Results 51 to 60 of about 14,724 (294)

The minimal entropy martingale measure in a market of traded financial and actuarial risks [PDF]

, 2014
In arbitrage-free but incomplete markets, the equivalent martingale measure Q for pricing traded assets is not uniquely determined. A possible approach when it comes to choosing a particular pricing measure is to consider the one that is ‘closest’ to the
Stassen, B., Devolder, P., Stassen, Ben, Devolder, Pierre, Dhaene, Jan, Dhaene, J., Vellekoop, M., Vellekoop, Michel   +7 more
core   +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

Do Research Topics and Abstract Readability Affect Citation Impact in Leading Finance Journals?

Applied Finance Letters
This study examines how research topics and abstract readability influence citation impact in finance journals. Using BERTopic modeling on over 7,000 abstracts from 13 top-tier journals, we identify four core themes—financial markets, banking & credit ...
Zhidan Luo, Yiuman Tse
doaj   +1 more source

Multi‐Hazard Shaking‐Tsunami Fatality Risk Estimation for Coastal Communities

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT This study develops a multi‐hazard fatality risk model for a coastal community (Tofino) on Vancouver Island, Canada, subjected to earthquake‐tsunami threats from the Cascadia subduction megathrust events. The model incorporates variable population distributions and uncertain fatality rate models, in addition to other key model components, such
Katsuichiro Goda
wiley   +1 more source

Quantum computational insurance and actuarial science

Science China Information Sciences
In recent years, quantum computation has been rapidly advancing, driving a technological revolution with significant potential across various sectors, particularly in finance. Despite this, the insurance industry, an essential tool for mitigating unforeseen risks and losses, has received limited attention.
Huan-Yu Liu, Xi-Ning Zhuang, Chao Wang, Qing-Song Li, Menghan Dou, Zhao-Yun Chen, Cheng Xue, Yu-Chun Wu, Guo-Ping Guo, Guang-Can Guo   +9 more
openaire   +2 more sources

Actuarial Science as a Scientific Discipline: The Next Step, British Actuarial Journal

, 2005
In consecutive guest editorials for the British Actuarial Journal (BAJ ), Jed Frees and Harry Panjer discussed the importance of scientific journals in actuarial science, and praised the recent emergence of new peer reviewed journals such as the BAJ ...
Lemaire, Jean
core   +1 more source

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

Journal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková, Dipak Kumar Jana, Michal Páleš, Elena Fleaca, Petr Dostál   +4 more
wiley   +1 more source

Review of 'Computational Actuarial Science, with R'

Freakonometrics, 2015
Nice review of the book in the International Statistical Review, of the book Computational Actuarial Science with R, Again, the datasets used in the book can be found on > install.packages("CASdatasets", repos = "http://cas.uqam.ca/pub/R/", type="source"
Arthur Charpentier
openaire   +4 more sources

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

n 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.
Denuit, Michel, Kaas, R, Goovaerts, Marc, Vyncke, D, Dhaene, Jan   +4 more
core  

Disease Site‐Specific Outcomes in p16‐Positive Non‐Oropharyngeal Mucosal Head and Neck Cancer

Head &Neck, EarlyView.
ABSTRACT Objectives To report disease‐free survival (DFS) in p16‐positive non‐oropharyngeal head‐and‐neck squamous‐cell carcinoma (HNSCC). Methods Curatively‐treated non‐oropharyngeal HNSCC (2009–2021) were reviewed. DFS was compared among p16‐positive, p16‐negative, and p16‐untested cases for the overall cohort and by disease site.
Revadhi C. Chelvarajah, Lessandra Y. S. Chee, Jie Su, Brian O'Sullivan, Christopher M. K. L. Yao, Enrique Sanz‐Garcia, Stephen M. Smith, Ilan Weinreb, Scott Bratman, B. C. John Cho, Ezra Hahn, Andrew Hope, Ali Hosni, John Kim, Andrew McPartlin, Nauman Malik, Chiaojung Jillian Tsai, John de Almeida, Anna Spreafico, Li Tong, Shao Hui Huang, John N Waldron   +21 more
wiley   +1 more source