied survey using R
(Discussion paper2010:25, Working paper, 2010-10)
Computing tasks may be parallelized top-down by splitting into per-node chunks when the tasks permit this kind of division, and particularly when there is little or no need for communication between the nodes. Another ...
An anticipative linear filtering equation
(Discussion paper2010:8, Working paper, 2010-08)
Pareto optimal insurance policies in the presence of administrative costs
(Discussion paper2010:7, Working paper, 2010-08)
In his classical article in The American Economic Review, Arthur Raviv (1979) examines Pareto optimal insurance contracts when there are ex-post insurance costs c induced by the indemnity I for loss x. Raviv’s main ...
Some aspects of random utility, extreme value theory and multinomial logit models
(Discussion paper2010:1, Working paper, 2010-01)
In this paper we give a survey on some basic ideas related to random utility, extreme value theory and multinomial logit models. These ideas are well known within the eld of spatial economics, but do not appear to be ...
Strategic pricing of commodities
(Discussion paper2006:19, Working paper, 2006)
In this paper we will consider a setting where a large number of agents are trading commodity bundles. Assuming that agents of the same type have a certain utility attached to each transaction, we construct a statistical ...
Pricing Implications of Shared Variance in Liquidity Measures
(Discussion paper2006:9, Working paper, 2006-07)
This paper constructs fundamental liquidity measures and investigates the pricing implications of shared variation in a large set of high frequency liquidity measures. Through a common factor analysis we estimate three ...
A convolution estimator for the density of nonlinear regression observations
(Discussion paper2007:25, Working paper, 2007-11)
The problem of estimating an unknown density function has been widely studied. In this paper we present a convolution estimator for the density of the responses in a nonlinear regression model. The rate of convergence for ...
On the estimation of correlations for irregularly spaced time series
(Discussion paper2007:19, Working paper, 2007-06)
In this paper, the problem of calculating covariances and correlations between time series which are observed irregularly and at different points in time, is treated. The problem of dependence between the time stamp process ...
Modeling heterogeneity in trip-distributions with partial information
(Discussion paper2007:23, Working paper, 2007)
In this paper we propose a modified gravity model that takes into account that a population generally consists of heterogeneous groups, and we suggest a new statistical test for heterogeneity. We apply our new model to two ...