Statistical Analysis of Public Sentiment on the Ghanaian Government: A Machine Learning Approach by John Andoh, Louis Asiedu, Anani Lotsi, Charlotte Chapman-Wardy

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Machine Learning Algorithms Analysis of Synthetic Minority Oversampling Technique (SMOTE): Application to Credit Default Prediction by Emmanuel de-Graft Johnson Owusu-Ansah, Richard Doamekpor, Richard Kodzo Avuglah, Yaa Kyere Adwubi

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The Arcsine Exponentiated-X Family: Validation and Insurance Application by Wenjing He, Zubair Ahmad, Ahmed Z. Afify, Hafida Goual

“…Maximum likelihood is used to estimate the model parameters, and its performance is evaluated by two simulation studies. Actuarial measures including Value at Risk and Tail Value at Risk are derived for the ASE-W distribution. …”
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A Jump Diffusion Model with Fast Mean-Reverting Stochastic Volatility for Pricing Vulnerable Options by Joy K. Nthiwa, Ananda O. Kube, Cyprian O. Omari

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A New Neutrosophic Negative Binomial Distribution: Properties and Applications by Rehan Ahmad Khan Sherwani, Sadia Iqbal, Shumaila Abbas, Muhammad Aslam, Ali Hussein AL-Marshadi

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How to measure consumer's inconsistency in sensory testing? by László Sipos, Kolos Csaba Ágoston, Péter Biró, Sándor Bozóki, László Csató

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Recognition of Reconstructed Frontal Face Images Using FFT-PCA/SVD Algorithm by Louis Asiedu, Felix O. Mettle, Joseph A. Mensah

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Evaluating Transition Rules for Enhancing Fairness in Bonus–Malus Systems: An Application to the Saudi Arabian Auto Insurance Market by Asrar Alyafie, Corina Constantinescu, Jorge Yslas

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POT-Based Estimation of the Renewal Function of Interoccurrence Times of Heavy-Tailed Risks by Abdelhakim Necir, Abdelaziz Rassoul, Djamel Meraghni

“…Our results provide actuaries with confidence bounds for the renewal function of dangerous risks.…”
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Mixed Portmanteau Test for Diagnostic Checking of Time Series Models by Sohail Chand, Shahid Kamal

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Estimating 𝐿-Functionals for Heavy-Tailed Distributions and Application by Abdelhakim Necir, Djamel Meraghni

“…𝐿-functionals summarize numerous statistical parameters and actuarial risk measures. Their sample estimators are linear combinations of order statistics (𝐿-statistics). …”
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Conditional value-at-risk bounds for compound Poisson risks and a normal approximation by Werner Hürlimann

“…This important class of nonnormal loss distributions finds applications in actuarial science, where it is able to model the aggregate claims of an insurance-risk business.…”
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The Log-Asset Dynamic with Euler–Maruyama Scheme under Wishart Processes by Raphael Naryongo, Philip Ngare, Anthony Waititu

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European Option Pricing under Wishart Processes by Raphael Naryongo, Philip Ngare, Anthony Waititu

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Registered COVID deaths in South Africa during the first year of the SARS-CoV-2 epidemic by T A Moultrie, R Dorrington, D Bradshaw, P Groenewald

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UAV-Assisted Space-Air-Ground Integrated Networks: A Technical Review of Recent Learning Algorithms by Atefeh Hajijamali Arani, Peng Hu, Yeying Zhu

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Prevention of Peritoneal Metastases from Colon Cancer in High-Risk Patients: Preliminary Results of Surgery plus Prophylactic HIPEC by Paolo Sammartino, Simone Sibio, Daniele Biacchi, Maurizio Cardi, Fabio Accarpio, Pietro Mingazzini, Maria Sofia Rosati, Tommaso Cornali, Angelo Di Giorgio

“…Peritoneal recurrence developed in 4% of patients in the experimental group and 22% of controls without increasing morbidity (𝑃<0.05). Actuarial overall survival curves disclosed no significant differences, whereas actuarial disease-free survival curves showed a significant difference between groups (36.8 versus 21.9 months, 𝑃<0.01). …”
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An improved fuzzy time series forecasting model based on hesitant fuzzy sets by Lubna Shafi, Shilpi Jain, Praveen Agarwal, Pervaiz Iqbal, Aadil Rashid Sheergojri

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A Mathematical Model for the Growth Dynamics of Demand in the Fashion Industry within the Era of the COVID-19 Pandemic by John Awuah Addor, Anthony Joe Turkson, Douglas Yenwon Kparib

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When Inflation Causes No Increase in Claim Amounts by Vytaras Brazauskas, Bruce L. Jones, Ričardas Zitikis

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