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1.
Point processes are the stochastic models most suitable for describing physical phenomena that appear at irregularly spaced
times, such as the earthquakes. These processes are uniquely characterized by their conditional intensity, that is, by the
probability that an event will occur in the infinitesimal interval (t, t+Δt), given the history of the process up tot. The seismic phenomenon displays different behaviours on different time and size scales; in particular, the occurrence of
destructive shocks over some centuries in a seismogenic region may be explained by the elastic rebound theory. This theory
has inspired the so-called stress release models: their conditional intensity translates the idea that an earthquake produces
a sudden decrease in the amount of strain accumulated gradually over time along a fault, and the subsequent event occurs when
the stress exceeds the strength of the medium. This study has a double objective: the formulation of these models in the Bayesian
framework, and the assignment to each event of a mark, that is its magnitude, modelled through a distribution that depends
at timet on the stress level accumulated up to that instant. The resulting parameter space is constrained and dependent on the data,
complicating Bayesian computation and analysis. We have resorted to Monte Carlo methods to solve these problems. 相似文献
2.
Arcagni Alberto Barbiano di Belgiojoso Elisa Fattore Marco Rimoldi Stefania M. L. 《Social indicators research》2019,141(2):551-579
Social Indicators Research - In this paper, we present a multidimensional fuzzy analysis of the levels and the patterns of poverty and social fragility of migrants’ families, in the Italian... 相似文献
3.
Patrick Gagliardini Elisa Ossola Olivier Scaillet 《Econometrica : journal of the Econometric Society》2016,84(3):985-1046
We develop an econometric methodology to infer the path of risk premia from a large unbalanced panel of individual stock returns. We estimate the time‐varying risk premia implied by conditional linear asset pricing models where the conditioning includes both instruments common to all assets and asset‐specific instruments. The estimator uses simple weighted two‐pass cross‐sectional regressions, and we show its consistency and asymptotic normality under increasing cross‐sectional and time series dimensions. We address consistent estimation of the asymptotic variance by hard thresholding, and testing for asset pricing restrictions induced by the no‐arbitrage assumption. We derive the restrictions given by a continuum of assets in a multi‐period economy under an approximate factor structure robust to asset repackaging. The empirical analysis on returns for about ten thousand U.S. stocks from July 1964 to December 2009 shows that risk premia are large and volatile in crisis periods. They exhibit large positive and negative strays from time‐invariant estimates, follow the macroeconomic cycles, and do not match risk premia estimates on standard sets of portfolios. The asset pricing restrictions are rejected for a conditional four‐factor model capturing market, size, value, and momentum effects. 相似文献
4.
Journal of Risk and Uncertainty - Ambiguity preferences are important to explain human decision-making in many areas in economics and finance. To measure individual ambiguity preferences, the... 相似文献
5.
The Time to Think Experiment researches the experience of clinicians, consumers, and families of an intersession break, which has been used historically in various models of family therapy training. This qualitative pilot study explores the experiences of 21 clinicians, 19 consumers, and six family members using this break for reflection, across the domains of family and couple therapy, individual therapy, group work, and supervision in a mental health service covering the whole age range. Using a phenomenological design, the analysis included narrative, thematic, content, and comparative techniques. The paper considers the impact of privileging reflection in the therapy process, in a climate where models, work cultures, and general lifestyles may not encourage it. Using the intersession break to create space to ‘be’ in the therapy process is one way to integrate mindful and family therapy practice. The emerging themes of an intersession break to promote a richer and deeper therapy experience, and the apparent shift of responsibility for change from clinicians to consumers is discussed. 相似文献
6.
A study in the educators' work station at baby nursery of NDI/UFSC, located in Florianópolis, was conducted using the Work Ergonomic Analysis methodological tool. The demand considered was the educators' physical exhaustion caused by the weight carried when taking care of the babies, the postures assumed during the labor activity and the spatial arrangement of the baby nursery. Thinking ergonomically, the spatial arrangement is directly associated to three factors: the formal aspect of the environment, the esthetic aspect including colors and finish quality and the ease of understanding involved in the baby nursery labor. By the ergonomic adequacy it is possible to assert that if were established better conditions of posture and comfort for the educators, as well as satisfactory technical and operational information to carry out the activities, greater safety and welfare would be provided to the babies, the main focus of the work. 相似文献
7.
The paper presents the results of a qualitative research on friendship networks of single people. The research has been undertaken using social network analysis tools (egonetworks) and qualitative interviews, on a non-representative sample of 23 heterosexual singles of Milan, aged between 25 and 35 years, 12 male and 11 female. 相似文献
8.
Growing recognition of male sexual abuse and its potentially debilitating effects has underscored the need to develop effective treatment interventions for this population. The present study describes an individual treatment programme that was developed for adult males who have experienced childhood sexual abuse. The treatment programme focused on three areas related to sexual abuse, specifically feelings of self‐blame, anger and anxiety. The study also presents preliminary findings on treatment effects, using self‐report measures that five participants completed prior to treatment and at various assessments following treatment termination. Overall findings indicated improvements in behavioural self‐blame, anger, state anxiety and trait anxiety. Treatment did not appear to have an effect on characterological self‐blame over the long term. The study's findings are limited by the reliance on self‐report data and the absence of a comparison group. As such, our findings should be viewed as an initial contribution to the currently limited empirical data on treatment effects for sexually abused adult males. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
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