Results 51 to 60 of about 227,019 (268)

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, A. Y. Omari-Sasu, R. K. Avuglah, N. K. Frempong   +3 more
doaj   +1 more source

Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation [PDF]

arXiv, 2021
This paper introduces new valuation schemes called actuarial-consistent valuations for insurance liabilities which depend on both financial and actuarial risks, which imposes that all actuarial risks are priced via standard actuarial principles. We propose to extend standard actuarial principles by a new actuarial-consistent procedure, which we call ...
arxiv  

The concept of comonotonicity in actuarial science and finance: theory [PDF]

Insurance: Mathematics and Economics, 2002
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, Jan, Denuit, Michel, Goovaerts, M., Kaas, R., Vyncke, D.   +4 more
openaire   +4 more sources

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

Better Together? How Externalities of Size Complicate Notions of Solidarity and Actuarial Fairness [PDF]

arXiv, 2021
Consider a cost-sharing game with players of different contribution to the total cost: an example might be an insurance company calculating premiums for a population of mixed-risk individuals. Two natural and competing notions of fairness might be to a) charge each individual the same price or b) charge each individual according to the cost that they ...
arxiv  

Altered functional connectivity pattern of hippocampal subfields in individuals with objectively‐defined subtle cognitive decline and its association with cognition and cerebrospinal fluid biomarkers

European Journal of Neuroscience, Volume 56, Issue 12, Page 6227-6238, December 2022., 2022
Obj‐SCD is considered to be the preclinical phase of AD. Different hippocampal subfields show specific functions. Hippocampal dysfunction in Obj‐SCD reflects subtle cognitive impairment and AD‐specific pathological changes. Abstract Recent studies have shown that in the preclinical phase of Alzheimer's disease (AD), subtle cognitive changes can be ...
Tiantian Qiu, Qingze Zeng, Yusong Zhang, Xiao Luo, Xiaopei Xu, Xiaodong Li, Zhujing Shen, Kaicheng Li, Chao Wang, Peiyu Huang, Minming Zhang, Shouping Dai, Fei Xie, for the Alzheimer's Disease Neuroimaging Initiative   +13 more
wiley   +1 more source

Bayesian Growth Curve Modelling of Student Academic Trajectories: The Impact of Individual-Level Characteristics and Implications for Education Policy

Applied Sciences
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, Felix O. Egara, Fadip Nannim, Moses Basitere   +3 more
doaj   +1 more source

Does Climate Change Risk Impact Insurance Credit Risk? Cross Country Evidence

Business Strategy and the Environment, EarlyView.
ABSTRACT While climate change poses a significant financial risk to the insurance industry, research has not yet examined the impact on the insurer's credit risk. This study investigates the impact of climate change risks on credit risk for insurance firms.
Jassem Alokla, Panagiotis Tzouvanas, Khaldoon Albitar   +2 more
wiley   +1 more source

Organisational barriers to institutional change: The case of intelligence in New Zealand policing

The Howard Journal of Crime and Justice, Volume 61, Issue 4, Page 407-426, December 2022., 2022
Abstract Over recent decades Intelligence‐led Policing (ILP) has become a central component of the attempts by New Zealand Police (NZP) to engineer a transformative shift away from ‘reactive’ policing to more ‘proactive’ approaches to crime reduction.
Angus Lindsay, Trevor Bradley, Simon Mackenzie   +2 more
wiley   +1 more source

Decision support issues in automated driving systems

International Transactions in Operational Research, Volume 30, Issue 3, Page 1216-1244, May 2023., 2023
Abstract Machine learning and computational processing have advanced such that automated driving systems (ADSs) are no longer a distant reality. Many automobile manufacturers have developed prototypes; however, there exist numerous decision support issues requiring resolution to ensure mass ADS adoption.
William N. Caballero, David Ríos Insua, David Banks   +2 more
wiley   +1 more source