Results 171 to 180 of about 3,807,500 (349)
Robust Λ$\Lambda$‐Quantiles and Extremal Distributions
Mathematical Finance, EarlyView.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
Communications BiologyType 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
Efficiency in Pure‐Exchange Economies With Risk‐Averse Monetary Utilities
Mathematical Finance, EarlyView.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
Sistemas informáticos aplicados a la matemática actuarial no vida. Un propuesta con R
Rect@, 2012 The present work is the result of the investigation realized by the authoresses on programming languages applied to Non Life Actuarial Mathematics (NLAM).
Claramunt Bielsa, Mª Mercedes +3 more
doaj
Herding cats: Competitive underwriting of catastrophe‐exposed property risks ‐ A teaching case
Risk Management and Insurance Review, EarlyView.Abstract Risk management is an important aspect of property insurance sales, underwriting, and rating that is covered lightly in standard texts or publishers' materials. This case is based on the risk management considerations of a fictitious insurer within an often competitive and always high‐stakes industry segment—the primary insurance market for ...
Faith R. Neale, Lorilee A. Medders
wiley +1 more source
Tournament incentives and reserve management
Risk 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
Extensions of Morse-Smale Regression with Application to Actuarial Science
, 2017 Colleen Farrelly
openalex +2 more sources
Modeling mortality assumptions in actuarial science
, 2012 published_or_final_version ; toc ; abstract ; Statistics and Actuarial Science ; Master ; Master of ...
openaire +3 more sources
Smooth backfitting for additive hazard rates
Scandinavian Journal of Statistics, EarlyView.Abstract Smooth backfitting was first introduced in an additive regression setting via a direct projection alternative to the classic backfitting method by Buja, Hastie, and Tibshirani. This paper translates the original smooth backfitting concept to a survival model considering an additively structured hazard.
Stephan M. Bischofberger +3 more
wiley +1 more source
An actuarial artificial intelligence for the game rock-paper-scissors
South African Journal of Science, 2018 Michael B. Jordan
doaj +1 more source