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Multiple imputation of binary multilevel missing not at random data
Hammon, Angelina; Zinn, Sabine - In: Journal of the Royal Statistical Society: Series C … 69 (2020) 3, pp. 547-564
Summary We introduce a selection model-based multilevel imputation approach to be used within the fully conditional specification framework for multiple imputation. Concretely, we apply a censored bivariate probit model to describe binary variables assumed to be missing not at random. The first...
Persistent link: https://www.econbiz.de/10012245081
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Making sense of a most popular metaphor in management: Towards a HedgeFox Scale for cognitive styles
Meynhardt, Timo; Hermann, Carolin; Anderer, Stefan - In: Administrative Sciences 7 (2017) 3, pp. 1-23
dimensionality affects the nature of the construct and aligns hedgehog-fox research with the latest developments in cognitive style … research. Our results contribute to the ongoing interest in the dimensionality of cognitive styles and support the call for a …
Persistent link: https://www.econbiz.de/10012611951
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The cost of making wine: A Tuscan case study based on a full cost approach
Marone, Enrico; Bertocci, Marco; Boncinelli, Fabio; … - In: Wine Economics and Policy 6 (2017) 2, pp. 88-97
This article's aim is to identify and quantify the connection between a winery business typology and its production cost per bottle to create benchmarks for managerial and organisational choices. Accounting data from wineries in representative areas of the Tuscan wine sector were collected with...
Persistent link: https://www.econbiz.de/10011986543
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Social distance and network structures
Iijima, Ryota; Kamada, Yuichiro - In: Theoretical Economics 12 (2017) 2, pp. 655-689
payoffs depend on the social distance between them. We characterize the clustering coefficient and average path length in … distributions, positive assortativity of degrees, and clustering-degree correlation. …
Persistent link: https://www.econbiz.de/10012010081
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Macro vs. micro methods in non-life claims reserving (an econometric perspective)
Charpentier, Arthur; Pigeon, Mathieu - In: Risks 4 (2016) 2, pp. 1-18
Traditionally, actuaries have used run-off triangles to estimate reserve ("macro" models, on aggregated data). However, it is possible to model payments related to individual claims. If those models provide similar estimations, we investigate uncertainty related to reserves with "macro" and...
Persistent link: https://www.econbiz.de/10011709553
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What are investors afraid of? Finding the big bad wolf
Alemanni, Barbara; Uberti, Pierpaolo - In: International Journal of Financial Studies 7 (2019) 3, pp. 1-12
clustering approach used for the analysis is useful in an inferential framework. The segments built starting from the …
Persistent link: https://www.econbiz.de/10013200220
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Defining geographical rating territories in auto insurance regulation by spatially constrained clustering
Xie, Shengkun; Esposito, Emilio Xavier - In: Risks 7 (2019) 2, pp. 1-20
equity of pure premium, as required by insurance regulation. To achieve this goal, the spatially-constrained clustering of … the design of geographical rating territories, a clustering approach based on Delaunay triangulation is proposed …-constrained clustering approach in defining geographical rating territories for insurance rate regulation purposes. The significance of this …
Persistent link: https://www.econbiz.de/10013200460
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Regularization of autoencoders for bank client profiling based on financial transactions
Filchenkov, Andrey; Khanzhina, Natalia; Tsai, Arina; … - In: Risks 9 (2021) 3, pp. 1-16
Predicting if a client is worth giving a loan-credit scoring-is one of the most essential and popular problems in banking. Predictive models for this goal are built on the assumption that there is a dependency between the client's profile before the loan approval and their future behavior....
Persistent link: https://www.econbiz.de/10013200723
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Concordance probability for insurance pricing models
Ponnet, Jolien; Van Oirbeek, Robin; Verdonck, Tim - In: Risks 9 (2021) 10, pp. 1-26
The concordance probability, also called the C-index, is a popular measure to capture the discriminatory ability of a predictive model. In this article, the definition of this measure is adapted to the specific needs of the frequency and severity model, typically used during the technical...
Persistent link: https://www.econbiz.de/10013200842
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Churn management in telecommunications: Hybrid approach using cluster analysis and decision trees
Pejić Bach, Mirjana; Pivar, Jasmina; Jaković, Božidar - In: Journal of Risk and Financial Management 14 (2021) 11, pp. 1-25
The goal of the paper is to present the framework for combining clustering and classification for churn management in … approach to churn management using clustering and classification, which was tested on the churn dataset with a rich variable …
Persistent link: https://www.econbiz.de/10013201227