Results 61 to 70 of about 227,019 (268)

COVID-19 and Excess Mortality: An Actuarial Study

Risks
The study of mortality is an ever-active field of research, and new methods or combinations of methods are constantly being developed. In the actuarial domain, the study of phenomena disrupting mortality and leading to excess mortality, as in the case of
Camille Delbrouck, Jennifer Alonso-García   +1 more
doaj   +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

Fast and scalable inference for spatial extreme value models

Canadian Journal of Statistics, EarlyView.
Abstract The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV parameters. Inference for GEV‐GP models is typically carried out using Markov Chain Monte Carlo (MCMC) methods,
Meixi Chen, Reza Ramezan, Martin Lysy
wiley   +1 more source

Noisy matrix completion for longitudinal data with subject‐ and time‐specific covariates

Canadian Journal of Statistics, EarlyView.
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

Efficient and model‐agnostic parameter estimation under privacy‐preserving post‐randomization data

Canadian Journal of Statistics, EarlyView.
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

Copula-based Modeling for IBNR Claim Loss Reserving [PDF]

arXiv, 2022
There are growing concerns for reserves estimation of incurred but not reported (IBNR) claims in actuarial sciences. In this paper, we propose a copula-based dependency model to capture the relationship between two main IBNR reserve variables, i.e., the time between two successive occurrences and delay time.
arxiv  

AI and the Future of Disputing: Naming, Blaming, Claiming, and Preventing

Conflict Resolution Quarterly, EarlyView.
ABSTRACT This paper explores the transformative impact of artificial intelligence (AI) on dispute resolution mechanisms. Our analysis builds on the longstanding framework for explaining the stages through which disputes evolve: the “naming, blaming, claiming” model by Felstiner, Abel, and Sarat (1981).
Ethan Katsh, Talia Schwartz‐Maor, Orna Rabinovich‐Einy   +2 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  

Selecting baseline designs using a minimum aberration criterion when some two-factor interactions are important

Statistical Theory and Related Fields, 2021
This article considers the problem of selecting two-level designs under the baseline parameterisation when some two-factor interactions are important.
Anqi Chen, Cheng-Yu Sun, Boxin Tang
doaj   +1 more source

The liberal dream of smart detention? Algorithms and the politics of pretrial detention in the US states

Law &Policy, Volume 44, Issue 4, Page 325-347, October 2022., 2022
Abstract In the 2000s and 2010s, US states have seen an important wave of change in criminal justice policies toward a “smart on crime” approach. In this context, several states have rolled out algorithmic risk assessment tools for statewide use in pretrial decisions, whereas some others have not, and still others are moving back from using such tools ...
Georg Wenzelburger, Pascal D. König
wiley   +1 more source