Given the availability of large longitudinal data sets on human height and weight, different modelling approaches are at hand to access quantities of interest relating to important diagnostic aims.

Discover how credibility theory helps actuaries use historical data to estimate risks and set insurance premiums; learn how ...

We propose a new approach for estimating operational risk models under the loss distribution approach from historically observed losses. Our method is based on extreme value theory and, being Bayesian ...

In cohort studies with common outcomes, the odds ratio estimated from a logistic regression analysis is often interpreted as an indirect estimate of the risk ratio. In such settings, the odds ratio ...

We suggest a new method for integrating volatility information for estimating the value-at-risk and conditional value-at-risk of a portfolio. This new method is developed from the perspective of ...