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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
doaj +1 more source
The concept of comonotonicity in actuarial science and finance: theory [PDF]
In an insurance context, one is often interested in the distribution function of a sum of random variables. Such a sum appears when considering the aggregate claims of an insurance portfolio over a certain reference period. It also appears when considering discounted payments related to a single policy or a portfolio at different future points in time.
Dhaene, J.L.M.+4 more
openaire +5 more sources
A Mixture of Clayton, Gumbel, and Frank Copulas: A Complete Dependence Model
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
doaj +1 more source
Conditional Survival for Pancreas Graft and Its Associated Factors After Pancreas Transplantation
This study investigates conditional survival (CS) for pancreas grafts in recipients of pancreas transplantation (PTx) in Japan, using data from 526 cases. Findings reveal that CS increases over time post‐transplant, offering a more optimistic long‐term prognosis than traditional actuarial survival. While donor sex and PTx procedure type influence early
Yoshito Tomimaru+5 more
wiley +1 more source
Abstract Background Overweight and obesity are known risk factors for cancer. The aim of this study was to investigate associations of body mass index (BMI) and waist circumference (WC) with incidence of 27 site‐specific cancers stratified by sex and menopausal status accounting for non‐linearity.
Seonghye Kim+7 more
wiley +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
This study examined the factors influencing student academic performance in the Bachelor of Science (BSc) Actuarial Science programme, focusing on Grade 12 mathematics marks, admission point (AP) scores, socioeconomic background, and progression rates ...
Moeketsi Mosia+3 more
doaj +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
Restricted Tweedie stochastic block models
Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley +1 more source