نتایج جستجو برای: stochastic frontier function
تعداد نتایج: 1331631 فیلتر نتایج به سال:
When analysing the efficiency of decision-making units, robustness scores to changes in data is desirable, especially context managerial or regulatory benchmarking. However, maximum likelihood estimation stochastic frontier models remains underexplored. We examine behaviour influence function estimator a context, and derive some sufficient conditions for robust terms properties marginal distrib...
This paper examines the robustness of efficiency score rankings across four distributional assumptions for trans-log stochastic production-frontier models, using data from 1,221 Japanese water utilities (for 2004 and 2005). One-sided error terms considered include the half-normal, truncated normal, exponential, and gamma distributions. Results are compared for homoscedastic and doubly heterosce...
China’s banking system has a relatively high level of state control, while an important task in regulating the is to manage profitability banks. Using stochastic frontier approach assess commercial banks not only allows for bank’s ability generate profits relative leading industry be assessed but also takes into account specifics management technologies used and influence market environment. Th...
This paper studies an insurer's optimal investment portfolio under the mean-variance criterion. The financial market consists of a riskless bond and risky asset, latter's volatility is random. We are extending Cox–Ingersoll–Ross (CIR) model to case with jumps, where it modeled by jump-diffusion stochastic differential equation (SDE). use Lévy SDE describe risk process we have, in which extend c...
By estimating a stochastic frontier production function that links labor and capital variables in 410 agricultural companies, the behavior of productive efficiency Colombia was evaluated, as well its effects by geographic location business size. Results showed factors contribute most to are related force, liquidity intangible assets, aspects provide competitive advantages for medium large compa...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید