Time-dynamic evaluations under non-monotone information generated by marked point processes
Sign Up to like & getrecommendations! Published in 2021 at "Finance and Stochastics"
DOI: 10.1007/s00780-021-00456-5
Abstract: The information dynamics in finance and insurance applications is usually modelled by a filtration. This paper looks at situations where information restrictions apply so that the information dynamics may become non-monotone. A fundamental tool for… read more here.
Keywords: finance; generated marked; information generated; non monotone ... See more keywords
The Value of the Information That Can Be Generated: Optimizing Study Design to Enable the Study of Treatments Addressing an Unmet Need for Rare Pathogens
Sign Up to like & getrecommendations! Published in 2022 at "Open Forum Infectious Diseases"
DOI: 10.1093/ofid/ofac266
Abstract: Abstract In traditional phase 3 trials confirming safety and efficacy of new treatments relative to a comparator, a 1-sided type I error rate of 2.5% is traditionally used and typically leads to minimum sizes of… read more here.
Keywords: information generated; value information; rare pathogens; unmet need ... See more keywords