Results 91 to 100 of about 2,003,362 (204)

Valuation and hedging of the ruin-contingent life annuity (RCLA) [PDF]

, 2012
This paper analyzes a novel type of mortality contingent-claim called a ruin-contingent life annuity (RCLA). This product fuses together a path-dependent equity put option with a "personal longevity" call option. The annuitant's (i.e.
Huang, Huaxiong, Milevsky, Moshe A., Salisbury, Thomas S.   +2 more
core   +1 more source

Prevalence and Determinants of Caesarean Section Deliveries in Ghana: A Population-Based Cross-sectional Study

Public Health in Practice
Objectives: This study examines the prevalence and determinants of CS deliveries in Ghana, with a focus on institutional, health-related, and contextual factors.
Christiana Lokko, Jonathan Sackey, E.A. Aboagye   +2 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  

Pricing Chinese Convertible Bonds with Learning-Based Monte Carlo Simulation Model

Axioms
In this paper, we explore a novel model for pricing Chinese convertible bonds that seamlessly integrates machine learning techniques with traditional models. The least squares Monte Carlo (LSM) method is effective in handling multiple state variables and
Jiangshan Zhu, Conghua Wen, Rong Li
doaj   +1 more source

Risk measurement with the equivalent utility principles. [PDF]

Risk measures have been studied for several decades in the actuarial literature, where they appeared under the guise of premium calculation principles. Risk measures and properties that risk measures should satisfy have recently received considerable at-
Denuit, M, Dhaene, Jan, Goovaerts, Marc, Kaas, R, Laeven, R   +4 more
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  

A new function for drug combination dose finding trials

Scientific Reports
Combination drugs play an essential role in treating cancers. The challenging part of the combination drugs are to specify the dose-toxicity ordering, which means the sequences of dose escalation and de-escalation in process of dose findings should be ...
Jiacheng Xiao, Weijia Zhang
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

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

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