Results 141 to 150 of about 3,877,321 (353)
Welfare consequences of the compound risks of index insurance
Abstract Index insurance is an attractive variant on the standard insurance contract that allows the determination of a loss event to be defined by one or more thresholds on an index that is positively correlated with actual losses. Index insurance also comes with a compound risk, basis risk.
Glenn Harrison +4 more
wiley +1 more source
Abstract Index insurance lowers agricultural risk but covers only covariate risks. Since farmers do not have complete insurance, they may develop mistrust of insurance when experiencing crop losses and not receiving payouts. Although recent innovations in remote sensing enable the provision of more complete insurance including coverage for ...
Berber Kramer +2 more
wiley +1 more source
Background Frailty models are extensively utilized in survival analysis to address unobserved heterogeneity among individuals. However, selecting the most robust model for survival prediction, especially in the context of high-dimensional data, continues
Senyefia Bosson-Amedenu +3 more
doaj +1 more source
Heriot-Watt University, Edinburgh, School of Mathematical and Computer Sciences, Department of Actuarial Mathematics and Statistics [PDF]
openalex +1 more source
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
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
Gender convergence in human survival and the postponement of death [PDF]
It has been a long accepted demographic maxim that females outlive males. Using data for England and Wales, we show that life expectancy at age 30 is converging and continuation of this long-term trend suggests it could reach parity in 2030.
Mayhew, L., Smith, D.
core +1 more source
Skyfall: A Survival Analysis of the IMF Executive Board Members
ABSTRACT In the absence of a retirement age constraint at the IMF, this study explores the tenure persistence within the Board of Directors of the International Monetary Fund (IMF) from 2009 to 2021, through a survival analysis. The findings highlight that extrinsic factors, namely sovereign crises, banking crises, the ratio of debt‐to‐GDP, and ...
Elie Israël +3 more
wiley +1 more source
Introduction. Multilevel models have gained immense popularity across almost every discipline due to the presence of hierarchy in most data and phenomena.
Killian Asampana Asosega +3 more
doaj +1 more source
Are the dimensions of private information more multiple than expected? Information asymmetries in the market of supplementary private health insurance in England [PDF]
Our study reexamines standard econometric approaches for the detection of information asymmetries on insurance markets. We claim that evidence based on a standard framework with 2 equations, which uses potential sources of information asymmetries, should
Karlsson, M. +2 more
core +1 more source
Robust Λ$\Lambda$‐Quantiles and Extremal Distributions
ABSTRACT In this paper, we investigate the robust models for Λ$\Lambda$‐quantiles with partial information regarding the loss distribution, where Λ$\Lambda$‐quantiles extend the classical quantiles by replacing the fixed probability level with a probability/loss function Λ$\Lambda$.
Xia Han, Peng Liu
wiley +1 more source

