Results 141 to 150 of about 68,681 (312)
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth +2 more
wiley +1 more source
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
Opening Address by the President: The Nature and History of Actuarial Work as exemplifying the Mode of Development and the Methods of Science [PDF]
, 1897 Toby Young
openalex +1 more source
How do US States Approach Multi‐Year Expenditure Forecasting?
Public Budgeting &Finance, EarlyView.Abstract In the United States, 30 states publish multi‐year expenditure forecasts, while the remaining exhibit variation in their financial planning practices. Building on the literature examining budget forecasts, this study provides insights from interviews with eight states selected using a typology from a cluster analysis.
Christelle Khalaf +2 more
wiley +1 more source
A Celebration of the Ties That Bind Us: Connections between Actuarial Science and Mathematical Finance [PDF]
, 2018 Albert Cohen
openalex +1 more source
Ecosystem Orchestration Work in the Digital Transformation of Ecosystems
R&D Management, EarlyView.ABSTRACT Developing the right structure of interdependence is crucial to determining orchestrators' success in digitally transforming ecosystems and deepening value creation. Although firms' digitally transforming ecosystems represent a recent yet fast‐growing phenomenon, the current literature offers limited theoretical insights and empirical guidance
Leonardo Augusto de Vasconcelos Gomes +4 more
wiley +1 more source
Hackathons in Statistics and Data Science Education and Experiences from ASA DataFest
Teaching Statistics, EarlyView.Abstract Data hackathons provide a platform for students to work with real and challenging data, allowing them to practice both technical and transferable skills, such as data wrangling, visualization, modeling, effective communication, and teamwork. This level of active learning is difficult to achieve in a typical classroom setting.
Serveh Sharifi Far +3 more
wiley +1 more source
Assessing the causal effects of type 2 diabetes and obesity-related traits on COVID-19 severity
Human GenomicsBackground Type 2 diabetes (T2D) and obesity-related traits are highly comorbid with coronavirus disease 2019 (COVID-19), but their causal relationships with disease severity remain unclear.
Jieun Seo +6 more
doaj +1 more source