Science Journal of Applied Mathematics and Statistics

Archive

Volume 3, Issue 1, February 2015

  • Linear Regression, Fundamental Issue in Training and Application of Engineering

    Luz Elva Marín Vaca, Martha Lilia Domínguez Patiño, Nadia Lara Ruiz, Miguel Aguilar Cortes

    Issue: Volume 3, Issue 1, February 2015
    Pages: 1-5
    Received: 9 December 2014
    Accepted: 19 December 2014
    Published: 20 January 2015
    DOI: 10.11648/j.sjams.20150301.11
    Downloads:
    Views:
    Abstract: In this paper the impact on student learning in teaching linear regression and correlation analyzes, making use of new information technologies (ICT) to support Project Descartes through tasks; that allow students to research results type of scatterplot equation of the line, analysis determining prognostic variables. To conduct this research took i... Show More
    Download PDF
    View Online

  • A Power Law Extrapolation – Interpolation Method for IBNR Claims Reserving

    Werner Hürlimann

    Issue: Volume 3, Issue 1, February 2015
    Pages: 6-13
    Received: 13 January 2015
    Accepted: 22 January 2015
    Published: 2 February 2015
    DOI: 10.11648/j.sjams.20150301.12
    Downloads:
    Views:
    Abstract: To calculate claims reserves more frequently than the usual yearly periods for which ultimate loss development factors are available, it is necessary to perform an extrapolation prior to the time marking the end of the first development year and an interpolation for each successive development year. A simple power law extrapolation – interpolation ... Show More
    Download PDF
    View Online

  • Estimating Default Correlations Using Simulated Asset Values

    Osei Antwi, Dadzie Joseph, Louis Appiah Gyekye

    Issue: Volume 3, Issue 1, February 2015
    Pages: 14-21
    Received: 7 January 2015
    Accepted: 21 January 2015
    Published: 2 February 2015
    DOI: 10.11648/j.sjams.20150301.13
    Downloads:
    Views:
    Abstract: We outline the ingredients necessary to compute the Joint Default Probability from which we obtain Default Correlation, an important risk quantity in the determination of Internal Rating Based Approach in Basel II and III documents on banking supervision and regulations. We discuss Merton’s structural approach of which one key drawback is the diffi... Show More
    Download PDF
    View Online

  • The Common Principal Component (CPC) Approach to Functional time Series (FTS) Models

    Farah Yasmeen

    Issue: Volume 3, Issue 1, February 2015
    Pages: 22-26
    Received: 11 January 2015
    Accepted: 1 February 2015
    Published: 9 February 2015
    DOI: 10.11648/j.sjams.20150301.14
    Downloads:
    Views:
    Abstract: The functional time series (FTS) models are used for analyzing, modeling and forecasting age-specific mortality rates. However, the application of these models in presence of two or more groups within similar populations needs some modification. In these cases, it is desirable for the disaggregated forecasts to be coherent with the overall forecast... Show More
    Download PDF
    View Online

About Us

Science Publishing Group (SciencePG) is an Open Access publisher, with more than 300 online, peer-reviewed journals covering a wide range of academic disciplines.

Learn More About SciencePG

Products

Information

Important Link

Copyright © 2012 -- 2024 Science Publishing Group – All rights reserved.