کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641266 1341301 2009 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Solvency supervision based on a total balance sheet approach
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Solvency supervision based on a total balance sheet approach
چکیده انگلیسی

In this paper we investigate the adequacy of the own funds a company requires in order to remain healthy and avoid insolvency. Two methods are applied here; the quantile regression method and the method of mixed effects models. Quantile regression is capable of providing a more complete statistical analysis of the stochastic relationship among random variables than least squares estimation. The estimated mixed effects line can be considered as an internal industry equation (norm), which explains a systematic relation between a dependent variable (such as own funds) with independent variables (e.g. financial characteristics, such as assets, provisions, etc.). The above two methods are implemented with two data sets.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 233, Issue 1, 1 November 2009, Pages 83–96
نویسندگان
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