Results 21 to 30 of about 68,266 (270)
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
doaj +1 more source
Types of dependence and time-dependent association between two lifetimes in single parameter copula models [PDF]
, 2006 Most publications on modeling insurance contracts on two lives, assuming dependence of the two lifetimes involved, focus on the time of inception of the contract.
Spreeuw, J.
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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 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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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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The Relevance of an Existential Conception of Nature [PDF]
, 2014 It is often assumed that science provides the most accurate knowledge about nature. This view not only collapses distinctions between different forms of knowing but also results in a paradox whereby understanding what it means to exist in the world is ...
Mei, Todd
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Trajectories of Physical Function in Canadian Children with Juvenile Idiopathic Arthritis
Arthritis Care &Research, Accepted Article.Objectives 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 +14 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. +2 more
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To split or not to split: Capital allocation with convex risk measures [PDF]
, 2007 Convex risk measures were introduced by Deprez and Gerber (1985). Here the problem of allocating risk capital to subportfolios is addressed, when aggregate capital is calculated by a convex risk measure.
Tsanakas, A.
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Why Didn't I Get a Payout? Understanding Farmer Choices, Index Insurance, and Basis Risk
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Index insurance, while heralded as a potential solution to alleviate poverty and food insecurity among agricultural households, has its own set of challenges, notably basis risk. Basis risk is the discrepancy between the insurance payout and losses incurred, posing a significant deterrent to the adoption of index insurance.
S. Lucille Blakeley +4 more
wiley +1 more source