Showing 1 - 10 of 132
In this paper, we study the problem of misrepresentation under heavy-tailed regression models with the presence of both misrepresented and correctly-measured risk factors. Misrepresentation is a type of fraud when a policy applicant gives a false statement on a risk factor that determines the...
Persistent link: https://www.econbiz.de/10011890807
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee mortality model, which has become a standard for...
Persistent link: https://www.econbiz.de/10012805929
inefficiently. In this article, the authors examine chosen methods of forecasting regional government revenue. In addition to … classical forecasting models based on time series and causal models, an original structural forecasting procedure was proposed … other researchers, which indicated that less comprehensive methods of forecasting can provide reasonably accurate estimates. …
Persistent link: https://www.econbiz.de/10012705016
This paper aims to analyze the most relevant methods to determine the financial capacity of innovation projects and identify potential ways of their improvement. The research helped to propose an alternative methodology to assess the financial capacity of innovation projects by charting an...
Persistent link: https://www.econbiz.de/10012632031
The prediction of human longevity levels in the future by direct forecasting of life expectancy offers numerous …
Persistent link: https://www.econbiz.de/10012385009
Recently, the interest of the academic literature on sports statistics has increased enormously. In such a framework, two of the most significant challenges are developing a model able to beat the existing approaches and, within a betting market framework, guarantee superior returns than the set...
Persistent link: https://www.econbiz.de/10012293119
Much of the debate around a potential British exit (Brexit) from the European Union has centred on the potential macroeconomic impact. In this paper, we instead focus on understanding market expectations for price action around the Brexit referendum date. Extracting implied distributions from...
Persistent link: https://www.econbiz.de/10011688238
shape. Concerning forecasting phase, academics should approach a more plausible way in order to think a nonlinear shape of …
Persistent link: https://www.econbiz.de/10012015810
of them forecasting future mortality rates by extrapolating one or more latent factors. The abundance of proposed models … shows that forecasting future mortality from historical trends is non-trivial. Following the idea proposed in Deprez et al … learning estimator is then forecasted according to the Lee-Carter framework, allowing one to obtain a higher forecasting …
Persistent link: https://www.econbiz.de/10012015932
Extrapolative methods are one of the most commonly-adopted forecasting approaches in the literature on projecting … forecasting point of view, the main difference between the two types of models is whether they treat recent and historical … information equally in the projection process. In this paper, we compare the forecasting performance of the two types of models …
Persistent link: https://www.econbiz.de/10012015951