Results 41 to 50 of about 68,266 (270)
Sharp convex bounds on the aggregate sums--An alternative proof [PDF]
, 2016 It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke, Goovaerts, Denuit (2002), A simple geometric proof that comonotonic ...
Yin, Chuancun, Zhu, Dan
core +3 more sources
ESG Decoupling Phenomenon: A Systematic and Bibliometric Analysis
Business Strategy and the Environment, EarlyView.ABSTRACT ESG decoupling, defined as the gap between a firm's ESG disclosures and its actual practices, poses a critical challenge to corporate sustainability. Using the PRISMA protocol, 451 articles were selected for a comprehensive bibliometric and systematic literature review to map the intellectual structure and thematic evolution of the research on
Maryam Laeeq +2 more
wiley +1 more source
actuar: An R Package for Actuarial Science
Journal of Statistical Software, 2008 actuar is a package providing additional Actuarial Science functionality to the R statistical system. The project was launched in 2005 and the package is available on the Comprehensive R Archive Network since February 2006.
Christophe Dutang +2 more
doaj
Climate Stress Testing on European SME Securitised Loans Under Climate Mitigation Scenarios
Business Strategy and the Environment, EarlyView.ABSTRACT Assessing the future impact of climate risks on the probability of default (PD) of small and medium enterprises (SMEs) is challenging due to limited disclosure, policy uncertainty and exposure to physical risks. This paper addresses this gap by integrating macroeconomic variables from the Network for Greening the Financial System (NGFS ...
Luca Zanin, Raffaella Calabrese
wiley +1 more source
Lee Carter mortality forecasting: application to the Italian population [PDF]
, 2005 In this paper we investigate the feasibility of using the Lee-Carter methodology to construct mortality forecasts for the Italian population. We fit the model to the matrix of Italian death rates for each gender from 1950 to 2000. A time-varying index of
Haberman, S., Russolillo, M.
core
Restricted Tweedie stochastic block models
Canadian Journal of Statistics, EarlyView.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
Bayesian inverse ensemble forecasting for COVID‐19
Canadian Journal of Statistics, EarlyView.Abstract Variations in strains of COVID‐19 have a significant impact on the rate of surges and on the accuracy of forecasts of the epidemic dynamics. The primary goal for this article is to quantify the effects of varying strains of COVID‐19 on ensemble forecasts of individual “surges.” By modelling the disease dynamics with an SIR model, we solve the ...
Kimberly Kroetch, Don Estep
wiley +1 more source
THE ROLE AND SIGNIFICANCE OF THE CREDIBILITY THEORY IN ACTUARIAL PRACTICE
Pravo, 2014 Actuarial science is based on the use of financial and statistical models and depends on the practical framework, starting from the operation of the insurance market through the accounting system and the available data.
Nataša Papić Blagojević +1 more
doaj
Lee-Carter goes risk-neutral: an application to the Italian annuity market [PDF]
, 2005 We consider a class of stochastic intensities of mortality that generalizes the model proposed by Lee and Carter (1992), allowing general diffusions to drive the mortality time-trend.
Biffis, E., Denuit, M.
core
Clinical Pharmacology &Therapeutics, EarlyView.The Medication Adherence Risk Score (MARS) is an objective adherence‐based score, derived from transactional dispensary data. This study provides expert consensus to validate the use of the MARS as a predictor of mortality risk. A systematic review and assessment of South African health legislation and professional guidelines informed the development ...
Jessica Hamuy Blanco +3 more
wiley +1 more source