Abstract Objectives: Diseases such as SARS-CoV-2 have novel features that require modifications to the standard network-based stochastic SEIR model. In particular, we introduce modifications to this model to account for the potential changes in behavior patterns of individuals upon becoming...

This paper explores the use of neural networks to reduce the computational cost of pricing and hedging variable annuity guarantees. Pricing these guarantees can take a considerable amount of time because of the large number of Monte Carlo simulations that are required for the fair value of these...

The lifestyles and backgrounds of individuals across the United States differ widely. Some of these differences are easily measurable (ethnicity, age, income, etc.) while others are not (stress levels, empathy, diet, exercise, etc.). Though every person is unique, individuals living closer...

This paper explores the use of neural networks to reduce the computational cost of pricing and hedging variable annuity guarantees. Pricing these guarantees can take a considerable amount of time because of the large number of Monte Carlo simulations that are required for the fair value of these...

The lifestyles and backgrounds of individuals across the United States differ widely. Some of these differences are easily measurable (ethnicity, age, income, etc.) while others are not (stress levels, empathy, diet, exercise, etc.). Though every person is unique, individuals living closer...

Using a number of modern predictive modeling methods, we seek to understand the factors that drive mortality in the contiguous United States. The mortality data we use is indexed by county and year as well as age grouped into 18 different bins. We propose a model that adds two important...

The decision-making strategies of pilots were examined using a linear modeling technique. Three hundred twenty-six American, 104 Norwegian, and 51 Australian pilots completed a scenario-based judgment task in which they assigned a comfort rating to each of 27 weather scenarios for each of three...

We describe some of the capabilities of the ergm package and the statistical theory underlying it. This package contains tools for accomplishing three important, and inter-related, tasks involving exponential-family random graph models (ERGMs): estimation, simulation, and goodness of fit. More...

The mixtools package for R provides a set of functions for analyzing a variety of finite mixture models. These functions include both traditional methods, such as EM algorithms for univariate and multivariate normal mixtures, and newer methods that reflect some recent research in finite mixture...