Scholarlink

In this work, a measure of the over-consumption risk is obtained as the probability that expense exceed disposable income. To this end, the joint distribution of income and expenses is constructed using the copula approach to account for the relation between them. Furthermore, reparameterized Dagum models are employed as marginal distributions. Data from Household Budget Survey (HBS) by Eurostat are used to illustrate how the considered risk measure varies across European countries.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Estimating the Over-Consumption Risk in European Countries

  • 会议论文

  • 发表日期：

    2025年

查看全文
  • Filippo Domma,
  • Francesca Condino

摘要

In this work, a measure of the over-consumption risk is obtained as the probability that expense exceed disposable income. To this end, the joint distribution of income and expenses is constructed using the copula approach to account for the relation between them. Furthermore, reparameterized Dagum models are employed as marginal distributions. Data from Household Budget Survey (HBS) by Eurostat are used to illustrate how the considered risk measure varies across European countries.