State price density (SPD) contains important information concerning market expectations. In existing literature, a constrained estimator of the SPD is found by nonlinear least squares in a suitable Sobolev space...

Changes in communication technology have allowed for the expansion of data collection modes in survey research. The proliferation of the computer has allowed the creation of web and computer assisted auto-interview data collection modes. Virtual worlds are a new application of computer...

Using Gretl, I apply ARMA, Vector ARMA, VAR, state-space model with a Kalman filter, transfer-function and intervention models, unit root tests, cointegration test, volatility models (ARCH, GARCH, ARCH-M, GARCH-M, Taylor-Schwert GARCH, GJR, TARCH, NARCH, APARCH, EGARCH) to analyze quarterly time...

There are many alternative approaches to selecting mortality models and forecasting mortality. The standard practice is to produce forecasts using a single model such as the Lee-Carter, the Cairns-Blake-Dowd, or the Age- Period-Cohort model, with model selection based on in-sample goodness of...

Uncertainty in regression can be efficiently and effectively communicated using the visual properties of statistical objects in a regression display. Altering the "visual weight" of lines and shapes to depict the quality of information represented clearly communicates statistical confidence,...

State price density (SPD) contains important information concerning market expectations. In existing literature, a constrained estimator of the SPD is found by nonlinear least squares in a suitable Sobolev space. We improve the behavior of this estimator by implementing a covariance structure...

Parameter shrinkage applied optimally can always reduce error and projection variances from those of maximum likelihood estimation. Many variables that actuaries use are on numerical scales, like age or year, which require parameters at each point. Rather than shrinking these towards zero,...

I highlight the educational potential of ready-made regression tables created by newly available add-on packages for the R statistical programming language. In particular, I use the stargazer package to illustrate various properties of ordinary least squares (OLS) regression: the effect of...

Mixed treatment comparison is a generalisation of meta-analysis. Instead of the same treatment for a disease being tested in a number of studies, a number of different interventions are considered. Meta-regression is also a generalisation of meta-analysis where an attempt is made to explain the...

Large networks call for approaches which allow to represent their relevant properties. One relevant approach can consider the decomposition of the defined networks in significant subgraphs as k-cores. So it is possible to identify the nodes which can have an important role on the network. In...