F. Prieto, J. M. Sarabia, E. Calderín-Ojeda

En este trabajo, analizamos cómo la mortalidad y la edad de los negocios están relacionadas, y examinamos las diferentes hipótesis propuestas en la literatura. Para ello, utilizamos datos de establecimientos de negocios en Estados Unidos, con 1 año de resolución en el rango de edad de 0-5 años, en el periodo 1978-2019, publicado por United States Census Bureau. Primero, exploramos la adaptación de técnicas clásicas de análisis de supervivencia al análisis de supervivencia de las empresas. Después, consideramos nueve modelos de distribuciones de probabilidad, la mayoría de ellos bien conocidos en la literatura actuarial, con diferentes formas de la función de riesgo, que comparamos con el criterio de información de Akaike. Los resultados obtenidos muestran que los negocios recién nacidos parecen tener una tasa de fallo decreciente con la edad durante los cinco primeros años en el mercado, con la excepción de los primeros meses de algunos años en los que el riesgo puede crecer.

Keywords: Supervivencia de nuevas empresas; tasa de fallo; emprendimiento.

Scheduled

Invited Session Quantitative Methods for Economics and Business.
June 7, 2022  4:50 PM
Grade Hall


Other papers in the same session

Redefinición del Factor de Inflación de la Varianza

R. Salmerón Gómez, C. Garcia Garcia, J. Garcia Perez

Ridge Regression in the Nelson-Siegel model

A. Rodríguez Sánchez, C. B. Garcia Garcia, R. Salmerón Gómez

The generalized raise regression: an alternative to ridge regression

C. Garcia Garcia, R. Salmerón Gómez, J. Garcia Perez


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