Results 191 to 200 of about 3,807,500 (349)
Assistant Professor in Actuarial Science University of Iowa [PDF]
Gordon L. Klein, Elias S. W. Shiu
openalex +1 more source
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
Genetic testing and actuarial science – ERRATUM
A. Macdonald
semanticscholar +1 more source
Noisy matrix completion for longitudinal data with subject‐ and time‐specific covariates
Abstract In this article, we consider the imputation of missing responses in a longitudinal dataset via matrix completion. We propose a fixed‐effect, longitudinal, low‐rank model that incorporates both subject‐specific and time‐specific covariates. To solve the optimization problem, a two‐step optimization algorithm is proposed, which provides good ...
Zhaohan Sun, Yeying Zhu, Joel A. Dubin
wiley +1 more source
How can actuarial science contribute to the field of health technology assessment? An interdisciplinary perspective. [PDF]
Espinosa O+4 more
europepmc +1 more source
Efficient and model‐agnostic parameter estimation under privacy‐preserving post‐randomization data
Abstract Balancing data privacy with public access is critical for sensitive datasets. However, even after de‐identification, the data are still vulnerable to, for example, inference attacks (by matching some keywords with external datasets). Statistical disclosure control (SDC) methods offer additional protection, and the post‐randomization method ...
Qinglong Tian, Jiwei Zhao
wiley +1 more source
Abstract Response‐based sampling is often used in modelling rare events from large, imbalanced data for efficiency. When modelling the event with logistic regression, the sampling design may be adjusted for using sampling weights or an offset. We propose a stratified sampling design for modelling rare events with large data which improves on previous ...
Johanna de Haan‐Ward+2 more
wiley +1 more source
The ALA Guide to Information Sources in Insurance, Risk Management, and Actuarial Science [PDF]
europepmc +1 more source
The development of an extended Weibull model with applications to medicine, industry and actuarial sciences [PDF]
Muhammad Imran+6 more
openalex +1 more source
ABSTRACT Transportability analysis is a causal inference framework used to evaluate the external validity of studies by transporting treatment effects from a study sample to an external target population by adjusting for differences in the distributions of their effect modifiers.
Yichen Yan+5 more
wiley +1 more source