Results 31 to 40 of about 29,424 (169)

The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis

Journal of Futures Markets, EarlyView.
ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey, Oyakhilome Wallace Ibhagui, Florian Gerth   +2 more
wiley   +1 more source

Bayesian Growth Curve Modelling of Student Academic Trajectories: The Impact of Individual-Level Characteristics and Implications for Education Policy

Applied Sciences
This 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, Felix O. Egara, Fadip Nannim, Moses Basitere   +3 more
doaj   +1 more source

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, Cassar, Marianne, Fifth International Conference in Financial and Actuarial Mathematics   +2 more
core  

Multivariate Tests for Comparing Lifetimes of Parallel Systems

Quality and Reliability Engineering International, EarlyView.
ABSTRACT Life testing of engineering systems with dependent components requires robust multivariate methods. Parametric approaches depend on restrictive assumptions, limiting their use in complex or unknown lifetime distribution settings. This study evaluates nonparametric methods for comparing parallel system lifetimes under minimal sample ...
Niladri Chakraborty, Ahmed Maged, Maxim Finkelstein   +2 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, Rincón-Zapatero, Juan Pablo   +1 more
core   +1 more source

Calculation of LTC Premiums based on direct estimates of transition probabilities [PDF]

, 2004
In this paper we model the life-history of LTC patients using a Markovian multi-state model in order to calculate premiums for a given LTC-plan. Instead of estimating the transition intensities in this model we use the approach suggested by Andersen et ...
Czado, Claudia, Gschlößl, Susanne, Helms, F.   +2 more
core   +2 more sources

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

Surplus analysis for variable annuities with a GMDB option [PDF]

, 2010
In this paper, we analyze the insurance surplus for a Variable Annuity contract with a Guaranteed Minimum Death Benefit (GMDB) option. Initially, we derive the first two moments of the distribution of the surplus; and subsequently, we develop the whole ...
Haberman, S., Piscopo, G.
core  

A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts [PDF]

, 2009
In this paper a purely theoretical reinsurance model is presented, where the reinsurance contract is assumed to be simultaneously of an excess-of-loss and of a proportional type. The stochastic structure of the set of pairs (claim’s arrival time, claim’s
Aase, Centeno, Centeno, Centeno, Centeno, Centeno, Cinlar, Daley, Dickson, Dickson, Fabio Spizzichino, Grandell, Hipp, Hurlimann, Hurlimann, Joe, Kaluszka, Rachele Foschi, Renyi, Roy Cerqueti, Schmidli, Schmidli, Schmitter, Schmitter, Stoyan, Suijs, Taksar, Verlaak   +27 more
core   +1 more source

Changing Patterns of Gender Representation in Canada's Technology Sector and the Care Economy: Two Differing Tales

Canadian Review of Sociology/Revue canadienne de sociologie, EarlyView.
ABSTRACT Gender segregation is a persistent form of labour market inequality, though patterns differ across time and economic sectors. Focusing on the care economy and the technology sector, we examine longitudinal trends in gender distributions for educational credentials and occupational participation.
Neil Guppy, Maya Balzarini, Kamila Kolpashnikova, Katherine Lyon   +3 more
wiley   +1 more source