Results 21 to 30 of about 14,724 (294)

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, Nana K. Frempong, Simon K. Appiah, Atinuke O. Adebanji   +3 more
doaj   +1 more source

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, R. Minkah, G. Kallah-Dagadu, K. Doku-Amponsah   +3 more
doaj   +1 more source

Machine and deep learning in present actuarial challenges

, 2022
Machine learning and deep learning present a set of powerful modeling approaches, that in recent years have shown significant improvements across different fields of application.
Kiermayer, Mark Thomas
core   +1 more source

Editorial: A Celebration of the Ties That Bind Us: Connections between Actuarial Science and Mathematical Finance

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
doaj   +1 more source

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, Atinuke O. Adebanji, Sampson Twumasi-Ankrah, Richard Minkah   +3 more
doaj   +1 more source

A typology of models used in actuarial science

, 2006
This paper proposes a categorisation of the models used in actuarial science. It illustrates the application of that categorisation by using it to classify numerous such models.
Thomson, RJ
core   +1 more source

R for actuarial science

Freakonometrics, 2013
As mentioned in the Appendix of Modern Actuarial Risk Theory, "R (and S) is the ‘lingua franca’ of data analysis and statistical computing, used in academia, climate research, computer science, bioinformatics, pharmaceutical industry, customer analytics,
Arthur Charpentier
openaire   +2 more sources

Trajectories of Physical Function in Canadian Children With Juvenile Idiopathic Arthritis

Arthritis Care &Research, EarlyView.
Objective We describe trajectories of physical function in children newly diagnosed with juvenile idiopathic arthritis (JIA) and identify trajectories with persisting functional impairments and associated baseline characteristics. Methods We included patients enrolled in the Canadian Alliance of Pediatric Rheumatology Investigators (CAPRI) Registry ...
Clare Cunningham, Meghan McPherson, Lillian Lim, Roberta A. Berard, Matthew Berkowitz, Jean‐Philippe Proulx‐Gauthier, Brian M. Feldman, Nicole Johnson, Dax G. Rumsey, Heinrike Schmeling, Lori B. Tucker, Thomas Loughin, Kristin M. Houghton, Jaime Guzman, for the Canadian Alliance of Pediatric Rheumatology Investigators (CAPRI) Registry Investigators, David A. Cabral, Gaëlle Chédeville, Ciarán M. Duffy, Kerstin Gerhold, Jaime Guzman, Linda Hiraki, Adam M. Huber, Heinrike Schmeling, Natalie J. Shiff, Lori B. Tucker, Julie Barsalou, Daniah Basodan, Michelle Batthish, Roberta A. Berard, Nicholas Blanchette, Gilles Boire, Roxana Bolaria, Alessandra Bruns, David A. Cabral, Sarah Campillo, Tania Cellucci, Mercedes Chan, Gaëlle Chédeville, Amieleena Chhabra, Julie Couture, Paul Dancey, Jean‐Jacques De Bruycker, Erkan Demirkaya, Muhammed Dhalla, Ciarán M. Duffy, Talal El Tal, Tommy Gerschman, Jaime Guzman, Liane Heale, Julie Herrington, Kristin M. Houghton, Adan M. Huber, Andrea Human, Nicole Johnson, Roman Jurencak, Bianca Lang, Claire LeBlanc, Lillian Lim, Lily S. H. Lim, Nadia Luca, Jeanine McColl, Tara McGrath, Tamara McMillan, Megan McPherson, Paivi Miettunen, Kimberly Morishita, Honyan Ng, Jonathan Park, Jean‐Philippe Proulx‐Gauthier, Johannes Roth, Evelyn Rozenblyum, Dax G. Rumsey, Heinrike Schmeling, Rosie Scuccimarri, Gordon Soon, Rebeka Stevenson, Elizabeth Stringer, Herman Tam, Lori B. Tucker, Marinka Twilt, Ruud H. J. Verstegen, Karen Watanabe Duffy   +81 more
wiley   +1 more source

Probability of ruin in discrete insurance risk model with dependent Pareto claims

Dependence Modeling, 2019
We present basic properties and discuss potential insurance applications of a new class of probability distributions on positive integers with power law tails.
Constantinescu Corina D., Kozubowski Tomasz J., Qian Haoyu H.   +2 more
doaj   +1 more source

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, Randi Deautama, Ady Febrisutisyanto   +2 more
doaj   +1 more source