Journal: Annual Review of Statistics and Its Application

Abbreviation

Publisher

Annual Reviews

Journal Volumes

ISSN

2326-831X
2326-8298

Description

Filters

2014 - 201982020 - 20221
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Publications 1 - 9 of 9
  • Recent Challenges in Actuarial Science
    Item type: Journal Article
    Embrechts, Paul; Wüthrich, Mario V. (2022)
    Annual Review of Statistics and Its Application
    For centuries, mathematicians and, later, statisticians, have found natural research and employment opportunities in the realm of insurance. By definition, insurance offers financial cover against unforeseen events that involve an important component of randomness, and consequently, probability theory and mathematical statistics enter insurance modeling in a fundamental way. In recent years, a data deluge, coupled with ever-Advancing information technology and the birth of data science, has revolutionized or is about to revolutionize most areas of actuarial science as well as insurance practice. We discuss parts of this evolution and, in the case of non-life insurance, show how a combination of classical tools from statistics, such as generalized linear models and, e.g., neural networks contribute to better understanding and analysis of actuarial data. We further review areas of actuarial science where the cross fertilization between stochastics and insurance holds promise for both sides. Of course, the vastness of the field of insurance limits our choice of topics; we mainly focus on topics closer to our main areas of research.
  • Statistical methods for large ensembles of super-resolution stochastic single particle trajectories in cell biology
    Item type: Review Article
    Hoze, Nathanaël; Holcman, David (2017)
    Annual Review of Statistics and Its Application
  • Statistics and Quantitative Risk Management for Banking and Insurance
    Item type: Journal Article
    Embrechts, Paul; Hofert, Marius (2014)
    Annual Review of Statistics and Its Application
  • Review of State-Space Models for Fisheries Science
    Item type: Review Article
    Aeberhard, William H.; Mills Flemming, Joanna; Nielsen, Anders (2018)
    Annual Review of Statistics and Its Application
    Fisheries science is concerned with the management and understanding of the raising and harvesting of fish. Fish stocks are assessed using biological and fisheries data with the goal of estimating either their total population or biomass. Stock assessment models also make it possible to predict how stocks will respond to varying levels of fishing pressure in the future. Such tools are essential with overfishing now reducing stocks and employment worldwide, with in turn many serious social, economic, and environmental implications. Increasingly, a state-space framework is being used in place of deterministic and standard parametric stock assessment models. These efforts have not only had considerable impact on fisheries management but have also advanced the supporting statistical theory and inference tools as well as the required software. An application of such techniques to the North Sea cod stock highlights what should be considered best practices for science-based fisheries management.
  • Social Network Modeling
    Item type: Journal Article
    Amati, Viviana; Lomi, Alessandro; Mira, Antonietta (2018)
    Annual Review of Statistics and Its Application
  • Causal Structure Learning
    Item type: Journal Article
    Heinze-Deml, Christina; Maathuis, Marloes H.; Meinshausen, Nicolai (2018)
    Annual Review of Statistics and Its Application
  • Particle Filters and Data Assimilation
    Item type: Journal Article
    Fearnhead, Paul; Künsch, Hans R. (2018)
    Annual Review of Statistics and Its Application
  • High-Dimensional Statistics with a View Toward Applications in Biology
    Item type: Journal Article
    Bühlmann, Peter; Kalisch, Markus; Meier, Lukas (2014)
    Annual Review of Statistics and Its Application
  • Structure learning in graphical modeling
    Item type: Review Article
    Drton, Mathias; Maathuis, Marloes H. (2017)
    Annual Review of Statistics and Its Application
Publications 1 - 9 of 9