Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Francesco Ungolo"'
Autor:
Francesco Ungolo
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e2638d138b544afcfca53ab985fbfa03
https://doi.org/10.2139/ssrn.4428250
https://doi.org/10.2139/ssrn.4428250
Publikováno v:
Statistical Methods in Medical Research, 31(5), 801-820. SAGE Publications Ltd
This work discusses the problem of informative censoring in survival studies. A joint model for the time to event and the time to censoring is presented. Their hazard functions include a latent factor in order to identify this joint model without sac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::69208d3d21ed17785bfb6a23855937fc
https://pubmed.ncbi.nlm.nih.gov/35077263
https://pubmed.ncbi.nlm.nih.gov/35077263
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c1af8957745f76d2456710ffce6e09e
https://doi.org/10.2139/ssrn.4220454
https://doi.org/10.2139/ssrn.4220454
Publikováno v:
Scandinavian Actuarial Journal, 2019(6), 523-547. Taylor and Francis Ltd.
Missing data is a problem that may be faced by actuaries when analysing mortality data. In this paper we deal with pension scheme data, where the future lifetime of each member is modelled by means of parametric survival models incorporating covariat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4573e3c64314fdb8711ab8ccf7c6c025
https://doi.org/10.1080/03461238.2019.1580610
https://doi.org/10.1080/03461238.2019.1580610
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::316881a861b07430c98cc852ab496afd
https://doi.org/10.2139/ssrn.3912983
https://doi.org/10.2139/ssrn.3912983
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783030789640
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48932bef1bd1df6b3fe795bf34041048
https://doi.org/10.1007/978-3-030-78965-7_57
https://doi.org/10.1007/978-3-030-78965-7_57
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Publikováno v:
Insurance: Mathematics and Economics, 91, 68-84. Elsevier
A hierarchical model is developed for the joint mortality analysis of pension scheme datasets. The proposed model allows for a rigorous statistical treatment of missing data. While our approach works for any missing data pattern, we are particularly
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7e15c8334c655a89a642e9cacee8712
https://research.tue.nl/nl/publications/0434163e-5b3b-49b2-af04-907688b0a394
https://research.tue.nl/nl/publications/0434163e-5b3b-49b2-af04-907688b0a394
Autor:
Francesco Ungolo, Paul E. Cottrell
Publikováno v:
SSRN Electronic Journal.
Visual representation methods are a common problem in econometrics and finance in order to describe system dynamics. In this paper we address this problem by using the bi-harmonic oscillation process and the Brownian motion components, to generate a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e161bb87ecfef736f084548878e71cf
https://doi.org/10.2139/ssrn.2590405
https://doi.org/10.2139/ssrn.2590405