Results 81 to 90 of about 1,478,070 (231)

Matemática Actuarial aplicada a las operaciones de seguros [PDF]

, 2020
RESUMEN:La investigación documental realizada consiste en dar a conocer el tema Matemática Actuarial aplicada a las Operaciones de Seguros, a partir de una revisión de documentación acerca de bases técnicas y terminología empleada en operaciones de ...
Salmerón Cañas, Héctor Jhony, Blanco Bonilla, Jacqueline Yesenia   +1 more
core  

Construction of Mortality Rate Using Heligman Pollard Model [PDF]

ITM Web of Conferences
The idea of constructing a mortality table lies in reflecting the mortality changes of the member of the study population. This study proposed a construction of the mortality table for male and female participants using the Heligman Pollard model and was
Sari Kurnia Novita, Arfan Nuraziza, Dzakiya Azizah, Rusli Jesslyn Gracsella   +3 more
doaj   +1 more source

Risk, Utility and Sensitivity to Large Losses

Mathematical Finance, EarlyView.
ABSTRACT Risk and utility functionals are fundamental building blocks in economics and finance. In this paper we investigate under which conditions a risk or utility functional is sensitive to the accumulation of losses in the sense that any sufficiently large multiple of a position that exposes an agent to future losses has positive risk or negative ...
Martin Herdegen, Nazem Khan, Cosimo Munari   +2 more
wiley   +1 more source

Web Application for Actuarial Calculations for Insurance

, 2013
Report published in the Proceedings of the National Conference on "Education in the Information Society", Plovdiv, May, 2013During the last 10 years a growing interest in the modernization of vocational education of actuaries, the content of actuarial ...
Kyurkchiev, Nikolay, Dobrev, Hristo
core  

Comparison Among Modified Continual Reassessment Methods with Different Dose Allocation Methods for Phase I Clinical Trials

Mathematics
The continual reassessment method (CRM) has been an essential Bayesian finding design in phase I clinical trials. It utilizes all the information in observed data which contributes to its essential operational characteristics.
Jiacheng Xiao, Weijia Zhang, Rong Li, Conghua Wen   +3 more
doaj   +1 more source

Nonparametric Survival Estimation With Contaminated and Adjudicated Events

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We study the conditional expert Kaplan–Meier estimator, an extension of the classical Kaplan–Meier estimator designed for time‐to‐event data subject to both right‐censoring and contamination. Such contamination, where observed events may not reflect true outcomes, is common in applied settings, including insurance and credit risk, where expert
Martin Bladt, Kristian Vilhelm Dinesen
wiley   +1 more source

On the Usefulness of Mathematical Studies to the Actuary.— An Address to the Actuarial Society of Edinburgh

Journal of the Institute of Actuaries and Assurance Magazine, 1875
It may perhaps be thought by some persons, that the subject upon which I am to address you tonight, is one that requires no urging on your attention. It is admitted on all hands, I may be told, that a good actuary must necessarily go through a course of mathematical training, and nothing further need be said upon the point.
openaire   +2 more sources

Transfer Learning Under Group‐Label Shift: A Semiparametric Exponential Tilting Approach

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT This article studies unsupervised transfer learning for a binary outcome, with labeled source data and unlabeled target covariates. The setting is motivated by cases where standard covariate‐shift and label‐shift assumptions are inadequate: group‐ or environment‐related features may vary jointly with the label across populations, while the ...
Manli Cheng, Subha Maity, Qinglong Tian, Pengfei Li   +3 more
wiley   +1 more source

Bayesian Inference for Hawkes Processes With Stochastic Excitations

Journal of Probability and Statistics
Classical Hawkes processes assume deterministic excitation decay, limiting their ability to capture the heterogeneity and randomness of influence magnitudes observed in real-world systems such as political violence, finance, and social interactions ...
Emmanuel Asmah, Samuel Mwalili, Leo Odongo, Martin Le Doux Mbele Bidima   +3 more
doaj   +1 more source

EVALUATING EFFECTIVENESS OF IRON CONDOR AND SHORT STRANGLE STRATEGIES AS HEDGING INSTRUMENTS FOR NIKKEI 225 INDEX: A STANDARD AND ANTITHETIC MONTE CARLO APPROACH

Barekeng
Global equity markets, including the Nikkei 225 Index, often experience high volatility due to economic and geopolitical factors. Sudden price changes may cause significant losses, making hedging essential for managing extreme risks and preserving ...
Donny Citra Lesmana, Dicky Mardiansyah, Fernando Alonso Sitorus, Olivia Putri Mustafa   +3 more
doaj   +1 more source