Results 21 to 30 of about 10,251 (274)
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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A New Generated Family of Distributions: Statistical Properties and Applications with Real-Life Data
Computational and Mathematical Methods, 2023 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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Estimation of the Tail Index of Pareto-Type Distributions Using Regularisation
Journal of Mathematics, 2022 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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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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Shrinkage Methods for Estimating the Shape Parameter of the Generalized Pareto Distribution
Journal of Applied Mathematics, 2023 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
Barekeng, 2023 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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Risks, 2018 In the nearly thirty years since Hans Buhlmann (Buhlmann (1987)) set out the notion of the Actuary of the Third Kind, the connection between Actuarial Science (AS) and Mathematical Finance (MF) has been continually reinforced.
Albert Cohen
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The concept of comonotonicity in actuarial science and finance: theory [PDF]
Insurance: Mathematics and Economics, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dhaene, Jan +4 more
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International Journal of Mathematics and Mathematical Sciences, 2022 The outbreak of COVID-19 infection and its effects have not spared any economy on the globe. The fourth variant has just announced its appearance with its high death toll and impact on economic activities. The basic reproductive number R0, which measures
John Awuah Addor +2 more
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A Mixture of Clayton, Gumbel, and Frank Copulas: A Complete Dependence Model
Journal of Probability and Statistics, 2022 Knowledge of the dependence between random variables is necessary in the area of risk assessment and evaluation. Some of the existing Archimedean copulas, namely the Clayton and the Gumbel copulas, allow for higher correlations on the extreme left and ...
M. A. Boateng +3 more
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