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By
Tillier, Charles; Wintenberger, Olivier
1 Citations
When assessing risks on a finitetime horizon, the problem can often be reduced to the study of a random sequence C(N) = (C_{1},…,C_{N}) of random length N, where C(N) comes from the product of a matrix A(N) of random size N × N and a random sequence X(N) of random length N. Our aim is to build a regular variation framework for such random sequences of random length, to study their spectral properties and, subsequently, to develop risk measures. In several applications, many risk indicators can be expressed from the extremal behavior of ∥C(N)∥, for some norm ∥⋅∥. We propose a generalization of Breiman’s Lemma that gives way to a tail estimate of ∥C(N)∥ and provides risk indicators such as the ruin probability and the tail index for Shot Noise Processes on a finitetime horizon. Lastly, we apply our main result to a model used in dietary risk assessment and in nonlife insurance mathematics to illustrate the applicability of our method.
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By
Maharaj, Elizabeth Ann
1 Citations
A new and innovative procedure based on time varying amplitudes for the classification of cyclical time series is proposed. In many practical situations, the amplitude of a cyclical component of a time series is not constant. Estimated time varying amplitudes obtained through complex demodulation of the time series are used as the discriminating variables in classical discriminant analysis. The aim of this paper is to demonstrate through simulation studies and applications to wellknown data sets, that time varying amplitudes have very good discriminating power and hence their use in classical discriminant analysis is a simple alternative to more complex methods of time series discrimination.
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By
Stanghellini, Elena; Pakpahan, Eduwin
1 Citations
The instrumental variable (IV) formula has become widely used to address the issue of identification of a causal effect in linear systems with an unobserved variable that acts as direct confounder. We here propose two alternative formulations to achieve identification when the assumptions underlying the use of IV are violated. Parallel to the IV, the proposed formulas exploit the conditional independence structure of a directed acyclic graph and can be obtained via a series of univariate regressions, a feature that renders the results particularly attractive and easy to implement. By exploiting the notion of Markov equivalence, the derivations can also be applied to regression graphs, thereby enlarging the class of models to which the results are of use.
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By
Sosa Márquez, María Viridiana
The present stage in which the Demographic Transition is posture challenges for the future that are essential to consider form now on. One of them refers to the population aging caused by the decline in mortality, coupled with the decrease in fertility. The family plays an undoubtedly role in support for the older population, since age usually brings some deterioration of health and income that becomes them dependent. The social networks can provide supports that are reflected in different ways. However, the increased incorporation of women to labour market, the decline in the number of children women have and the inability of the State in the coverage of needs, put in evidence the weak networks of support they actually have. That’s why it is important to think that there will be fewer family members who can support the satisfaction of needs of the old people, and what we need to do to ensure the wellbeing and a good quality of life for this group of persons. We pretend to make a diagnosis of the current situation of the 60 years and older population in the State of Mexico, in relation to its family dimension. This aim by obtaining different descriptive variables that show us the situation of this group of population. We will work with data from the 2010 Census of population and housing to estimate the next indicators of the elderly adults: dependency ratio, type of household of residence, number of members per household, and marital situation; this disaggregated by sex.
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By
Chapman, Chris; Feit, Elea McDonnell
Marketers often wish to understand sequences of customer behavior. If customers visit one web page, do they visit another? If they purchase one product, do they later purchase another? If they have some particular product experience, how does that change their subsequent product or market behavior? There is a vast array of analytical and statistical methods to address such questions, ranging from time series analysis to Markov models, from causal modeling to dynamic clustering.
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By
Balasubramanian, K.; Balakrishnan, N.
19 Citations
In this paper, we derive explicit best linear unbiased estimators for one and twoparameter exponential distributions when the available sample is multiply TypeII censored. Further, after noting that the maximum likelihood estimators do not exist explicitly, we propose some linear estimators by approximating the likelihood equations appropriately. Some illustrative examples from lifetesting experiments are also presented.
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By
Giere, W.; Schöning, C.
Zusammenfassung
BAIK (Befunddokumentation und Arztbriefschreibung im Krankenhaus) ist ein komplexes Programmsystem zur Unterstützung der medizinischen Dokumentation.
By
Lewis, Herbert F.; Sexton, Thomas R.; Dolan, Melissa A.
9 Citations
Ambulatory surgery centers (ASCs) provide a lowcost alternative to traditional inpatient care. In addition, with health care reform imminent, it is likely that many currently uninsured people will soon acquire health care coverage, significantly increasing the demand for health services. ASCs are among the providers that can expect to see a substantial amount of this new pentup demand and, therefore, ASCs are likely to continue their current growth into the foreseeable future. Those ASCs that plan accordingly by optimizing procedure mix and volume will benefit most from the increased demand. We propose a twostage efficiencybased multicriteria decision model to guide an ASC in identifying its optimal procedure mix. The first stage uses Data Envelopment Analysis (DEA) to calculate the efficiency of each procedure based on the resources required to perform the procedure, the revenue it generates, and its risk of complications. The second stage uses the DEA factor efficiency scores in a bottleneck program to optimize the mix of procedures while satisfying the ASC’s resource and operational constraints. The criteria are to (1) maximize reimbursement while (2) minimizing the total number of complications. We demonstrate the approach using a data set based in part on data from an actual ASC.
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