Results 51 to 60 of about 68,681 (312)

Excess of loss reinsurance under joint survival optimality [PDF]

, 2005
Explicit expressions for the probability of joint survival up to time x of the cedent and the reinsurer, under an excess of loss reinsurance contract with a limiting and a retention level are obtained, under the reasonably general assumptions of any non ...
Aase, Appell, Centeno, Centeno, Cherubini, Dickson, Dickson, Dimitrina S. Dimitrova, Frees, Ignatov, Ignatov, Joe, Karlin, Kaz’min, Patton, Schmidli, Suijs, Taksar, Vladimir K. Kaishev, Wang   +19 more
core   +1 more source

The Association Between Previous Suicide Attempts and Risk Level According to the Static‐99R in Men Who Have Sexually Offended

Criminal Behaviour and Mental Health, EarlyView.
ABSTRACT Background Suicide is a leading cause of death within correctional institutions, with men convicted of sexual offences over‐represented among those who have attempted suicide. Despite an increased risk for suicidality, limited research has examined how past suicide attempts are associated with sexual offending and specific risk domains on ...
Jordyn Monaghan, Krystal Lowe, Michael C. Seto, Marc W. Patry, Skye Stephens   +4 more
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, Nenad Stefanović   +1 more
doaj  

Surplus analysis for variable annuities with a GMDB option [PDF]

, 2010
In this paper, we analyze the insurance surplus for a Variable Annuity contract with a Guaranteed Minimum Death Benefit (GMDB) option. Initially, we derive the first two moments of the distribution of the surplus; and subsequently, we develop the whole ...
Haberman, S., Piscopo, G.
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

Can Neuroscience Help Predict Future Antisocial Behavior? [PDF]

, 2016
Part I of this Article reviews the tools currently available to predict antisocial behavior. Part II discusses legal precedent regarding the use of, and challenges to, various prediction methods.
Anderson, Nathaniel E., Gaudet, Lyn M., Kerkmans, Jason P., Kiehl, Kent A.   +3 more
core   +1 more source

Subuniformity of harmonic mean p$$ p $$‐values

Canadian Journal of Statistics, EarlyView.
Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen, Ruodu Wang, Yuming Wang, Wenhao Zhu   +3 more
wiley   +1 more source

Modelling stochastic bivariate mortality [PDF]

, 2006
Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to represent mortality risk.
A J G Cairns, A K Manatunga, A Shemyakin, C Genest, C Genest, C Genest, D Duue, D Duue, D Duue, D F Schrager, D G Clayton, D Lando, D Lando, D M Dabrowska, D Oakes, D Oakes, E Biis, E Luciano, E W Frees, Elena Vigna, Elisa Luciano, H Youn, H Youn, J E Anderson, J F Carriere, J Spreeuw, Jaap Spreeuw, M A Milevsky, M Dahl, M Denuit, M Denuit, P Artzner, P Br Emaud, P Hougaard, R B Nelsen, U Cherubini, W Wang   +36 more
core   +1 more source

An observation‐driven state‐space model for claims size modelling

Canadian Journal of Statistics, EarlyView.
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn, Himchan Jeong, Mario V. Wüthrich   +2 more
wiley   +1 more source

On Wiener Process Degradation Model for Product Reliability Assessment: A Simulation Study

Modelling and Simulation in Engineering, 2022
This paper examines the application of the Wiener process as a degradation model. Its appropriateness as a degradation model is discussed and demonstrated with the aid of Monte Carlo simulations.
Herbert Hove, Farai Mlambo
doaj   +1 more source