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    <title>Pinboard (dvse)</title>
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    <description>recent bookmarks from dvse</description>
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      <rdf:Seq>	<rdf:li rdf:resource="http://www.casact.org/pubs/proceed/proceed99/99317.pdf"/>
	<rdf:li rdf:resource="http://www.mth.kcl.ac.uk/~teemu/cof.pdf"/>
	<rdf:li rdf:resource="http://economics.mit.edu/files/5810"/>
	<rdf:li rdf:resource="http://arxiv.org/abs/1112.0698"/>
	<rdf:li rdf:resource="http://www.columbia.edu/~mh2078/DiscreteTimeFinance.html"/>
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  </channel><item rdf:about="http://www.casact.org/pubs/proceed/proceed99/99317.pdf">
    <title>A Systematic Relationship between Minimum Bias and Generalized Linear Models</title>
    <dc:date>2012-07-12T05:35:22+00:00</dc:date>
    <link>http://www.casact.org/pubs/proceed/proceed99/99317.pdf</link>
    <dc:creator>dvse</dc:creator><description><![CDATA[Those were the days when insurance was one of the most complex applications of statistics around.]]></description>
<dc:subject>actuarial statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:dvse/b:130311a6a41c/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:dvse/t:actuarial"/>
	<rdf:li rdf:resource="https://pinboard.in/u:dvse/t:statistics"/>
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<item rdf:about="http://www.mth.kcl.ac.uk/~teemu/cof.pdf">
    <title>Introduction to convex optimization in financial markets</title>
    <dc:date>2012-06-30T12:01:39+00:00</dc:date>
    <link>http://www.mth.kcl.ac.uk/~teemu/cof.pdf</link>
    <dc:creator>dvse</dc:creator><description><![CDATA[Intro by Teemu Pennainen. Much of "mathematical finance" is best viewed as a collection of optimization problems (duality between "probabilities" and portfolio weights). ]]></description>
<dc:subject>convex_optimization actuarial finance economics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:dvse/b:7573c786e138/</dc:identifier>
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	<rdf:li rdf:resource="https://pinboard.in/u:dvse/t:finance"/>
	<rdf:li rdf:resource="https://pinboard.in/u:dvse/t:economics"/>
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<item rdf:about="http://economics.mit.edu/files/5810">
    <title>Selection in Insurance Markets: Theory and Empirics in Pictures</title>
    <dc:date>2012-05-09T14:32:45+00:00</dc:date>
    <link>http://economics.mit.edu/files/5810</link>
    <dc:creator>dvse</dc:creator><description><![CDATA[Over the last decade, however, empirical work on selection in insurance markets has gained considerable momentum, and a fairly extensive (and still growing) empirical literature on the topic has emerged. This research has found that adverse selection exists in some insurance markets but not in others. It has also uncovered examples of markets that exhibit “advantageous selection”—a phenomenon not considered by the original theory, and one that has different consequences for equilibrium insurance allocation and optimal public policy than the classical case of adverse selection. Researchers have also taken steps toward estimating the welfare consequences of detected selection and of potential public policy interventions."]]></description>
<dc:subject>actuarial economics adverse_selection</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:dvse/b:0b2674772fb3/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:dvse/t:actuarial"/>
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<item rdf:about="http://arxiv.org/abs/1112.0698">
    <title>[1112.0698] Machine Learning with Operational Costs</title>
    <dc:date>2012-02-13T12:37:03+00:00</dc:date>
    <link>http://arxiv.org/abs/1112.0698</link>
    <dc:creator>dvse</dc:creator><description><![CDATA[Something not quite right about this - a distribution over the models would in principle capture all the relevant information for the planning subproblem - no need for joint optimization.]]></description>
<dc:subject>machine_learning decision_theory operations_research actuarial optimization</dc:subject>
<dc:identifier>https://pinboard.in/u:dvse/b:bc98d52806de/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:dvse/t:machine_learning"/>
	<rdf:li rdf:resource="https://pinboard.in/u:dvse/t:decision_theory"/>
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<item rdf:about="http://www.columbia.edu/~mh2078/DiscreteTimeFinance.html">
    <title>Financial Engineering: Discrete-Time Models (IEOR E4706)</title>
    <dc:date>2012-02-13T12:25:57+00:00</dc:date>
    <link>http://www.columbia.edu/~mh2078/DiscreteTimeFinance.html</link>
    <dc:creator>dvse</dc:creator><description><![CDATA[A concise introduction to discrete time "asset pricing". Doesn't make clear distinctions between marginal/equivalence pricing in "incomplete markets" or present "risk neutral probabilities" as dual variables]]></description>
<dc:subject>actuarial finance asset_pricing stochastic_optimization</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:dvse/b:a506defc7e17/</dc:identifier>
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	<rdf:li rdf:resource="https://pinboard.in/u:dvse/t:stochastic_optimization"/>
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<item rdf:about="http://journals.cambridge.org/action/displayAbstract?fromPage=online&amp;aid=3140568">
    <title>On a New Method of Graduation</title>
    <dc:date>2012-02-13T11:06:57+00:00</dc:date>
    <link>http://journals.cambridge.org/action/displayAbstract?fromPage=online&amp;aid=3140568</link>
    <dc:creator>dvse</dc:creator><description><![CDATA[Whittaker introduces 1D smoothing in 1922, complete with the Bayesian derivation.   There is an earlier German paper with a similar model.]]></description>
<dc:subject>actuarial splines smoothing regression statistics via:cshalizi</dc:subject>
<dc:identifier>https://pinboard.in/u:dvse/b:1c749ed847aa/</dc:identifier>
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