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
Need urgent help regarding this.
I am currently working on a project involving multiple time series forecasting using R. For the forecasting process, I have monthly data available from 2019 up to 2023.
Currently, I have generated baseline forecasts using R, specifically using ARIMA and ETS models. I have attached figures depicting the behavior of one of the time series along with its corresponding forecasted values based on the applied mathematical models.
However, I am facing an issue where most of the forecasted data does not seem to capture the seasonality well. The forecasts appear to be linear rather than capturing the expected seasonal patterns.
However, I am facing an issue where most of the forecasted data does not seem to capture the seasonality well. The forecasts appear to be linear rather than capturing the expected seasonal patterns.
Code:
t_data.fit = t_data %>%
model(arima=ARIMA(Demand)
)

I have been assigned the task of performing business sales forecasting using time series analysis. However, before starting the forecasting process, I need to identify and treat the outliers in the dataset.
To achieve this, I have decided to use Seasonal Trend Decomposition (STL) with LOESS.
I would appreciate your assistance in implementing this technique using Python or R programming language.
A collection of solved examples in Pyomo environment (Python package)
The solved problems are mainly related to supply chain management and power systems.
Feel free to follow / branch / contribute

Hello,
I'm undergraduate student in my final year. I'm stuck with my thesis on how to get pareto formula because in journal only have the final function not how to get it. I used Journal from EMEL KIZILOK KARA (A Study on Modeling of Lifetime with Right-Truncated Composite LognormalPareto Distribution: Actuarial Premium Calculations). Attached are my work so far. Sorry if my english is bad. Please help me to solve this.
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.
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.