Missing variable models are typical benchmarks for new computational techniques in that the ill-posed nature of missing variable models offer a challenging testing ground for these techniques. This was the case for the EM algorithm and the Gibbs sampler, and this is also true for importance...

Identification through dialectical and aristhotelic judgments of the concordance between the built analytical reality and the empirical one assures the check of the analytical economicity’s principle.

We consider the class of graphs containing no odd hole, no odd antihole and no configuration consisting of three paths between two nodes such that any two of the paths induce a hole and at least two of the paths are of length 2. This class generalizes claw-free Berge graphs and square-free Berge...

Missing variable models are typical benchmarks for new computational techniques in that the ill-posed nature of missing variable models offer a challenging testing ground for these techniques. This was the case for the EM algorithm and the Gibbs sampler, and this is also true for importance...

Summary This study presents a first comparative analysis of Lasso-type (Lasso, adaptive Lasso, elastic net) and heuristic subset selection methods. Although the Lasso has shown success in many situations, it has some limitations. In particular, inconsistent results are obtained for pairwise...

Purpose – Enhanced risk management through the application of mathematical optimization is the next competitive‐advantage frontier for the primary‐insurance industry. The widespread adoption of catastrophe models for risk management provides the opportunity to exploit mathematical...

Purpose – Enhanced risk management through the application of mathematical optimization is the next competitive-advantage frontier for the primary-insurance industry. The widespread adoption of catastrophe models for risk management provides the opportunity to exploit mathematical optimization...