Browsing Acta Universitatis Lodziensis. Folia Oeconomica nr 196/2006 by Issue Date
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Evaluation of the Degree of Integration among European Insurance Markets
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The insurance internal market has existed since 1993 (enforced by the third life directive). Its’ main features are a common framework to allow insurers to operate throughout the EU and to establish and provide services ... 
A Modified Holm’s Stepwise Rejective Multiple Test Procedure
(Wydawnictwo Uniwersytetu Łódzkiego, 2006) 
Some Remarks on Empirical Power of Tests for Pairs
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The paper deals with the tests for paired variables called also tests for pairs of variables. The observations are made of pairs of measurements. They can be correlated. It causes the necessity of applying another ... 
The Characteristic of Theoretical Income Distributions and Their Application to the Analysis of Wage Distributions in Poland by Regions
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)In the paper we compare the properties of theoretical income distributions from the point of view of their application to the analysis of wage distributions in Poland. Among them the lognormal and Dagum distributions ... 
Skewnormal Distribution  Basic Properties and Areas of Applications
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The skewnormal is a class of distribution that includes the normal distribution as a special case. A systematic treatment of the skewnormal distribution has been given in Azzalini (1985, 1986); generalizations to the ... 
Matrix H and Its Applications in Economic and Tourist Research
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The paper characterizes and gives some basic properties of matrix H that is the operator of orthogonal projection on the space of columns of matrix X, which is the hat matrix in linear regression model. The author ... 
Random Selection of Variables for Aggregated TreeBased Models
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Treebased models are popular a widely used because they are simple, flexible and powerful tools for classification. Unfortunately they are not stable classifiers. Significant improvement of the model stability and ... 
Robust Bayesian Prediction with Asymmetric Loss Function in Poisson Model of Insurance Risk
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)In robust Bayesian analysis a prior is assumed to belong to a family instead of being specified exactly. The multiplicity of priors leads to a collection of Bayes actions. It is clearly essential to be able to recommend ... 
Balanced Block Designs Leading to the Optimum Chemical Balance Weighing Design with Equal Correlations of Errors
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The paper is studying the estimation problem of individual weights of objects using the chemical balance weighing design under the restriction on the number times in which each object is weighed. We assume that errors ... 
On the Distribution of Quadratic Form of Sample Mean and Variance
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The quadratic form of the sample mean and sample variance was considered. The sample is from normal distribution. The density function of the quadratic form has been derived. The quadratic form can be applied as the test ... 
Multivalued Stochastic Processes
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Multivalued random variables and stochastic processes can be use in integral geometry, mathematical economics or stochastic optimization. In the study of multivalued stochastic processes the some clue problem is the ... 
Sequential Tests for Truncated Distribution Parameters
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Sequential probability ratio tests can be used to verify hypotheses about truncated distribution parameters when error probabilities of the first and the second type are set. For parameters of normal and exponential ... 
Comparison of Selected Criteria for Determination of the Measure of Depth of an Observation in a Twodimensional Sample
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The measure of observation depth in multidimensional samples, introduced into statistical practice by Tukey, has become a new tool for data analysis. It is a proposed method for determining multidimensional positional ... 
An Influence of Classification Method on Efficiency of Modified Synthetic Estimator
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The problem of insufficient number of sample observations representing a given population domain of interest (small area) can be solved by applying such estimators, which will be able to combine sample information from ... 
Static Hedging of Barier Options of Type DownandOut Calls
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The paper presents pathdependent options with a single barrier in terms of pathindependent standard options. The key to providing this result is putcall symmetry, which is assumed to hold when the underlying first ... 
Multivariate Analysis of Regional Differences in the Higher Education System in Poland
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)This article discusses an attempt at analysis of regional diversity in Poland in 2001 with respect to the level of the higher educational system. The first part of this report deals with ranking provinces with respect ... 
Clustering of European Countries with Respect to Food Consumption
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Problem of clustering of European countries with respect to food consumption is considered. Data related to average yearly per capita consumption of 14 main categories of food products in 39 countries are collected and ... 
Limit Property of The Compound Distribution BinomialGeneralized TwoParameter Gamma
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)In 1920 M. Greenwood and G. U. Yule presented a compound distribution Poissontwoparameter gamma and gave some interesting applications of this compounding. In 1973 H. Jakuszenkow published a compound of the Poisson ... 
Segmentation of Students According to Food Purchase Preferences
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)This paper presents the usage of PCA in segmentation of students according to their food purchase preferences. The aim of this research was to select and describe segments of young people with their various food preferences ... 
Applications of VaR and CVaR Methods on Energy Market in Poland
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)This article presents downside risk measures such as: ValueatRisk  VaR and Conditional ValueatRisk  CVaR. We establish them with three of the known methods. The electric energy is an article of real tame, which we ...