Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Arkady Shemyakin"'
Autor:
Xianhui Lei, Arkady Shemyakin
Publikováno v:
Risks, Vol 11, Iss 11, p 193 (2023)
In this study, we assess COVID-19-related mortality in Minnesota and Wisconsin with the aim of demonstrating both the temporal dynamics and the magnitude of the pandemic’s influence from an actuarial risk standpoint. In the initial segment of this
Externí odkaz:
https://doaj.org/article/ed067414e8c8473481ae22e436ecd1b5
Autor:
Arkady Shemyakin
Publikováno v:
Entropy, Vol 25, Iss 2, p 344 (2023)
Hellinger information as a local characteristic of parametric distribution families was first introduced in 2011. It is related to the much older concept of the Hellinger distance between two points in a parametric set. Under certain regularity condi
Externí odkaz:
https://doaj.org/article/f14342e2c8a14cd3932e02264435c6aa
Publikováno v:
Risks, Vol 8, Iss 2, p 56 (2020)
In the automotive industry, it is important to know whether the failure of some car parts may be related to the failure of others. This project studies warranty claims for five engine components obtained from a major car manufacturer with the purpose
Externí odkaz:
https://doaj.org/article/e3747a0713104c93960ed93f260a8041
Publikováno v:
Model Assisted Statistics and Applications. 18:13-31
We analyze overall mortality in the U.S. as a whole and several states in particular in order to make conclusions regarding timing and strength of COVID pandemic effect from an actuarial risk analysis perspective. No effort is made to analyze biologi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4591a2879d50d022a3f4050f7752f2b3
https://doi.org/10.3233/mas-221392
https://doi.org/10.3233/mas-221392
Autor:
Liwei Huang, Arkady Shemyakin
Publikováno v:
Model Assisted Statistics and Applications. 15:351-361
Skewed t-copulas recently became popular as a modeling tool of non-linear dependence in statistics. In this paper we consider three different versions of skewed t-copulas introduced by Demarta and McNeill; Smith, Gan and Kohn; and Azzalini and Capita
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5e9b5e1d6b298c92c3d6fb1b41224bf6
https://doi.org/10.3233/mas-200506
https://doi.org/10.3233/mas-200506
Autor:
V. Ladyzhets, D. Walczak, R. Burroughs, self-employed, H. Zhang, S. Benson, J. Mohr, Arkady Shemyakin
Publikováno v:
Applied Econometrics. 58:32-54
The objective of the paper is to introduce a copula methodology of economic capital modeling, which is practically applicable for life insurance companies. Copula methods make it possible to address multiple dependent risk factors including both inve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7020d0de1aac534bfaf983d916da2c1e
https://doi.org/10.22394/1993-7601-2020-58-32-54
https://doi.org/10.22394/1993-7601-2020-58-32-54
Autor:
Arkady Shemyakin
Publikováno v:
Model Assisted Statistics and Applications. 14:347-359
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::76210e1f55d41ea05f2cbd21fe89abea
https://doi.org/10.3233/mas-190473
https://doi.org/10.3233/mas-190473
Publikováno v:
Eurasian Studies in Business and Economics ISBN: 9783030403744
Development of digital economy has become a strategic priority in the majority of developed and developing countries. Today, the creation and dissemination of digital technologies are becoming a key factor for competitive success of the countries and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::34c58eec5e0541cb9b93d8a62afd48a6
https://doi.org/10.1007/978-3-030-40375-1_19
https://doi.org/10.1007/978-3-030-40375-1_19
Publikováno v:
Model Assisted Statistics and Applications. 11:15-26
This paper discusses the practical aspects of modeling the structure of dependence of national stock indices based on copula functions. An approach is proposed to identify groups of stock markets with homogeneous dynamics and to select typical repres
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9e492cdf8d87390560f608a7a5fc72c8
https://doi.org/10.3233/mas-150350
https://doi.org/10.3233/mas-150350
Autor:
Lorman L. Lundsten, Natalia Kravchenko, Arkady Shemyakin, Almira Yusupova, Thadavillil Jithendranathan, Svetlana A. Kuznetsova
Publikováno v:
Journal of Small Business and Enterprise Development. 22:63-81
Purpose– The purpose of this paper is to conduct comparative research of small innovative entrepreneurship under different types of institutional environment in Russia and the USA.Design/methodology/approach– A survey was administered among small
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::df85d020c9101e7f18bf491c217be431
https://doi.org/10.1108/jsbed-09-2011-0009
https://doi.org/10.1108/jsbed-09-2011-0009