Results 11 to 20 of about 14,724 (294)
Mixed Models for Predictive Modeling in Actuarial Science [PDF]
SSRN Electronic Journal, 2012 We start with a general discussion of mixed (also called multilevel) models and continue with illustrating specific (actuarial) applications of this type of models. Technical details on (linear, generalized, non-linear) mixed models follow: model assumptions, specifications, estimation techniques and methods of inference.
Antonio, Katrien, Zhang, Yanwei
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Brave New Risks: Tracing the evolution of actuarial research from the Accounting & Finance Review to the frontiers of Actuarial Science [PDF]
Revista Contabilidade & FinançasThis article aimed to examine the thematic evolution and methodological trajectory of research on Actuarial Science in the Accounting & Finance Review (A&FR), to assess its main intellectual contributions, and to shed light on promising avenues for ...
João Vinícius de França Carvalho
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Computational Actuarial Science
Freakonometrics, 2014 After some delay, the book Computational Actuarial Science with R is now annonced for July 2014. I don't know if we will be able to get copies for the R in Insurance conference, in London, but I guess everyone is working on it.
Arthur Charpentier
core +5 more sources
Machine Learning in P&C Insurance: A Review for Pricing and Reserving
Risks, 2020 In the past 25 years, computer scientists and statisticians developed machine learning algorithms capable of modeling highly nonlinear transformations and interactions of input features.
Christopher Blier-Wong +3 more
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Revista Electrónica Educare, 2014 This paper summarizes a study conducted in 2013 with the purpose of predicting the failure rate of math courses taken by Pharmacy, Mathematics, Actuarial Science, Physics and Meteorology students at Universidad de Costa Rica (UCR).
Luis Rojas-Torres
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Journal of Applied Mathematics, 2022 In this paper, we apply Markov chain techniques to select the best financial stocks listed on the Ghana Stock Exchange based on the mean recurrent times and steady-state distribution for investment and portfolio construction.
Gabriel Kallah-Dagadu +4 more
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Volatility Analysis of Exchange Rate with Correlated Errors: A Sliding Data Matrix Approach
Journal of Applied Mathematics, 2022 The main objective of this study is to propose a method of analysing the volatility of a seemingly random walk time series with correlated errors without transforming the series as performed traditionally.
Felix Okoe Mettle +4 more
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Modelling Customs Revenue in Ghana Using Novel Time Series Methods
Applied Computational Intelligence and Soft Computing, 2022 Governments across the world rely on their Customs Administration to provide functions that include border security, intellectual property rights protection, environmental protection, and revenue mobilisation amongst others.
Diana Ayorkor Agbenyega +3 more
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Analysis of Exchange Rates as Time-Inhomogeneous Markov Chain with Finite States
Journal of Applied Mathematics, 2022 Irrespective of whether the test for homogeneity is significant or not, most researchers assume time-homogeneity in analysing Markov chains due to scanty literature on the analysis of time-inhomogeneous Markov chains.
Felix O. Mettle +4 more
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An Integrated Approach to Pricing Catastrophe Reinsurance
Risks, 2017 We propose an integrated approach straddling the actuarial science and the mathematical finance approaches to pricing a default-risky catastrophe reinsurance contract.
Carolyn W. Chang, Jack S. K. Chang
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