In this paper, a new Poisson area-biased Ailamujia distribution has been formulated to analyse count data. It was created by combining two distributions: the Poisson and area-biased Ailamujia distributions, using the compounding technique. Several distributional properties of the formulated...

This paper proposes a causal decomposition framework for settings in which an initial regime randomization influences the timing of a treatment duration. The initial randomization and treatment affect in turn a duration outcome of interest. Our empirical application considers the survival of...

The goal of this paper is to provide a framework for understanding the appropriate time horizons for certain asset classes by quantifying their specific duration. We then use that duration framework to apply an asset-liability matching methodology across all time horizons with the goal of...

This study involved conducting a survival analysis by fitting a Cox proportional hazards model to Korea Labor Panel data to analyze the impact of parental job loss on children's delayed admission to colleges and universities in South Korea, using 376 subjects whose parental education levels were...

Customer relationship management and marketing analytics have become critical for nonlife insurers operating in highly competitive markets. As it is easier to develop an existing customer than to acquire a new one, cross-selling and retention are key activities. In this research, we focus on...

We define liquidity for corporate bonds as the expected waiting time to reduce a risk position. Our methodology addresses the fact that many bonds are liquidated quickly despite having few trades in the recent past. Building on research from the housing market, we apply survival analysis to bond...

The coronavirus pandemic was a global health crisis taking away millions of lives worldwide. People diseased by the virus, differ in the extent of severity of the infection. While it turns out to be fatal for some, for several others the extent of severity is as ordinary as common cold. These...