Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Chris Groendyke"'
Autor:
Chris Groendyke, David Welch
Publikováno v:
Journal of Statistical Software, Vol 83, Iss 1, Pp 1-22 (2018)
We present the R package epinet, which provides tools for analyzing the spread of epidemics through populations. We assume that the relationships among individuals in a population are modeled by a contact network described by an exponential-family ra
Externí odkaz:
https://doaj.org/article/22a7f736cebe4d238fae5b36129ee77e
Publikováno v:
Risks, Vol 8, Iss 4, p 117 (2020)
The lifestyles and backgrounds of individuals across the United States differ widely. Some of these differences are easily measurable (ethnicity, age, income, etc.) while others are not (stress levels, empathy, diet, exercise, etc.). Though every per
Externí odkaz:
https://doaj.org/article/3a0fb28c18a9472f81ac88e66157c02a
Autor:
Daniel Doyle, Chris Groendyke
Publikováno v:
Risks, Vol 7, Iss 1, p 1 (2018)
This paper explores the use of neural networks to reduce the computational cost of pricing and hedging variable annuity guarantees. Pricing these guarantees can take a considerable amount of time because of the large number of Monte Carlo simulations
Externí odkaz:
https://doaj.org/article/a1b9ef946b184a5ca4252a219488661e
Autor:
Adam Combs, Chris Groendyke
Publikováno v:
Epidemiologic Methods. 10
Objectives:Diseases such as SARS-CoV-2 have novel features that require modifications to the standard network-based stochastic SEIR model. In particular, we introduce modifications to this model to account for the potential changes in behavior patter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0af9185567bd1e59c6c2e3e153bb27fc
https://doi.org/10.1515/em-2020-0030
https://doi.org/10.1515/em-2020-0030
Publikováno v:
Risks
Volume 8
Issue 4
Risks, Vol 8, Iss 117, p 117 (2020)
Volume 8
Issue 4
Risks, Vol 8, Iss 117, p 117 (2020)
The lifestyles and backgrounds of individuals across the United States differ widely. Some of these differences are easily measurable (ethnicity, age, income, etc.) while others are not (stress levels, empathy, diet, exercise, etc.). Though every per
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::67519c4de4dcb8bc00da864438a23f8a
Autor:
Chris Groendyke, Daniel Doyle
Publikováno v:
Risks, Vol 7, Iss 1, p 1 (2018)
Risks
Volume 7
Issue 1
Risks
Volume 7
Issue 1
This paper explores the use of neural networks to reduce the computational cost of pricing and hedging variable annuity guarantees. Pricing these guarantees can take a considerable amount of time because of the large number of Monte Carlo simulations
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fdd10ced02a6d8725c215675103e660d
http://www.mdpi.com/2227-9091/7/1/1
http://www.mdpi.com/2227-9091/7/1/1
Autor:
David Welch, Chris Groendyke
Publikováno v:
Journal of Statistical Software; Vol 83 (2018); 1-22
Journal of Statistical Software, Vol 83, Iss 1, Pp 1-22 (2018)
Journal of Statistical Software, Vol 83, Iss 1, Pp 1-22 (2018)
We present the R package epinet, which provides tools for analyzing the spread of epidemics through populations. We assume that the relationships among individuals in a population are modeled by a contact network described by an exponential-family ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3ae3426958c4377c33ea5a29e3558d65
https://doi.org/10.18637/jss.v083.i11
https://doi.org/10.18637/jss.v083.i11
Publikováno v:
Journal of Computational and Graphical Statistics. 23:543-563
Markov chain Monte Carlo (MCMC) algorithms offer a very general approach for sampling from arbitrary distributions. However, designing and tuning MCMC algorithms for each new distribution, can be challenging and time consuming. It is particularly dif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8f41d8ef1b1e29e5bfec9149ecf45e3f
https://doi.org/10.1080/10618600.2013.791193
https://doi.org/10.1080/10618600.2013.791193
Autor:
Brian M. Hartman, Chris Groendyke
Publikováno v:
North American Actuarial Journal. 17:216-228
Simulated asset returns are used in many areas of actuarial science. For example, life insurers use them to price annuities, life insurance, and investment guarantees. The quality of those simulations has come under increased scrutiny during the curr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40b470da9286bf87132762838504bfe8
https://doi.org/10.1080/10920277.2013.824374
https://doi.org/10.1080/10920277.2013.824374
Publikováno v:
Biometrics
In this article, we demonstrate a statistical method for fitting the parameters of a sophisticated network and epidemic model to disease data. The pattern of contacts between hosts is described by a class of dyadic independence exponential-family ran
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::030546ef90f51b75c6cd6523fa52a2c4
https://europepmc.org/articles/PMC4553425/
https://europepmc.org/articles/PMC4553425/
