Results 141 to 150 of about 27,041,647 (297)

Actuarial Studies Program

open access: yes
Detailed information on actuarial studies (actuarial science) as well as information specifically regarding actuarial studies at the University of Texas at ...

core  

Fairness‐aware insurance pricing: A multi‐objective optimization approach

open access: yesJournal of Risk and Insurance, EarlyView.
Abstract Machine‐learning models can provide accurate predictions in insurance pricing, but can also increase disparities between protected groups. Existing fairness‐aware pricing approaches typically target one fairness notion at a time, making it difficult to compare trade‐offs between predictive accuracy, group fairness, individual fairness, and ...
Tim J. Boonen, Xinyue Fan, Zixiao Quan
wiley   +1 more source

Evolutions of Actuarial Systems in the Insurance Industry and Challenges in the Existing System

open access: yes
The field of actuarial science and the fresh issues it encounters today are greatly affected by numerous technological advancements, the increasing importance of data science, rules and legislation, changes in the climate, global issues like COVID-19 ...
Pelusi, Danilo, Panwar, Manawati
core   +1 more source

Sparse Causal Dynamic Linear Regression

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley   +1 more source

Detecting Multiple Change Points in Linear Models With Heteroscedasticity

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM) processes of model residuals are established when the model errors are weakly dependent and non‐stationary ...
Lajos Horváth   +2 more
wiley   +1 more source

A simple proof that comonotonic risks have the convex-largest sum. [PDF]

open access: yes
In the recent actuarial literature, several proofs have been given for the fact that if a random vector X(1), X(2), …, X(n) with given marginals has a comonotonic joint distribution, the sum X(1) + X(2) + … + X(n) is the largest possible in convex order.
Denuit, M   +4 more
core  

Commission pathways for sexual offences against children: A novel methodological approach exposing distinct pathways as a function of offending history

open access: yesLegal and Criminological Psychology, EarlyView.
Abstract Purpose Using neural network analysis, we examined how specific dispositional and situational factors influence pathways for the commission of sexual offending against children. Use of non‐linear multifactorial models is still developing in psychological and criminological research, making this a unique contribution to these fields.
Kelly Jackson   +5 more
wiley   +1 more source

Home - About - Disclaimer - Privacy