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George Tzougas and Konstantin Kutzkov
We developed a methodology for the neural network boosting of logistic regression aimed at learning an additional model structure from the data. In particular, we constructed two classes of neural network-based models: shallow?dense neural networks with ...
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George Tzougas, Natalia Hong and Ryan Ho
In this article we present a class of mixed Poisson regression models with varying dispersion arising from non-conjugate to the Poisson mixing distributions for modelling overdispersed claim counts in non-life insurance. The proposed family of models com...
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Bulent Dervishi
Pág. 227 - 234
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Charan Raj Chimrani,Farhan Ahmed,Vinesh Kumar Panjwani
Pág. 319 - 324
Modeling volatility in financial markets is one of the factors that results in direct impact and effect on pricing, risk and portfolio management. This study aims to examine the volatility of stock indices in PSX that include; volatility clustering, fat ...
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Jyh-Horng Lin, Shi Chen and Fu-Wei Huang
In this paper, we develop a contingent claim model to evaluate a bank?s equity and liabilities that integrates the premature default risk conditions with loan rate-setting behavioral mode and multiple shadow banking activities under capital regulation. T...
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Didin Fatihudin,Sjamsul Hidajat,Iis Holisin
Pág. 541 - 546
This study aims to find a model to develop self-saving independence among traders and fishermen through financial literacy and investment portfolio. How many Traders-Fishermen know, allocate their income to various investment instruments, such as deposit...
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L. V. Martseniuk,O. V. Chornovil,K. V. Belaya,A. O. Udovychenko,Anoop Kumar Sharma
Pág. 36 - 46
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Massimo Mariani,Paola Amoruso
Pág. 1760 - 1767
The rapid growth of catastrophe bonds in financial markets is due to increasing environmental disasters and consequent economic losses, barely covered by insurance and reinsurance companies. These securities represent an effective solution, allowing the ...
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Wang Tian, Huayong Zhang, Lei Zhao, Xiang Xu, Hai Huang
Pág. 1 - 16
The relationship between biodiversity and ecosystem functioning is a central issue in ecology. The insurance hypothesis suggests that biodiversity could improve community productivity and reduce the temporal variability of main ecosystem processes. In th...
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Erik Sonne Noddeboe and Hans Christian Faergemann
Undiversifiable (or systematic risk) has long been an enemy of investors. Many countercyclical strategies have been developed to counter this. However, like all insurance types, these strategies are generally costly to implement, and over time can signif...
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