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 +2 more
wiley +1 more source
Multicomponent stress-strength reliability analysis using the inverted exponentiated rayleigh distribution under block adaptive type-II progressive hybrid censoring and k-records. [PDF]
Sci RepNewer HA.
europepmc +1 more source
Canadian Journal of Statistics, EarlyView.Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Canadian Journal of Statistics, EarlyView.Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
Independent Increments and Group Sequential Tests. [PDF]
Stat MedTsiatis AA, Davidian M.
europepmc +1 more source
Canadian Journal of Statistics, EarlyView.Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley +1 more source
Dynamic Long-Term Prediction With Intermediate Event Information: A Flexible Model With Bivariate Time-Varying Coefficients. [PDF]
Stat MedWang Y, Li W, Li R, Ning J.
europepmc +1 more source
The C‐Terminal Regions of TRAK Proteins Contain MIRO‐Independent Mitochondrial Localization Domains
Cytoskeleton, EarlyView.ABSTRACT Current models suggest that MIRO GTPases anchor cytoskeletal motors to the mitochondrial outer membrane (MOM). However, our previous findings indicate that the unconventional myosin, MYO19, interacts with MIRO weakly and that a MIRO‐independent MOM‐localizing domain interacts more tightly with the MOM.
Lili Mitchell +4 more
wiley +1 more source
VAM-Based Equivalent Cauchy Model for Accordion Honeycomb Structures with Zero Poisson's Ratio. [PDF]
Materials (Basel)Lin Y +5 more
europepmc +1 more source
Degree theory for 4‐dimensional asymptotically conical gradient expanding solitons
Communications on Pure and Applied Mathematics, EarlyView.Abstract We develop a new degree theory for 4‐dimensional, asymptotically conical gradient expanding solitons. Our theory implies the existence of gradient expanding solitons that are asymptotic to any given cone over S3$S^3$ with non‐negative scalar curvature. We also obtain a similar existence result for cones whose link is diffeomorphic to S3/Γ$S^3/\
Richard H. Bamler, Eric Chen
wiley +1 more source