Results 1 to 10 of about 573 (73)
Application of Odd Lomax log-logistic distribution to cancer data [PDF]
HeliyonThe effectiveness of the parental distribution is modified in this article by adding flexibility, allowing it to capture all characteristics of the provided real-world data sets.
Benson Benedicto Kailembo +2 more
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The Hachemeister Regression Model [PDF]
Informatică economică, 2008 In this article we will obtain, just like in the case of classical credibility model, a credibility solution in the form of a linear combination of the individual estimate (based on the data of a particular state) and the collective estimate (based on ...
Carmen Lenuta TRICA
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Explicit Description of the Input Data for the Program CRAC 2.0 Used in the Applications of the Credibility Theory [PDF]
Informatică economică, 2008 In this paper a brief overview of the structure and the possibilities of the program CRAC 2.0 is given. It will be shown how sectors can be determined in order to use the hierarchical model that is built into the software. Furthermore a general structure
Virginia ATANASIU
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Extension of Short Rate Model Under a Lévy Process
Fountain Journal of Natural and Applied Sciences (FUJNAS), 2023 A lot of abnormalities occur in real-life scenarios, thus leading to some difficulties in modelling such scenarios without a deeper understanding of certain aspects of Lévy processes.
Dr A. M. Udoye
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An adjusted Grubbs' and generalized extreme studentized deviation
Demonstratio Mathematica, 2021 Detecting outlier data is an interesting subject in the statistical field. Grubbs’ test is one of the common detection methods of outlier observation at univariate data sets.
Alrawashdeh Mufda Jameel
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Special greeks of a variance-gamma driven vasicek model
Scientific African, 2023 Abrupt happenings in financial markets have resulted to the need to adopt Lévy processes such as a variance gamma process in modelling financial derivatives since it has the ability to capture jumps that occur in such scenario.
Adaobi M. Udoye, Lukman S. Akinola
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On correlated measurement errors in the Schwartz–Smith two-factor model
Dependence Modeling, 2022 The Schwartz–Smith two-factor model is commonly used for pricing of derivatives in commodity markets. For estimating and forecasting the term structures of futures prices, the logarithm of commodity spot price is represented as the sum of short- and long-
Han Jun S. +3 more
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Bayesian credibility premium with GB2 copulas
Dependence Modeling, 2020 For observations over a period of time, Bayesian credibility premium may be used to predict the value of a response variable for a subject, given previously observed values.
Jeong Himchan, Valdez Emiliano A.
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Majalah Ilmiah Matematika dan Statistika, 2023 Stock investment activities had a high level of profit and a high level of risk as well. The risk could be known from fluctuations in stock price data on stock returns.
Rossy Prima Nada Utami +2 more
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Insurance Premium Formulation for Agricultural Commodity Prices
InPrime, 2022 This research develops the appropriate formula to determine insurance premiums on agricultural commodity prices that provide coverage to policyholders for losses caused by falling prices.
Betri Wendra
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