Results 131 to 140 of about 1,226,739 (241)

A simple proof that comonotonic risks have the convex-largest sum. [PDF]

In the recent actuarial literature, several proofs have been given for the fact that if a random vector X(1), X(2), …, X(n) with given marginals has a comonotonic joint distribution, the sum X(1) + X(2) + … + X(n) is the largest possible in convex order.
Denuit, M, Goovaerts, Marc, Dhaene, Jan, Kaas, Robert, Vyncke, David   +4 more
core  

Actuarial Vacancy at the University of Copenhagen Laboratory of Actuarial Mathematics [PDF]

ASTIN Bulletin, 1995
openaire   +1 more source

Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities [PDF]

In this paper we deal with market-consistent valuation and hedging of insurance cash flows. We start with recalling traditional actuarial and financial pricing principles and we show how to integrate them into one arbitrage-free principle which leads to ...
Łukasz Delong
core  

Formulation of a spatiotemporal model for the analysis of neonatal mortality amidst SDG interventions: The case of Uganda. [PDF]

PLoS One
Bamwebaze G, Waititu GA, Awichi RO, Adebanji AO.   +3 more
europepmc   +1 more source

Corrigendum to "Seemingly unrelated time series model for forecasting the peak and short-term electricity demand: Evidence from the Kalman filtered Monte Carlo method" [Heliyon Volume 9, Issue 8, August 2023, Article e18821]. [PDF]

Heliyon
Owusu FK, Amoako-Yirenkyi P, Frempong NK, Omari-Sasu AY, Mensah IA, Martin H, Sakyi A.   +6 more
europepmc   +1 more source

Modern actuarial risk theory using R

, 2008
Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory.
Denuit, Michel, Goovaerts, M., Goovaerts, Marc, Dhaene, J., Denuit, M., Dhaene, Jan, Kaas, R., Kaas, Rob   +7 more
core  

A Numerical Comparison of Petri Net and Ordinary Differential Equation SIR Component Models. [PDF]

IEEE Access
Reckell T, Manu BK, Sterner B, Jevtić P, Davidrajuh R, Davidrajuh R.   +5 more
europepmc   +1 more source

An exact and interpretable test for detecting aging behavior in reliability and survival data. [PDF]

PLoS One
Nafisah IA, Kayid M.
europepmc   +1 more source

A Bayesian spline-augmented piecewise exponential model with spatial frailty for under-five mortality in Nigeria. [PDF]

Front Epidemiol
Omaku PE, Braimah JO, Correa FM.
europepmc   +1 more source

Comparative machine learning survival models for under-five mortality in Southern Africa with frailty modelling. [PDF]

Dialogues Health
Nephawe M, Safari WC, Dechant PP, Nasejje JB.   +3 more
europepmc   +1 more source