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11.
Antoine Billot Alain Chateauneuf Itzhak Gilboa Jean-Marc Tallou 《Statistical Papers》2002,43(1):127-136
Choquet expected utility maximizers tend to behave in a more “cautious” way than Bayesian agents, i. e. expected utility
maximizers. We illustrate this phenomenon in the particular case of betting behavior. Specifically, consider agents who are
Choquet expected utility maximizers. Then, if the economy is large, Pareto optimal allocations provide full insurance if and
only if the agents share at least on prior, i. e., if the intersection of the core of the capacities representing their beliefs is non empty. In the expected utility case,
this is true only if they have a common prior.
Received: July 2000; revised version: May 2001 相似文献
12.
Alain Euzéby 《International social security review》2004,57(2):107-117
Social protection is a part of human rights. I therefore believe it is important to react to the many reproaches levelled at it, which are undermining its legitimacy. This involves defending social protection, first and foremost in the name of its mission, its fundamental objectives and, consequently, the values upon which it is founded. After briefly reviewing the content of these values, I emphasize the fact that they should be promoted and cultivated at least as much as the economic values that are dominant in the world today. 相似文献
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In this article, small sample properties of the maximum-likelihood estimator (m.l.e.) for the offspring distribution (pk) and its mean m are considered in the context of the simple branching process. A representation theorem is given for the m.l.e. of (Pk) from which the m.l.e. of m is obtained. The case where p0 + p1 + p2 = 1 is studied in detail: numerical results are given for the exact bias of these estimators as a function of the age of the process; a curve fitting analysis expresses the bias of m? as a function of the mean and the variance of the offspring distribution and finally an “approximate m.l.e.” for (pk) is given. 相似文献
16.
Alain Boulanger 《Revue canadienne de statistique》1983,11(4):271-284
This paper is concerned with the estimation of a shift parameter δo, based on some nonnegative functional Hg1 of the pair (DδN(x), f?δN(x)), where DδN(x) = KN/b {F2,n(x)—F1,m (x + δ)}, +δN(x) = {mF1,m (x + δ) + nF2,n(x)}/N, where F1,m and F2,n are the empirical distribution functions of two independent random samples (N = m + n), and where K2N = mn/N. First an estimator δN, is defined as a value of δ minimizing a functional H of the type of H1. A second estimator δ1N is also defined which is a linearized version of the first. Finite and asymptotic properties of these estimators are considered. It is also shown that most well-known test statistics of the Kolmogorov-Smirnov type are particular cases of such functionals H1. The asymptotic distribution and the asymptotic efficiency of some estimators are given. 相似文献
17.
Typical welfare and inequality measures are required to be Lorenz consistent which guarantees that inequality decreases and welfare increases as a result of a progressive transfer. We explore the implications for welfare and inequality measurement of substituting the weaker absolute differentials and deprivation quasi-orderings for the Lorenz quasi-ordering. Restricting attention to distributions of equal means, we show that the utilitarian model - the so-called expected utility model in the theory of risk - does not permit one to make a distinction between the views embedded in the differentials, deprivation and Lorenz quasi-orderings. In contrast it is possible within the dual model of M. Yaari (Econometrica
55 (1987), 99–115) to derive the restrictions to be placed on the weighting function which guarantee that the corresponding welfare orderings are consistent with the differentials and deprivation quasi-orderings respectively. Finally we drop the equal mean condition and indicate the implications of our approach for the absolute ethical inequality indices. 相似文献
18.
Alain Bensoussan Metin akanyldrm Qi Feng Suresh P. Sethi 《Production and Operations Management》2009,18(5):546-559
Information delays exist in an inventory system when it takes time to collect, process, validate, and transmit inventory/demand data. A general framework is developed in this paper to describe information flows in an inventory system with information delays. We characterize the sufficient statistics for making optimal decisions. When the ordering cost is linear, the optimality of a state‐dependent base‐stock policy is established even when information flows are allowed to cross over time. Additional insights into the problem are obtained via a comparison between our models and the models with stochastic order lead times. We also show that inventory can substitute for information and vice versa. 相似文献
19.
The principal components analysis (PCA) in the frequency domain of a stationary p-dimensional time series (X n ) n∈? leads to a summarizing time series written as a linear combination series X′ n =∑ m C m ° X n?m . Therefore, we observe that, when the coefficients C m , m≠0, are close to 0, this PCA is close to the usual PCA, that is the PCA in the temporal domain. When the coefficients tend to 0, the corresponding limit is said to satisfy a property noted 𝒫, of which we will study the consequences. Finally, we will examine, for any series, the proximity between the two PCAs. 相似文献
20.
Jazlyn McGuinty Alain Carlson Angela Li John Nelson Michael Borges 《Australian and New Zealand Journal of Family Therapy》2023,44(3):288-301
A single-session consultation model for low-needs youth on the autism spectrum is presented with the mental health concern of emotional self-regulation, a common issue in family psychotherapy. This research is contextualised within the growing field of short-term therapy as it intersects the growing demand to therapeutically address clients on the autism spectrum. The treatment intervention is delineated through five sequential phases within the walk-in clinic setting for the practitioner clinician. A rationale, overview, and instruction for the practitioner clinician utilising this novel model is provided through a case study format. By using a more structured and integrated approach to treatment, organised through an externalised metaphor, it is suggested that the current model will be more effective for this specific clinical population. Additionally, a case illustration is provided that scaffolds the treatment model, which includes table formats and pictures. The case study illustrates the self-regulation map metaphor visually and interactively linking client challenges, strategies, and motivations simultaneously on multiple electronic devices in session. Relevant works were selected to explore the effectiveness of single-session consultation models for those presenting on the autism spectrum. Treatment interventions for specific clinical populations are recommended, especially within walk-in clinic therapy. This clinical research introduces a paradigm shift towards therapeutically addressing emotional self-regulation with low-needs youth on the spectrum through virtual, interactive technology. 相似文献