Results 111 to 120 of about 68,681 (312)

Bridging the work governance divide: Pluralism and performance

European Management Review, EarlyView.
Abstract This article introduces a new direction of studies that looks at the Workplace of the Future through enlarged interdisciplinary lenses. This article bridges the divide between different traditions – human resource management, industrial relations and economic democracy – arguing theoretically and demonstrating empirically their complementarity
Gustavo Magalhães de Oliveira, Maria Sylvia Macchione Saes, Wilson Aparecido Costa de Amorim, Anna Grandori   +3 more
wiley   +1 more source

Comparison of Semiparametric Models in the Presence of Noise and Outliers

Journal of Applied Mathematics
Various studies have examined generalized additive models (GAMs), comparing thin plate splines (tp), P-splines (ps), cubic regression splines (cr), and Gaussian processes (gp) for discrete choice data, function approximation, and in the presence of ...
Daniel Edinam Wormenor, Sampson Twumasi-Ankrah, Accam Burnett Tetteh   +2 more
doaj   +1 more source

The concept of comonotonicity in actuarial science and finance: applications [PDF]

, 2002
Jan Dhaene, Michel Denuit, Marc Goovaerts, Rob Kaas, David Vyncke   +4 more
openalex   +1 more source

Rethinking Representations in P&C Actuarial Science with Deep Neural Networks [PDF]

, 2021
Christopher Blier-Wong, Jean-Thomas Baillargeon, Hélène Cossette, Luc Lamontagne, Étienne Marceau   +4 more
openalex   +1 more source

Bounds and approximations for sums of dependent log-elliptical random variables. [PDF]

Dhaene, Denuit, Goovaerts, Kaas and Vyncke [Dhaene, J., Denuit, M., Goovaerts, M.J., Kaas, R., Vyncke,D., 2002a. The concept of comonotonicity in actuarial science and finance: theory. Insurance Math.Econom.
Dhaene, Jan, Mateusz, Maj, Valdez, Emiliano, Vanduffel, Steven   +3 more
core  

Closed‐Form Optimal Investment Under Generalized GARCH Models

European Financial Management, EarlyView.
ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel, Tobias Lausser, Rudi Zagst   +2 more
wiley   +1 more source

Asymmetric Impact of Heterogenous Uncertainties on the Green Bond Market

Discrete Dynamics in Nature and Society
Investing in green bonds has been recognized as a strategy that not only promotes environmental performance but also offers attractive investment returns.
Samuel Asante Gyamerah, Henry Ofoe Agbi-Kaiser, Clement Asare, Nelson Dzupire   +3 more
doaj   +1 more source

The Value at Risk Analysis using Heavy-Tailed Distribution on the Insurance Claims Data

JTAM (Jurnal Teori dan Aplikasi Matematika)
The insurance has often been involved to minimize financial losses. As the product providers, the insurance companies must effectively manage risks to prevent errors in risk measurement.
Utriweni Mukhaiyar, Aprilia Dianpermatasari, Azizah Dzakiya, Sasqia Bunga Widyani, Husnul Khatimah Syam   +4 more
doaj   +1 more source

perfectphyloR: An R package for reconstructing perfect phylogenies

BMC Bioinformatics, 2019
Background A perfect phylogeny is a rooted binary tree that recursively partitions sequences. The nested partitions of a perfect phylogeny provide insight into the pattern of ancestry of genetic sequence data.
Charith B. Karunarathna, Jinko Graham
doaj   +1 more source

Сучасні аспекти актуарної математики [PDF]

, 2012
В роботі аналізується сучасний стан актуарної математики як науки. Автори намагаються спираючись на виклики посткризової економіки і професійні вимоги до актуаріїв сформулювати основні принципи, підходи до відбору моделей, які треба будувати ...
Dzhalladova, Irada, Джалладова, Ирада Агаевна, Джалладова, Ірада Агаєвна, Шарапов, Олександр Дмитрович   +3 more
core   +1 more source