Who determines United States Healthcare out-of-pocket costs? Factor ranking and selection using ensemble learning. [PDF]
Health Inf Sci Syst, 2021 Zhang C, Ding Y, Peng Q.
europepmc +1 more source
Valuing Guaranteed Minimum Death Benefit Options in Variable Annuities Under a Benchmark Approach [PDF]
Variable annuities (VAs) represent a marked change from earlier life products in the guarantees that they offer and it is no longer possible to manage the risks of these liabilities using traditional actuarial methods.
Eckhard Platen, S. Jaschke, T. Marquardt
core
Optimal Multi-Modes Switching Problem in Infinite Horizon
, 2009 This paper studies the problem of the deterministic version of the Verification Theorem for the optimal m-states switching in infinite horizon under Markovian framework with arbitrary switching cost functions.
BRAHIM EL ASRI +9 more
core +2 more sources
The Lorenz curve in economics and econometrics [PDF]
This paper surveys selected applications of the Lorenz curve and related stochastic orders in economics and econometrics, with a bias towards problems in statistical distribution theory. These include characterizations of income distributions in terms of
Christian Kleiber
core
The similarity between the square of the coefficient of variation and the Gini index of a general random variable [PDF]
, 2010 In this paper, several identities concerning expectation, variance, covariance, cumulative distribution functions, the coefficient of variation, and the Lorenz curve are obtained and they are used in establishing theoretical results.
Gavilán Ruiz, José Manuel +3 more
core +1 more source
Elasticidad precio de la demanda y perfil de los usuarios de la parada "Pablo de Olavide" de metro de Sevilla [PDF]
, 2014 In this paper the most relevant results obtained in a survey conducted by 300 users of the "Pablo de Olavide" Seville metro stop are presented. The aim of the paper is twofold.
García Cobián, Emilio Carlos +1 more
core
Assessment of Information Asymmetry [PDF]
, 2005 2000 Mathematics Subject Classification: 62P20, 91B42In the process of trading, the seller and buyer participate with different initial knowledge about the technical capabilities and about the expected use of the good. This two-side asymmetry affects the
Christozov, D., Mateev, P.
core
Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices [PDF]
The aim of this paper is to document some empirical facts related to log-returns of diversified world stock indices when these are denominated in different currencies.
Eckhard Platen, Renata Rendek
core
Currency Derivatives under a Minimal Market Model with Random Scaling [PDF]
This paper uses an alternative, parsimonious stochastic volatility model to describe the dynamics of a currency market for the pricing and hedging of derivatives.
David Heath, Eckhard Platen
core
A Benchmark Approach to Investing and Pricing [PDF]
This paper introduces a general market modeling framework, the benchmark approach, which assumes the existence of the numeraire portfolio. This is the strictly positive portfolio that when used as benchmark makes all benchmarked nonnegative portfolios ...
Eckhard Platen
core