November 2022 - 22 articles
Cybersecurity breach probability functions describe how cybersecurity investments impact the actual vulnerability to cyberattacks through the probability of success of the attack. They essentially use mathematical models to make cyber-risk management...
This paper proposes a two-step LASSO based vector autoregressive (2-LVAR) model to forecast mortality rates. Within the VAR framework, recent studies have developed a spatial–temporal autoregressive (STAR) model, in which age-specific mortality...
This paper introduces a model for intraday copper futures prices based on a stochastic differential equation (SDE). In particular, we derive an SDE that fits the model to the data and that is based on the whitening filter approach, a method character...
In this paper, we investigated rates of admission to hospitals (or other health facilities) due to respiratory diseases in a United States working population and their dependence on a number of demographic and health insurance-related factors. We emp...
In this paper, the insurance reserve period will be classified according to the claim frequency domain, such as high- or low-frequency periods. We use the clustering method to create and group claims data according to their frequency period. Meanwhil...
The performance of the Ghana Stock Exchange (GSE) over the years has been susceptible to both crises and country-specific factors reflected in its macroeconomic fundamentals. Accordingly, the GSE composite index (GSECI) has experienced rapid fluctuat...
The dynamics of the financial reliability of insurers show rather unstable and often unfavorable trends, which indicate an increase in the risks of their financial insecurity and requires searching for reserves to improve their financial condition in...
The PRISM method is a risk assessment approach that focuses on hidden-risk identification and ranking. The combined AHP-PRISM method was created for strategic assessments based on pairwise comparisons. The PRISM and AHP-PRISM methods have remarkable...
Trading in binary options is discussed using an approach based on expected profit (EP) and expected loss (EL) as metrics of reward and risk of trades. These metrics are reviewed and the role of the EL/EP ratio as an indicator of quality of trades, ta...
We consider a defined-contribution (DC)-pension-fund-management problem under partial information. The fund manager is allowed to invest the wealth from the fund account into a financial market consisting of a risk-free account, a stock and a rolling...
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