138 citations
- Universidade Federal de Santa CatarinaBR10 papers
- Northern Illinois UniversityUS9 papers
- Institut national de recherche en sciences et technologies du numériqueFR7 papers
- Instituto Nacional de Matemática Pura e AplicadaBR6 papers
- Universidade de São PauloBR6 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR4 papers
- Centre National de la Recherche ScientifiqueFR4 papers
- École PolytechniqueFR4 papers
- Imperial College LondonGB4 papers
- Brazilian Society of Computational and Applied MathematicsBR3 papers
- Georgia Institute of TechnologyUS3 papers
- Institute of Science and Technology AustriaAT3 papers
8 papers · 1 filter
Modelling dependence within and across run-off triangles for claims reserving
Luis E. Nieto-Barajas, Rodrigo S. Targino
We propose a stochastic model for claims reserving that captures dependence along development years within a single triangle. This dependence is of autoregressive form of order …
Matching Estimators with Few Treated and Many Control Observations
Bruno Ferman
We analyze the properties of matching estimators when there are few treated, but many control observations. We show that, under standard assumptions, the nearest neighbor matching…
State constrained control-affine parabolic problems II: Second order sufficient optimality conditions
M. Soledad Aronna, J. -Frédéric Bonnans, Axel Kröner
In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The stat…
A library to compute the density of the distance between a point and a random variable uniformly distributed in some sets
Vincent Guigues
In [3], algorithms to compute the density of the distance to a random variable uniformly distributed in (a) a ball, (b) a disk, (c) a line segment, or (d) a polygone were introduce…
Smoothing quantile regressions
Marcelo Fernandes, Emmanuel Guerre, Eduardo Horta
We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regr…
Meta-analysis of Bayesian analyses
Paul Blomstedt, Diego Mesquita, Omar Rivasplata +4
Meta-analysis aims to generalize results from multiple related statistical analyses through a combined analysis. While the natural outcome of a Bayesian study is a posterior distri…