Results 141 to 150 of about 4,703 (266)

A joint model of cost and churn for the insurance industry

open access: yesJournal 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

The Cross and Conflict: How Do Christians Impact Protest Dynamics?

open access: yesJournal for the Scientific Study of Religion, EarlyView.
ABSTRACT This study examines the relationship between Christian actors, practices, and sacred sites in US protests and demonstrations, focusing on how political ideology shapes conflict outcomes. Using event‐level data from the Armed Conflict Location & Event Data Project (ACLED), the analysis explores 63,000 protest events from 2020 to 2024 ...
Joel Day
wiley   +1 more source

Robust CDF‐Filtering of a Location Parameter

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania   +2 more
wiley   +1 more source

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee   +2 more
wiley   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

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