06
2019-06Study on the Feature Selection Method with the Penalized AUC Regression for the Imbalanced Data
【Keywords】
AUC regression, MCP penalty, feature selection, financial early warning system
06
2019-06Measurement of Longevity Risk of Insurer: Model, Method and Empirical Research
【Keywords】
insurer, longevity risk, mortality rate model, risk measurement method
06
2019-06Statistical Inference Problems of Non-probability Sampling under the Background of Big Data
【Keywords】
big data, non-probability sampling, statistical inference
06
2019-06Variable Selection in Strong Hierarchical Semiparametric Models for Longitudinal Data
【Keywords】
variable selection, interaction, semiparametric additive partially linear model, strong hierarchy, longitudinal data
06
2019-06Change Point Estimation for Airfare Sequence under Dynamic Pricing Strategy in Air Industry
【Keywords】
机票价格预测, 变点估计, 序列聚类模式
06
2019-06Research on China’s Scientific and Technological Innovation Cooperation Network
【Keywords】
technology innovation, web crawler, text mining, cooperation network
06
2019-06Optimal Proportional Reinsurance and Investment in Jump Diffusion Markets with No Short-selling and No Borrowing
【Keywords】
optimal reinsurance, jump-diffusion markets, HJB equation, Markov chain approximation, no short-selling and no borrowing, CARA utility function
06
2019-06Dynamic Forecasting the Mortality of China＇s Population on Quantile Auto Regression
【Keywords】
Multivariate generalized Poisson, moment estimation, maximum likelihoodestimation, hypothesis test.
06
2019-0606
2019-06Prediction of Insurance Loss Based on Zero-Adjusted Random-Effect Regression Models
【Keywords】
zero-adjusted distribution, Tweedie distribution, random effect, aggregate loss
