Results overview: Found 4 records in 0.02 seconds.
Articles, 1 records found
Research literature, 3 records found
Articles 1 records found  
1.
26 p, 788.6 KB Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance / Piulachs, Xavier (Universitat de Barcelona. Departament d'Econometria) ; Alemany Leira, Ramon (Universitat de Barcelona. Departament d'Econometria) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Rizopoulos, Dimitris (Erasmus University Medical Center (Rotterdam, Països Baixos). Department of Biostatistics)
Aging societies have given rise to important challenges in the field of health insurance. Elderly policyholders need to be provided with fair premiums based on their individual health status, whereas insurance companies want to plan for the potential costs of tackling lifetimes above mean expectations. [...]
2017 - 10.2436/20.8080.02.63
SORT : statistics and operations research transactions, Vol. 41 Núm. 2 (July-December 2017) , p. 347-372 (Articles)  

Research literature 3 records found  
1.
36 p, 220.8 KB Estimating extreme value cumulative distribution functions using bias-corrected kernel approaches / Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Bahraoui, Zuhair (Universitat de Barcelona. Departament d'Econometria) ; Alemany Leira, Ramon (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
We propose a new kernel estimation of the cumulative distribution function based on transformation and on bias reducing techniques. We derive the optimal bandwidth that minimises the asymptotic integrated mean squared error. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2015 (XREAP ; 2015-01)  
2.
40 p, 347.8 KB Nonparametric estimation of Value-at-Risk / Alemany Leira, Ramon (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
A method to estimate an extreme quantile that requires no distributional assumptions is presented. The approach is based on transformed kernel estimation of the cumulative distribution function (cdf). [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2012 (XREAP ; 2012-19)  
3.
35 p, 646.9 KB Prediction of the economic cost of individual long-term care in the Spanish population / Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Alemany Leira, Ramon (Universitat de Barcelona. Departament d'Econometria) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
Pensions together with savings and investments during active life are key elements of retirement planning. Motivation for personal choices about the standard of living, bequest and the replacement ratio of pension with respect to last salary income must be considered. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2010 (XREAP ; 2010-8)  

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