Results 111 to 120 of about 227,836 (267)
Classification is one of the main areas of machine learning, where the target variable is usually categorical with at least two levels. This study focuses on deducing an optimal cut-off point for continuous outcomes (e.g., predicted probabilities ...
O.-A. Ampomah+3 more
doaj +1 more source
Remark on the note of Jiří Seitz in “Actuarial Sciences” No 4, 1950, p. 137 [PDF]
Václav Hruška
openalex +1 more source
Journal of the Royal Statistical Society: Series A (Statistics in Society), Volume 185, Issue 4, Page 1834-1835, October 2022.
Kuldeep Kumar
wiley +1 more source
Actuarial Learning for Pension Fund Mortality Forecasting [PDF]
For the assessment of the financial soundness of a pension fund, it is necessary to take into account mortality forecasting so that longevity risk is consistently incorporated into future cash flows. In this article, we employ machine learning models applied to actuarial science ({\it actuarial learning}) to make mortality predictions for a relevant ...
arxiv
On the Distribution of Extrema for a Class of Lévy Processes [PDF]
Suppose Xt is either a regular exponential type Levy process or a Levy process with a bounded variation jumps measure. The distribution of the extrema of Xt play a crucial role in many financial and actuarial problems. This article employs the well known and powerful Riemann-Hilbert technique to derive the characteristic functions of the extrema for ...
arxiv
We found that reducing insulin signalling in adult worms slows down their reproductive ageing and extends their lifespan without negative side effects. Moreover, combining it with IF further enhances these benefits. These interventions likely work by regulating genes linked to biosynthesis and immunity, showing how optimising gene expression can delay ...
Zahida Sultanova+7 more
wiley +1 more source
Poisson XRani Distribution: An Alternative Discrete Distribution for Overdispersed Count Data
In this article, a one-parameter probability mass function called Poisson XRani is proposed by combining the Poisson and the XRani distributions. A wide range of distributional properties such as the shape of the probability mass function, probability ...
Seth Borbye+2 more
doaj +1 more source
Optimization of Actuarial Neural Networks with Response Surface Methodology [PDF]
In the data-driven world of actuarial science, machine learning (ML) plays a crucial role in predictive modeling, enhancing risk assessment and pricing strategies. Neural networks, specifically combined actuarial neural networks (CANN), are vital for tasks such as mortality forecasting and pricing.
arxiv
Defined‐benefit pension plan funding: Does managerial ability matter?
Abstract We examine the impact of managerial ability on defined‐benefit pension plans in US firms and find that plan funding levels increase with their sponsors' managerial ability. The finding is robust to various model specifications and control for endogeneity.
Surendranath Rakesh Jory+2 more
wiley +1 more source