Analysis of Longitudinal Binomial Data with Positive Association between the Number of Successes and the Number of Failures: An Application to Stock Instability Study. [PDF]
Entropy (Basel), 2022 Zhang X, Yan G, Ma R, Li J.
europepmc +1 more source
Ruin Analysis on a New Risk Model with Stochastic Premiums and Dependence Based on Time Series for Count Random Variables. [PDF]
Entropy (Basel), 2023 Guan L, Wang X.
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Influence of Transfer Entropy in the Short-Term Prediction of Financial Time Series Using an ∊-Machine. [PDF]
Entropy (Basel), 2022 Zavala-Díaz JC +4 more
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LIBOR additive model calibration to swaptions markets [PDF]
In the current paper, we introduce a new calibration methodology for the LIBOR market model driven by LIBOR additive processes based in an inverse problem.
Francisco J. Nogales +2 more
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Actuarial Analysis of Survival among Breast Cancer Patients in Lithuania. [PDF]
Healthcare (Basel), 2021 Skučaitė A +3 more
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Statistical Arbitrage for Multiple Co-integrated Stocks. [PDF]
Appl Math Optim, 2022 Li TN, Papanicolaou A.
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Profile identification via weighted related metric scaling : an application to dependent Spanish children [PDF]
Disability and dependency (lack of autonomy in performing common everyday actions) affect health status and quality of life, therefore they are significant public health issues.
Aurea Grané +2 more
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What do distortion risk measures tell us on excess of loss reinsurance with reinstatements ? [PDF]
In this paper we focused our attention to the study of an excess of loss reinsurance with reinstatements, a problem previously studied by Sundt [5] and, more recently, by Mata [4] and HÄurlimann [3].
Antonella Campana, Paola Ferretti
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Dichotomous unimodal compound models: application to the distribution of insurance losses. [PDF]
J Appl Stat, 2020 Tomarchio SD, Punzo A.
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Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation [PDF]
Dimension reduction techniques for functional data analysis model and approximate smooth random functions by lower dimensional objects. In many applications the focus of interest lies not only in dimension reduction but also in the dynamic behaviour of ...
Enzo Giacomini +2 more
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