Results 91 to 100 of about 29,424 (169)

STOCK PRICE PREDICTION AND SIMULATION USING GEOMETRIC BROWNIAN MOTION-KALMAN FILTER: A COMPARISON BETWEEN KALMAN FILTER ALGORITHMS

Barekeng
Stocks have high-profit potential but also have high risk. Many people have ways to forecast stock prices. The Geometric Brownian Motion (GBM) method forecasts stock prices.
Dimas Avian Maulana, A'yunin Sofro, Danang Ariyanto, Riska Wahyu Romadhonia, Affiati Oktaviarina, Mohammad Dian Purnama   +5 more
doaj   +1 more source

On characterization of a class of convex operators for pricing insurance risks [PDF]

The properties of risk measures or insurance premium principles have been extensively studied in actuarial literature. We propose an axiomatic description of a particular class of coherent risk measures defined in Artzner, Delbaen, Eber, and Heath (1999).
Graziella Pacelli, Marta Cardin
core  

Sistemas informáticos aplicados a la matemática actuarial no vida. Un propuesta con R

Rect@, 2012
The present work is the result of the investigation realized by the authoresses on programming languages applied to Non Life Actuarial Mathematics (NLAM).
Claramunt Bielsa, Mª Mercedes, Mármol Jiménez, Mª Teresa, Boj del Val, Eva, Costa Cor, Teresa   +3 more
doaj  

Optimizing Prognostic Predictions in Liver Cancer with Machine Learning and Survival Analysis

Entropy
This study harnesses RNA sequencing data from the Cancer Genome Atlas to unearth pivotal genetic markers linked to the progression of liver hepatocellular carcinoma (LIHC), a major contributor to cancer-related deaths worldwide, characterized by a dire ...
Kaida Cai, Wenzhi Fu, Zhengyan Wang, Xiaofang Yang, Hanwen Liu, Ziyang Ji   +5 more
doaj   +1 more source

Calculating Value-at-Risk contributions in CreditRisk+

, 2001
Credit Suisse First Boston (CSFB) launched in 1997 the model CreditRisk+ which aims at calculating the loss distribution of a credit portfolio on the basis of a methodology from actuarial mathematics.
Haaf, Hermann, Tasche, Dirk
core   +1 more source

Predicting Clinical Outcomes in COVID-19 and Pneumonia Patients: A Machine Learning Approach

Viruses
In the clinical diagnosis of pneumonia, particularly during the COVID-19 pandemic, individuals who progress to a critical stage requiring mechanical ventilation are classified as mechanically ventilated critically ill patients.
Kaida Cai, Zhengyan Wang, Xiaofang Yang, Wenzhi Fu, Xin Zhao   +4 more
doaj   +1 more source

Computing semiparametric bounds on the expected payments of insurance instruments via column generation

, 2016
It has been recently shown that numerical semiparametric bounds on the expected payoff of fi- nancial or actuarial instruments can be computed using semidefinite programming. However, this approach has practical limitations. Here we use column generation,
Howley, Robert, Storer, Robert, Vera, Juan, Zuluaga, Luis F.   +3 more
core   +1 more source

COMPARISON OF SURVIVAL ANALYSIS USING ACCELERATED FAILURE TIME MODEL AND COX MODEL FOR RECIDIVIST CASE

Barekeng
Recidivists, or ex-prisoners who commit crimes after serving a prior sentence, pose a critical challenge to the criminal justice system. This study examines social and economic factors that may reduce the likelihood of recidivists being re-arrested ...
Nuraziza Arfan, Asrul Irfanullah, Muhammad Rozzaq Hamidi, Utriweni Mukhaiyar   +3 more
doaj   +1 more source

Confluent Darboux Transformations and Wronskians for Algebraic Solutions of the Painlevé III (D₇) Equation

Mathematics
Darboux transformations are relations between the eigenfunctions and coefficients of a pair of linear differential operators, while Painlevé equations are nonlinear ordinary differential equations whose solutions arise in diverse areas of applied ...
Joe W. E. Harrow, Andrew N. W. Hone
doaj   +1 more source

Securitization of Longevity and Mortality Risk [PDF]

This paper deals with Alternative Risk Transfer (ART) through the securitization of longevity and mortality risks in pension plans and commercial life insurance. Various types of such mortality-linked securities are described (e.g., CATM bonds, longevity
Tomas Cipra
core