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《Review of Environmental Economics and Policy》Volume 17,Number 2,Summer 2023.
《Review of Environmental Economics and Policy》Volume 17,Number 1,Winter 2023.
《Review of Environmental Economics and Policy》Volume 16,Number 1,Winter 2022.
China’s New Cooperative Medical Scheme, launched in 2003, was designed to protect rural households from the financial risk posed by health care costs and to increase the use of health care services. T...
Background: Cataracts are the leading cause of blindness in China, and poverty is a major barrier to having cataract surgery. In 2003, the Chinese government began a series of new national health insu...
We consider the problem of simulating tail loss probabilities and expected losses conditioned on exceeding a large threshold (expected shortfall) for credit portfolios. Instead of the commonly used no...
A market with defaultable bonds where the bond dynamics is in a Heath-Jarrow-Morton setting and the forward rates are driven by an infinite number of Lévy factors is considered. The setting includes ...
The intention with this paper is to provide all the estimation concepts and techniques that are needed to implement a two-phases approach to the parametric estimation of probability of default (PD) ...
In this paper we continue our systematic analysis of the operatorial approach previously proposed in an economical context and we discuss a mixed toy model of a simplified stock market, i.e. a model ...
This paper proposes a general measure of the effective number of parties, based on the family ofgeneralized entropy inequality indices. This measure encompasses existing measures in the sense that the...
This article considers forecasting a single time series when there are many predictors (N) and time series observations (T). When the data follow an approximate factor model, the predictors can be sum...

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