Results 41 to 50 of about 1,226,739 (241)

Life Cycle Consumption and Portfolio Choice Under Real Interest Rate Risk

Financial Management, EarlyView.
ABSTRACT We set up a life cycle model with real interest rate risk to demonstrate that real interest rates have implications for optimal household consumption and investments. Lower interest rates lead to higher optimal stock investments and lower consumption.
Marcel Fischer, Natascha Jankowski
wiley   +1 more source

Digital technology in mathematics education: Why it works (or doesn't) [PDF]

, 2012
The integration of digital technology confronts teachers, educators and researchers with many questions. What is the potential of ICT for learning and teaching, and which factors are decisive in making it work in the mathematics classroom? To investigate
Drijvers, Paul, Freudenthal Institute for Science and Mathematics Education, Sub Mathematics Education, Drijvers, P.H.M.   +3 more
core   +2 more sources

The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis [PDF]

ASTIN Bulletin, 2010
AbstractIn the aftermath of the 2007-2008 financial crisis, there has been criticism of mathematics and the mathematical models used by the finance industry. We answer these criticisms through a discussion of some of the actuarial models used in the pricing of credit derivatives.
Donnelly, Catherine, Embrechts, Paul
openaire   +2 more sources

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, Jeza Allohibi, Alexander Gorban   +2 more
doaj   +1 more source

Goodness‐of‐Fit Tests for Positive Quadrant Dependence

International Statistical Review, EarlyView.
Summary When two random variables are positive quadrant dependent (PQD), they are more likely to assume small (or large) values simultaneously compared with when the random variables are independent. This dependence structure is of interest in many areas, including finance, actuarial science and engineering.
Chuan‐Fa Tang, Joshua M. Tebbs
wiley   +1 more source

Clustering All‐Cause Mortality Data: A Review

International Statistical Review, EarlyView.
Summary Mortality data are relevant to demography, public health and actuarial science; such data are high‐dimensional, making broad patterns difficult to identify. Clustering is increasingly used to reveal such patterns, yet a review of its application to all‐cause mortality with a focus on country‐level data is lacking.
Pedro Menezes de Araújo, Isobel Claire Gormley, Thomas Brendan Murphy   +2 more
wiley   +1 more source

How to optimise tournament draws: The case of the FIFA World Cup

International Transactions in Operational Research, EarlyView.
Abstract The organisers of major sports competitions use different policies with respect to constraints in the group draw. Our paper aims to rationalise these choices by analysing the trade‐off between attractiveness (the number of games played by teams from the same geographic zone) and fairness (the departure of the draw mechanism from a uniform ...
László Csató
wiley   +1 more source

Newest Trends and Technologies Related to Actuarial Mathematics - Review Paper [PDF]

, 2023
This paper gives an overview of the new methods and the last trends considering actuarial mathematics. Based on a few papers that we consider relevant to our topic, we picked the information that is interesting to review.
Atanasova, Ana, Lazarova, Limonka Koceva
core   +2 more sources

Leptospirosis Dynamics With Misdiagnosis: A Review

Journal of Applied Mathematics
Leptospirosis is a zoonosis with global distribution, and a wide variety of clinical symptoms often lead to misclassification as other febrile conditions.
Japheth Musingila Mwongela, Caroline Kanyiri, Virginia Kitetu   +2 more
doaj   +1 more source

Welfare consequences of the compound risks of index insurance

Journal of Risk and Insurance, EarlyView.
Abstract Index insurance is an attractive variant on the standard insurance contract that allows the determination of a loss event to be defined by one or more thresholds on an index that is positively correlated with actual losses. Index insurance also comes with a compound risk, basis risk.
Glenn Harrison, Jimmy Martí­nez‐Correa, Karlijn Morsink, Jia Min Ng, J. Todd Swarthout   +4 more
wiley   +1 more source