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w słowach kluczowych: Funkcja użyteczności Neumanna-Morgensterna

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Odwrotne dominacje stochastyczne a teoria mierzalnych funkcji użyteczności

100%

Trzpiot G.

Studia Ekonomiczne / Akademia Ekonomiczna w Katowicach

2003

nr nr 29 Metody wnioskowania statystycznego w badaniach ekonomicznych

149-157

W pracy wykazano, że dwa kryteria (względem mierzalnych funkcji użyteczności i dominacji stochastycznych), brane pod uwagę w porządkowaniu dystrubuant niepewnych projektów inwestycyjnych, porządkują ten zbiór dokładnie tak samo. Pozwala to zatem na wyłączenie pewnych rozkładów prawdopodobieństwa z procesu maksymalizacji oczekiwanej użyteczności.

All decision problems, especially financial and insurance decision problems, we can classify by an information on probability of events. We can say that we have an deterministic problem, risks problem or uncertain problem. For the first two situation, we can apply von Neuman-Morgenstern theory of the measurable utility functions and preference orderings over the probability distributions of return. When we add uncertain situation we have difficulty in choice of the probability distributions of return. This problem can be solved when we add to the analysis the stochastic dominance and inverse stochastic dominance. The approach adopted in this paper is to consider two different criteria in ordering set of probability distributions in financial analysis. Under the assumption that more return is preferred to less, it has been shown that the two criteria order a set of probability distributions in exactly the same way, thereby providing a priori grounds for excluding the certain probability distributions from the expected utility maximization process. (original abstract)

The Minimal-Time Growth Problem and Turnpike Effect in the Stationary Gale Economy

84%

Panek E.

tom 7 (21)

nr nr 1

7-25

In mathematical economics there is a number of so called "turnpike theorems" proved mainly on the basis of multiproduct models of economic dynamics. According to these theorems, all optimal paths of economic growth over a long period of time converge to a certain path (turnpike) in which the economy achieves the highest growth rate while remaining in a specific dynamic (von Neumann) equilibrium. The article refers to this trend and presents some properties of optimal growth processes in the Gale-type model of the stationary economy when the quality criterion of growth processes is not the utility of production-which is normally postulated in the turnpike theory-but the time needed by the economy to achieve the desired final state, e.g. the level of production or production value. According to the author's knowledge, the idea of using time as a criterion for growth in turnpike theory (especially in Gale-type economy) is innovative. It has been proven that changing the growth criterion does not deprive the Gale economy of its asymptotic / turnpike properties.(original abstract)

Repeated Weighting in Mixed-Mode Censuses

84%

Szymkowiak M. , Wilak K.

tom 7 (21)

nr nr 1

26-46

The main aim of the paper is to use the repeated weighting (RW) method on data from the National Census of Population and Housing 2011 (NCPH) and Labour Force Survey (LFS) to ensure consistency between margins of final tables derived from different statistical sources. This technique, based on different data sources, would ensure consistency between estimates in final output tables. This is the first application of the RW approach on data from official statistics in Poland. The results obtained by applying the RW method to data from the NCPH and additional surveys (e.g. LFS) may be used by Statistics Poland for the formulation of conclusions and recommendations for the upcoming census in 2021. The method may be also considered as an important step towards the production of timely and more detailed statistical information in Poland based on multi-source data infrastructure in general.(original abstract)

Podejmowanie decyzji w warunkach niepewności i ryzyka

59%

Kultys J.

1994

nr nr 434

37-49

Omówiono zagadnienie ryzyka i niepewności w procesie podejmowania decyzji. Wymieniono reguły podejmowania decyzji w niepewności oraz opisano reguły podejmowania decyzji w sytuacjach ryzyka.

Uncertainty and risk occur when at least one of the alternatives is linked with more than one result. In the situation of risk predicting outcomes is possible. In the case of uncertainty such possibility does not exist. Under conditions of uncertainty decisions are made in accordance with the following rules: maximin, maximax, the Hurwicz rule, the minimax regret rule, principle of insufficient reason. Making decisions under risk circumstances is governed by the following rules: the Bayes rule, the p-6 rule and model of expected utility. (original abstract)