Results 141 to 150 of about 2,844,453 (243)
Copula bivariate probit models: with an application to medical expenditures [PDF]
The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor (the "treatment") on a binary health outcome variable.
Rainer Winkelmann
core
The Effect of Board Leadership Roles and Committee Responsibilities on Governance Effectiveness
Journal of Management Studies, EarlyView.Abstract Expectations for corporate directors have expanded over time, placing growing demands on their time and attention. Drawing on the cognitive foundations of the attention‐based view (ABV), we theorize that board directors' leadership roles and committee assignments shape their attentional perspective and engagement in ways that can both hinder ...
Shelby L. Gai, J. Yo‐Jud Cheng
wiley +1 more source
A Statistical Model for Analyzing Interdependent Complex of Plant Pathogens
Revista Colombiana de Estadística, 2012 We introduce a new approach for modeling multivariate overdispersed binomial data, from a plant pathogen complex. After recalling some theoretical foundations of generalized linear models (GLMs) and Copula functions, we show how the later can be used to ...
EDUARDO DÁVILA +2 more
doaj
Journal of Management Studies, EarlyView.Abstract While executives vary in attention to the past, present, and future, prior work has largely examined these temporal orientations in isolation or at the individual level, which limits insight into how they jointly configure within top management teams (TMTs) and translate into firm behaviours.
Shi Tang +4 more
wiley +1 more source
A joint model of cost and churn for the insurance industry
Journal of Risk and Insurance, EarlyView.Abstract In insurance markets, claim costs are highly variable, heavy‐tailed, and difficult to predict. At the same time, policyholder retention and lapse behavior (customer churn) are critical determinants of long‐term profitability and solvency. Most existing models in the literature treat claim costs and lapses as independent, overlooking potential ...
Yumo Dong +4 more
wiley +1 more source
Hydrological drought dynamic using copula functions and drought center migration in the Ganjiang river basin. [PDF]
Sci RepLiu W +5 more
europepmc +1 more source
On Testing for Independence Between Generalized Error Models of Several Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi +2 more
wiley +1 more source
Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)
Journal of Time Series Analysis, EarlyView.ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley +1 more source
Animal Logic: Locke and the Nature of Inference
Noûs, EarlyView.ABSTRACT Can animals reason? If so, what would their reasoning consist in, and how, if at all, would it differ from its human counterpart? On these questions, John Locke stakes out a position that also merits consideration today. I argue that, for Locke, reasoning is a matter of the subject's construing her mental states as support for a conclusion ...
Walter Ott
wiley +1 more source
A Bayesian copula model for stochastic claims reserving [PDF]
We present a full Bayesian model for assessing the reserve requirement of multiline Non-Life insurance companies. Bayesian models for claims reserving allow to account for expert knowledge in the evaluation of Outstanding Loss Liabilities, allowing the ...
Luca Regis
core