The Bayesian Hidden Markov Chain Modeling of the Ghana COVID-19 Blood Type Infection Distribution
This work uses the Bayesian Poisson-Hidden Markov Model (BP-HMM) to develop a model that properly describes the blood type distribution among newly diagnosed COVID-19 patients.
Joseph Johnson Kwabina Arhinful +3 more
doaj +1 more source
Efficiency in Pure‐Exchange Economies With Risk‐Averse Monetary Utilities
ABSTRACT We study Pareto efficiency in a pure‐exchange economy where agents' preferences are represented by risk‐averse monetary utilities. These coincide with law‐invariant monetary utilities, and they can be shown to correspond to the class of monotone, (quasi‐)concave, Schur concave, and translation‐invariant utility functionals. This covers a large
Mario Ghossoub, Michael B. Zhu
wiley +1 more source
Capital investment in longevity science—research targeting the biological processes of aging through interventions like cellular reprogramming, AI-driven drug discovery, and biological age monitoring—may create significant divergence between traditional ...
David M. Dror
doaj +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]
Toby Young
openalex +1 more source
Upper Comonotonicity and Risk Aggregation Under Dependence Uncertainty
ABSTRACT In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multimarginal couplings, as a generalization of well‐known correlation statistics such as the Pearson correlation. The first
Corrado De Vecchi +2 more
wiley +1 more source
A Celebration of the Ties That Bind Us: Connections between Actuarial Science and Mathematical Finance [PDF]
Albert Cohen +15 more
openalex +1 more source
Macroeconomic Spillovers of Weather Shocks Across U.S. States
ABSTRACT We estimate the short‐run effects of weather‐related disasters on local economic activity and cross‐border spillovers that operate through economic linkages between U.S. states. To this end, we use emergency declarations triggered by natural disasters and estimate their effects using a monthly global vector autoregressive (GVAR) model for U.S.
Emanuele Bacchiocchi +2 more
wiley +1 more source
Publisher Correction: The development of an extended Weibull model with applications to medicine, industry and actuarial sciences [PDF]
Muhammad Imran +6 more
openalex +1 more source
How do US States Approach Multi‐Year Expenditure Forecasting?
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

