Results 161 to 170 of about 67,018 (321)

Type 2 diabetes and its genetic susceptibility are associated with increased severity and mortality of COVID-19 in UK Biobank

open access: yesCommunications Biology
Type 2 diabetes (T2D) is known as one of the important risk factors for the severity and mortality of COVID-19. Here, we evaluate the impact of T2D and its genetic susceptibility on the severity and mortality of COVID-19, using 459,119 individuals in UK ...
Aeyeon Lee   +8 more
doaj   +1 more source

Computing semiparametric bounds on the expected payments of insurance instruments via column generation

open access: yes, 2016
It has been recently shown that numerical semiparametric bounds on the expected payoff of fi- nancial or actuarial instruments can be computed using semidefinite programming. However, this approach has practical limitations. Here we use column generation,
Howley, Robert   +3 more
core   +1 more source

Upper Comonotonicity and Risk Aggregation Under Dependence Uncertainty

open access: yesMathematical Finance, EarlyView.
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

Macroeconomic Spillovers of Weather Shocks Across U.S. States

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
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

An actuarial artificial intelligence for the game rock-paper-scissors

open access: yesSouth African Journal of Science, 2018
Michael B. Jordan
doaj   +1 more source

Ecosystem Orchestration Work in the Digital Transformation of Ecosystems

open access: yesR&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

Modeling mortality assumptions in actuarial science

open access: yes, 2012
published_or_final_version ; toc ; abstract ; Statistics and Actuarial Science ; Master ; Master of ...
openaire   +3 more sources

Tournament incentives and reserve management

open access: yesRisk Management and Insurance Review, EarlyView.
Abstract This paper examines the impact of internal tournament incentives on reserve management within the property‐liability insurance industry. We find a positive relationship between internal tournament incentives and reserve errors, suggesting that a larger tournament prize is associated with more conservative loss‐reserve management.
Gene Lai   +3 more
wiley   +1 more source

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