SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES
Sign Up to like & getrecommendations! Published in 2019 at "ASTIN Bulletin"
DOI: 10.1017/asb.2019.24
Abstract: Abstract Using risk-reducing properties of conditional expectations with respect to convex order, Denuit and Dhaene [Denuit, M. and Dhaene, J. (2012). Insurance: Mathematics and Economics 51, 265–270] proposed the conditional mean risk sharing rule to… read more here.
Keywords: risk sharing; risk; insurance; mean risk ... See more keywords
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity
Sign Up to like & getrecommendations! Published in 2020 at "Biometrika"
DOI: 10.1093/biomet/asaa036
Abstract: Envelopes have been proposed in recent years as a nascent methodology for sufficient dimension reduction and efficient parameter estimation in multivariate linear models. We extend the classical definition of envelopes in Cook et al. (2010)… read more here.
Keywords: estimation; standard envelope; envelope; heteroscedasticity ... See more keywords
Estimation in Poisson Noise: Properties of the Conditional Mean Estimator
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Transactions on Information Theory"
DOI: 10.1109/tit.2020.2979978
Abstract: This paper considers estimation of a random variable in Poisson noise with signal scaling coefficient and dark current as explicit parameters of the noise model. Specifically, the paper focuses on properties of the conditional mean… read more here.
Keywords: dark current; conditional mean; mean estimator; poisson noise ... See more keywords
A Generalized Conditional Mean Spectrum and Its Application for Intensity-Based Assessments of Seismic Demands
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DOI: 10.1193/040416eqs050m
Abstract: When the response of a structure is influenced significantly by multiple vibration modes, the seismic demands determined by response history analyses with ground motions selected to match a single conditional mean spectrum (CMS) may be… read more here.
Keywords: generalized conditional; spectrum; mean spectrum; conditional mean ... See more keywords
Urinary Sodium Excretion and Obesity Markers among Bangladeshi Adult Population: Pooled Data from Three Cohort Studies
Sign Up to like & getrecommendations! Published in 2022 at "Nutrients"
DOI: 10.3390/nu14143000
Abstract: We evaluated the relationship of urinary sodium excretion with a conditional mean, 10th and 90th percentiles of body mass index (BMI), and waist circumference among 10,034 person-visits of Bangladeshi population. We fitted linear mixed models… read more here.
Keywords: increase; sodium excretion; conditional mean; sodium ... See more keywords