Results 21 to 30 of about 9,826 (238)
Modelling Customs Revenue in Ghana Using Novel Time Series Methods
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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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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Analysis of Exchange Rates as Time-Inhomogeneous Markov Chain with Finite States
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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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
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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Estimation of the Tail Index of Pareto-Type Distributions Using Regularisation
In this paper, we introduce reduced-bias estimators for the estimation of the tail index of Pareto-type distributions. This is achieved through the use of a regularised weighted least squares with an exponential regression model for log-spacings of top ...
E. Ocran+3 more
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A New Generated Family of Distributions: Statistical Properties and Applications with Real-Life Data
Several standard distributions can be used to model lifetime data. Nevertheless, a number of these datasets from diverse fields such as engineering, finance, the environment, biological sciences, and others may not fit the standard distributions.
John Kwadey Okutu+3 more
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An Integrated Approach to Pricing Catastrophe Reinsurance
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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Shrinkage Methods for Estimating the Shape Parameter of the Generalized Pareto Distribution
The generalized Pareto distribution is one of the most important distributions in statistics of extremes as it has wide applications in fields such as finance, insurance, and hydrology.
Wilhemina Adoma Pels+3 more
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THE BENEFITS OF FAMILY ANNUITY CALCULATION WITH VINE’S COPULA AND FUZZY INTEREST RATE
One example of a multiple life annuity product (covering more than one person) is a reversionary annuity, which is a life annuity product for two or more annuitants whose annuity payments will begin after one of the annuitants specified in the contract ...
Kurnia Novita Sari+2 more
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