Results 71 to 80 of about 1,478,070 (231)

Assessing cognitive growth in mathematics using multinomial logistic regression within Bloom’s taxonomy in higher education

Discover Education
Background Understanding how students transition through cognitive levels in mathematics remains central to curriculum design and quality learning assessment.
Senyefia Bosson-Amedenu, Emmanuel Mensah Baah, John Awuah Addor, Francis Ayiah-Mensah, Anthony Joe Turkson, Theodore Oduro-Okyireh   +5 more
doaj   +1 more source

Special Issue “Interplay Between Financial and Actuarial Mathematics II”

Risks
Dear Reader, [...]
Corina Constantinescu, Julia Eisenberg
doaj   +1 more source

Sparse Causal Dynamic Linear Regression

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley   +1 more source

Some positive dependence notions, with applications in actuarial sciences. [PDF]

The paper is devoted to the study of several notions of positive dependence among risks, namely association, linear positive quadrant dependence, positive orthant dependence and conditional increasingness in sequence.
Denuit, M, Ribas, C, Dhaene, Jan
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Cyber Risk Management: A New Challenge for Actuarial Mathematics

, 2018
A specific kind of insurance that is emerging within the domain of cyber-systems is that of cyber-insurance. It allows for transferring the residual risk associated with network and computer incidents to a third party. Insurance companies are increasingly offering such policies, in particular in the USA, but also in Europe. The emerging trends in cyber
Maria Francesca Carfora, Albina Orlando, Fabio Martinelli, Francesco Mercaldo, Artsiom Yautsiukhin   +4 more
openaire   +4 more sources

Detecting Multiple Change Points in Linear Models With Heteroscedasticity

Journal of Time Series Analysis, EarlyView.
ABSTRACT The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM) processes of model residuals are established when the model errors are weakly dependent and non‐stationary ...
Lajos Horváth, Gregory Rice, Yuqian Zhao   +2 more
wiley   +1 more source

Gary Hatfield - Minnesota Center for Financial and Actuarial Mathematics MCFAM

, 2020
Dr. Gary Hatfield is a Senior Director and Actuary for Securian Financial. He leads a team of actuaries, data scientists, and quants known internally as the Actuarial Research and Analytics Center of Excellence.

core   +1 more source

Insight into the dynamics of non-Newtonian Casson fluid over a rotating non-uniform surface subject to Coriolis force

Nonlinear Engineering, 2020
Casson fluid model is the most accurate mathematical expression for investigating the dynamics of fluids with non-zero plastic dynamic viscosity like that of blood. Despite huge number of published articles on the transport phenomenon, there is no report
Oke Abayomi S., Mutuku Winifred N., Kimathi Mark, Animasaun Isaac L.   +3 more
doaj   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Pawnee Benefit Package Program Actuarial Model

, 2014
This report describes the Pawnee Benefit Package Program (PBPP) Actuarial Model. TheActuarial Model is a simulation tool designed to provide a structure within which data can beorganized and cost estimates prepared for a number of IHS program options ...
Actuarial Research Corporation and JRB Associates
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