On a Theorem of Wald and Wolfowitz on Randomization in Statistics.
On Markovian decision processes with unbounded rewards
On the experience utilization in statistical decisions
On the reducibility of a set of statistical hypotheses
On the use of the art of conjecture in juridical matters: what about (political) economics? (De usu artis conjectandi in jure: quid de oeconomia (politica)?)
Optimal choice of a statistical model: a discussion of the Akaike and classical approaches
Optimal sequential multiple hypothesis testing in presence of control variables
Suppose that at any stage of a statistical experiment a control variable that affects the distribution of the observed data at this stage can be used. The distribution of depends on some unknown parameter , and we consider the problem of testing multiple hypotheses , , allowing the data to be controlled by , in the following sequential context. The experiment starts with assigning a value to the control variable and observing as a response. After some analysis, another value for...
Optimal streams of premiums in multiperiod credibility models
Optimal arrangement of a stream of insurance premiums for a multiperiod insurance policy is considered. In order to satisfy solvency requirements we assume that a weak Axiom of Solvency is satisfied. Then two optimization problems are solved: finding a stream of net premiums that approximates optimally 1) future claims, or 2) "anticipating premiums". It is shown that the resulting optimal streams of premiums enable differentiating between policyholders much more quickly than one-period credibility...
Original title unknown