Results 241 to 250 of about 13,061 (285)

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 Mathematical History Behind the Granger–Johansen Representation Theorem

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley   +1 more source

Confidence Intervals for Price Discovery

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen   +2 more
wiley   +1 more source

Bioinspired Hierarchical Architecture with Water Transport Channels for Strong Adhesion at the Sweating Interface. [PDF]

open access: yesAdv Sci (Weinh)
Zhao J   +12 more
europepmc   +1 more source

Distinct Foliar Uptake Pathways for Phosphorus and Nano‐Hydroxyapatite in Potato Revealed By Synchrotron μCT and ³³P Imaging

open access: yesPlant, Cell &Environment, EarlyView.
ABSTRACT Potato (Solanum tuberosum L.) has a high phosphorus (P) requirement, yet its shallow root system and the strong P‐fixing capacity of many soils limit the effectiveness of soil fertilisation. Foliar application of nano‐hydroxyapatite particles (nHAPs) has emerged as a promising alternative P fertilisation practice.
Max Frank   +6 more
wiley   +1 more source

Mid‐infrared spectroscopy applied to a multi‐level cave system (Montmaurin, SW France): An innovative method for assessing sediment provenance

open access: yesSedimentology, EarlyView.
ABSTRACT Deciphering sediment provenance is essential to understand depositional patterns and dynamics. This question is particularly important in archaeological contexts to constrain the sedimentological history of unearthed material—an information critically needed, for example, to estimate the age of the deposits—or to apprehend sediment movement ...
Fuchs Coraline   +8 more
wiley   +1 more source

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