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Los Procesos De Elicitación En El Método De Las Dos Funciones De Distribución: Un Caso Práctico

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  • GARCÍA GARCÍA,CATALINA

    ()
    (Departamento de Métodos Cuantitativos para la Economía y la Empresa.Universidad de Granada)

  • HERRERÍAS VELASCO,JOSÉ MANUEL

    ()
    (Departamento de Métodos Cuantitativos para la Economía y la Empresa.Universidad de Granada)

  • GARCÍA PÉREZ,JOSÉ

    ()
    (Departamento de Economía Aplicada.Universidad de Almería)

Abstract

Este trabajo está centrado en el método de valoración conocido como método de las dos funciones de distribución, original de Ballestero (1973). Se pretende incorporar al método la utilización de distribuciones más flexibles (distribuciones pentaparamétricas), así como las técnicas de elicitación necesarias para estimar dichas distribuciones en ambiente de incertidumbre. Finalmente, se lleva a cabo una aplicación práctica al objeto de realizar un análisis comparado, desde el punto de vista de su capacidad de ajuste a los datos reales, de los resultados obtenidos con distintos métodos de valoración, todos ellos encuadrados en la técnica de comparación. This work is based on the valuation method known as method of the two distribution functions (Ballestero; 1973). We try to introduce in the method the use of more fl exible distributions (with five parameters), as well as the techniques of elicitation necessary to consider these distributions in an uncertainty environment. Finally, a practical application is carried out to analyze its fi t capacity to the real data in comparison with other valuation techniques.

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Bibliographic Info

Article provided by Estudios de Economía Aplicada in its journal Estudios de Economía Aplicada.

Volume (Year): 25 (2007)
Issue (Month): (Abril)
Pages: 245-274

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Handle: RePEc:lrk:eeaart:25_1_10

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Related research

Keywords: Elicitación; sistema generador; generalización en dos ramas; valoración; método de las dos funciones de distribución; distribución STSP; distribución biparabólica. Área temática: Métodos cuantitativos/Elicitation; TSP distribution; biparabolic distribution; two functions distribution method.;

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  1. van Dorp J.R. & Kotz S., 2002. "The Standard Two-Sided Power Distribution and its Properties: With Applications in Financial Engineering," The American Statistician, American Statistical Association, vol. 56, pages 90-99, May.
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