Results 31 to 40 of about 2,003,362 (204)
Fitting generalised linear models to car claims data [PDF]
, 2012 Generalised linear models (GLMs) overcome the limitations of Normal regression models since they can accommodate any distribution that is a member of the exponential family. These models allow transformation of the response variable through the canonical
Camilleri, Liberato +2 more
core
Bayesian inverse ensemble forecasting for COVID‐19
Canadian Journal of Statistics, EarlyView.Abstract Variations in strains of COVID‐19 have a significant impact on the rate of surges and on the accuracy of forecasts of the epidemic dynamics. The primary goal for this article is to quantify the effects of varying strains of COVID‐19 on ensemble forecasts of individual “surges.” By modelling the disease dynamics with an SIR model, we solve the ...
Kimberly Kroetch, Don Estep
wiley +1 more source
Measuring economic inequality and risk: a unifying approach based on personal gambles, societal preferences and references [PDF]
, 2015 The underlying idea behind the construction of indices of economic inequality is based on measuring deviations of various portions of low incomes from certain references or benchmarks, that could be point measures like population mean or median, or ...
Greselin, Francesca, Zitikis, Ricardas
core +2 more sources
Energy Science &Engineering, EarlyView.This study analyzes energy consumption and economic growth across 39 Sub‐Saharan African countries using a PVAR model. Findings reveal that non‐renewable energy and labor force growth stimulate economic growth, while renewable energy does not stimulate economic growth in the short run.
Amadou Cham +4 more
wiley +1 more source
Applied SciencesThis study examined the factors influencing student academic performance in the Bachelor of Science (BSc) Actuarial Science programme, focusing on Grade 12 mathematics marks, admission point (AP) scores, socioeconomic background, and progression rates ...
Moeketsi Mosia +3 more
doaj +1 more source
Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction
Risks, 2014 In a bonus-malus system in car insurance, the bonus class of a customer is updated from one year to the next as a function of the current class and the number of claims in the year (assumed Poisson).
Søren Asmussen
doaj +1 more source
Fractional Norms and Quasinorms Do Not Help to Overcome the Curse of Dimensionality
Entropy, 2020 The curse of dimensionality causes the well-known and widely discussed problems for machine learning methods. There is a hypothesis that using the Manhattan distance and even fractional lp quasinorms (for p less than 1) can help to overcome the curse of ...
Evgeny M. Mirkes +2 more
doaj +1 more source
Journal of Forecasting, EarlyView.ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková +4 more
wiley +1 more source
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates [PDF]
, 2008 In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can invest in a savings account, in a risky stock and in a bond, with the ...
Josa-Fombellida, Ricardo +1 more
core +1 more source
Does Proactivity Affect Insurance Solidarity and Individual Responsibility?
The British Journal of Sociology, EarlyView.ABSTRACT Over the past 20 years, the insurance industry has been experimenting with technological innovations that deeply affect its business model and social function. This article explores the use of digital technologies to monitor policyholders' behaviour and personalise their insurance coverage.
Alberto Cevolini, Elena Esposito
wiley +1 more source