Science topic

# Actuarial Mathematics - Science topic

Explore the latest questions and answers in Actuarial Mathematics, and find Actuarial Mathematics experts.

Questions related to Actuarial Mathematics

Hi frds,

What calculation formula and hypotheses do actuaries currently use for the assessment of the impact of Covid and Long Covid on life expectancy in years?

How long does it historically take to integrate new diseases in formulas? 2 years? 5 years? 15 years?

Cherish your feedback.

I am working on portfolio optimization using lower partial moment of order 1, can someone help me how to implement LPM-1 in excel sheet using "tau" as my threshold value as 0.00% and order (n) as 1.

Thank you all in advance for your contributions to my question.

How to find the distance from C to S in this 3D Ellipsoid .And the how to get the distance D between two foci ? Let say coordiantes a=5, b=4, c=4.

Question 3. The Distance between -C to S and between S to C must be equal to 2a. Can anyone solve it with example please?

I have a function as follows:

y= a*x^b

a=7e-5

b=-0.755

I attached a simple graph of the function. As it is apparent from the graph the CURVATURE of the function increases from ZERO to a finite value (around x=0.1-0.2) and then it decreases to reach a value of ZERO. I did my best to draw the CURVATURE of this function using the following formula:

K=f"/(1+f'^2)^1.5

However, using this formula I could not reach the predictable trend of the curvature. Do you have any idea what is the problem?

I can work with MATLAB and Excel.

Your help is appreciated in advance.

Kind regards,

Ebrahim

Do you think that the iThenticate/CrossCheck/Similarity Index would cause heavy and serious confusion in mathematics? Even destroy, ruin, damage Mathematics? Our mathematics and mathematicians should follow and inherite symbols, phrases, terminology, notions, notations in previous papers, but now we have to change these to avoid, to escape, to hide, to decrease the iThenticate/CrossCheck/Similarity Index! It’s very ridiculous for mathematics and mathematicians! Mathematics is disappearing! being damaged!

After estimating an ARDL model in eviews, you can ask for the long run coefficients by clicking view > coefficients diagnostic > long run form and bound test. My question is: how standard errors of the long run coefficients are calculated?
I know they are related to "Delta method" and I tried to search more about it and how standard errors of the long run coefficients are calculated in eviews user guide, but I couldn't.

I would appreciate any guide in how to calculate standard errors of the long coefficients.

Thanks & regards.

**Some of students ask me to give the applications of mathematics in real life. What are some of the interesting applications of mathematics in real life? Could you please share your knowledge about this issue.**

**Thank you very much in advance for your cooperation.**

In linear stability analysis of double diffusive convection can anyone please tell that how perturbation equations (1) in the link is achieved. I am confused.

Hi RGaters,

Does anyone know how to modify the order in a sample to modify Kendall's tau value(s) ? Let me clarify what I am looking for. Consider that we have N realizations of K random variables. Each realizations of the group of K variables is independent from the other ones. Inside this realization, the K variables might be independent or not, we do not really care. They even can follow different distributions. The question is the following : from any sample (size N x K) that we call M, can I exchange the places of M[i_1,1] with M[i_2,1], M[i_3,2] with M[i_4,2] and so on, possibly coming back to the first column with an interative algorithm to finally obtain as a result a new (rearranged) sample M' where tau[1,2] = first wanted value, tau[1,3] = second wanted value, and so on,

*i.e.*can I get rearranged data to get a desired tau-matrix. If yes, any algorithm to suggest ?I used Cholesky method to do the same thing to reach a desired Pearson-correlation matrix, but I have to admit I'm facing a wall on this issue right now.

Any help is welcome !

What are the latest research on bath tub shaped failure rate functions?

It is well know that each Borel measure

**m**on metric space is regular, i.e. for Borel set**A**and any**d>0**there are open set**G**and close set**F**, such that**F\subset A\subset G**and**m(G\F)<d.**Is there constructive proof of this fact in the sense that using set A we can build up the sets**F**and**G**? Is there procedure of building**F**and**G**?At the moment I am trying to judge the validity of a model assuming a CARA-Utility-Function. And I vaguely remember that experimental results usually suggest decreasing absolute risk aversion.

Unfortunately I cannot find any literature on estimations of risk-aversion and its behavior when stakes get higher at all.

Are there papers like this?

Thanks for your help!

Michael

Solve for B, t1, t2

A1 =B.e^pt1

A2=B.e^pt2 .

t2 - t1 = c ; known constant.

p also another known constant.

Any method is acceptable.