Gastrointestinal infections significantly impact African low- and middle-income countries, although, accurate data on acute gastrointestinal illness (AGI) for all ages are lacking. This study aimed to describe the epidemiology of AGI in Ethiopia, Mozambique, Nigeria, and Tanzania. A population survey was conducted in one urban and one rural site per country, from 01 October 2020 to 30 September 2021, using web-based and face-to-face tools (n = 4417). The survey tool was adapted from high-income countries, ensuring comparability through an internationally recommended AGI case definition. Ethiopia had the highest AGI incidence (0.87 episodes per person-year), followed by Mozambique (0.58), Tanzania (0.41), and Nigeria (0.34). Age-standardized incidence was highest in Mozambique (1.46) and Ethiopia (1.25), compared to Tanzania (0.58) and Nigeria (0.33). The 4-week prevalence was 6.4% in Ethiopia and 4.3% in Mozambique, compared to 3.1% in Tanzania and 2.6% in Nigeria. AGI lasted an average of 5.3 days in Ethiopia and 3.0 to 3.4 days elsewhere. Children under five had 4.4 times higher AGI odds (95% CI: 2.8, 6.7) than those aged 15-59. The study provides empirical data on the incidence and demographic determinants of AGI in these four countries.

Hand, foot, and mouth disease (HFMD) shows spatiotemporal heterogeneity in China. A spatiotemporal filtering model was constructed and applied to HFMD data to explore the underlying spatiotemporal structure of the disease and determine the impact of different spatiotemporal weight matrices on the results. HFMD cases and covariate data in East China were collected between 2009 and 2015. The different spatiotemporal weight matrices formed by Rook, K-nearest neighbour (KNN; K = 1), distance, and second-order spatial weight matrices (SO-SWM) with first-order temporal weight matrices in contemporaneous and lagged forms were decomposed, and spatiotemporal filtering model was constructed by selecting eigenvectors according to MC and the AIC. We used MI, standard deviation of the regression coefficients, and five indices (AIC, BIC, DIC, R2, and MSE) to compare the spatiotemporal filtering model with a Bayesian spatiotemporal model. The eigenvectors effectively removed spatial correlation in the model residuals (Moran’s I < 0.2, p > 0.05). The Bayesian spatiotemporal model’s Rook weight matrix outperformed others. The spatiotemporal filtering model with SO-SWM was superior, as shown by lower AIC (92,029.60), BIC (92,681.20), and MSE (418,022.7) values, and higher R2 (0.56) value. All spatiotemporal contemporaneous structures outperformed the lagged structures. Additionally, eigenvector maps from the Rook and SO-SWM closely resembled incidence patterns of HFMD.

Predicting healthcare costs for chronic diseases is challenging for actuaries, as these costs depend not only on traditional risk factors but also on patients’ self-perception and treatment behaviors. To address this complexity and the unobserved heterogeneity in cost data, we propose a dual-structured learning statistical framework that integrates covariate clustering into finite mixture of generalized linear models, effectively handling high-dimensional, sparse, and highly correlated covariates while capturing their effects on specific subgroups. Specifically, this framework is realized by imposing a penalty on the prior similarities among covariates, and we further propose an expectation-maximization-alternating direction method of multipliers (EM-ADMM) algorithm to address the complex optimization problem by combining EM with the ADMM. This paper validates the stability and effectiveness of the framework through simulation and empirical studies. The results show that our framework can leverage shared information among high-dimensional covariates to enhance fitting and prediction accuracy, while covariate clustering can also uncover the covariates’ network relationships, providing valuable insights into diabetic patients’ self-perception data.

This article extends the validity of the conditional likelihood ratio (CLR) test developed by Moreira (2003, Econometrica 71(4), 1027-–1048) to instrumental variable regression models with unknown homoskedastic error variance and many weak instruments. We argue that the conventional CLR test with estimated error variance loses exact similarity and is asymptotically invalid in this setting. We propose a modified critical value function for the likelihood ratio (LR) statistic with estimated error variance, and prove that our modified test achieves asymptotic validity under many weak instruments asymptotics. Our critical value function is constructed by representing the LR using four statistics, instead of two as in Moreira (2003, Econometrica 71(4), 1027-–1048). A simulation study illustrates the desirable finite sample properties of our test.

We introduce the exponentially preferential recursive tree and study some properties related to the degree profile of nodes in the tree. The definition of the tree involves a radix $a\gt 0$. In a tree of size $n$ (nodes), the nodes are labeled with the numbers $1,2, \ldots ,n$. The node labeled $i$ attracts the future entrant $n+1$ with probability proportional to $a^i$.

We dedicate an early section for algorithms to generate and visualize the trees in different regimes. We study the asymptotic distribution of the outdegree of node $i$, as $n\to \infty$, and find three regimes according to whether $0 \lt a \lt 1$ (subcritical regime), $a=1$ (critical regime), or $a\gt 1$ (supercritical regime). Within any regime, there are also phases depending on a delicate interplay between $i$ and $n$, ramifying the asymptotic distribution within the regime into “early,” “intermediate” and “late” phases. In certain phases of certain regimes, we find asymptotic Gaussian laws. In certain phases of some other regimes, small oscillations in the asymototic laws are detected by the Poisson approximation techniques.

This paper introduces a method for pricing insurance policies using market data. The approach is designed for scenarios in which the insurance company seeks to enter a new market, in our case: pet insurance, lacking historical data. The methodology involves an iterative two-step process. First, a suitable parameter is proposed to characterize the underlying risk. Second, the resulting pure premium is linked to the observed commercial premium using an isotonic regression model. To validate the method, comprehensive testing is conducted on synthetic data, followed by its application to a dataset of actual pet insurance rates. To facilitate practical implementation, we have developed an R package called IsoPriceR. By addressing the challenge of pricing insurance policies in the absence of historical data, this method helps enhance pricing strategies in emerging markets.

Motivated by the investigation of probability distributions with finite variance but heavy tails, we study infinitely divisible laws whose Lévy measure is characterized by a radial component of geometric (tempered) stable type. We closely investigate the univariate case: characteristic exponents and cumulants are calculated, as well as spectral densities; absolute continuity relations are shown, and short- and long-time scaling limits of the associated Lévy processes analyzed. Finally, we derive some properties of the involved probability density functions.

Many pension plans and private retirement products contain annuity factors, converting the funds at some future time into lifelong income. In general model settings like, for example, the Li-Lee mortality model, analytical values for the annuity factors are not available and one has to rely on numerical techniques. Their computation typically requires nested simulations as they depend on the interest rate level and the mortality tables at the time of retirement. We exploit the flexibility and efficiency of feed-forward neural networks (NNs) to value the annuity factors at the time of retirement. In a numerical study, we compare our deep learning approach to (least-squares) Monte-Carlo, which can be represented as a special case of the NN.

We introduce a comprehensive method for establishing stochastic orders among order statistics in the independent and identically distributed case. This approach relies on the assumption that the underlying distribution is linked to a reference distribution through a transform order. Notably, this method exhibits broad applicability, particularly since several well-known nonparametric distribution families can be defined using relevant transform orders, including the convex and the star transform orders. Moreover, for convex-ordered families, we show that an application of Jensen’s inequality gives bounds for the probability that a random variable exceeds the expected value of its corresponding order statistic.

The newly introduced discipline of Population-Based Structural Health Monitoring (PBSHM) has been developed in order to circumvent the issue of data scarcity in “classical” SHM. PBSHM does this by using data across an entire population, in order to improve diagnostics for a single data-poor structure. The improvement of inferences across populations uses the machine-learning technology of transfer learning. In order that transfer makes matters better, rather than worse, PBSHM assesses the similarity of structures and only transfers if a threshold of similarity is reached. The similarity measures are implemented by embedding structures as models —Irreducible-Element (IE) models— in a graph space. The problem with this approach is that the construction of IE models is subjective and can suffer from author-bias, which may induce dissimilarity where there is none. This paper proposes that IE-models be transformed to a canonical form through reduction rules, in which possible sources of ambiguity have been removed. Furthermore, in order that other variations —outside the control of the modeller— are correctly dealt with, the paper introduces the idea of a reality model, which encodes details of the environment and operation of the structure. Finally, the effects of the canonical form on similarity assessments are investigated via a numerical population study. A final novelty of the paper is in the implementation of a neural-network-based similarity measure, which learns reduction rules from data; the results with the new graph-matching network (GMN) are compared with a previous approach based on the Jaccard index, from pure graph theory.

We consider a superprocess $\{X_t\colon t\geq 0\}$ in a random environment described by a Gaussian field $\{W(t,x)\colon t\geq 0,x\in \mathbb{R}^d\}$. First, we set up a representation of $\mathbb{E}[\langle g, X_t\rangle\mathrm{e}^{-\langle \,f,X_t\rangle }\mid\sigma(W)\vee\sigma(X_r,0\leq r\leq s)]$ for $0\leq s < t$ and some functions f,g, which generalizes the result in Mytnik and Xiong (2007, Theorem 2.15). Next, we give a uniform upper bound for the conditional log-Laplace equation with unbounded initial values. We then use this to establish the corresponding conditional entrance law. Finally, the excursion representation of $\{X_t\colon t\geq 0\}$ is given.

Data-based methods have gained increasing importance in engineering. Success stories are prevalent in areas such as data-driven modeling, control, and automation, as well as surrogate modeling for accelerated simulation. Beyond engineering, generative and large-language models are increasingly helping with tasks that, previously, were solely associated with creative human processes. Thus, it seems timely to seek artificial-intelligence-support for engineering design tasks to automate, help with, or accelerate purpose-built designs of engineering systems for instance in mechanics and dynamics, where design so far requires a lot of specialized knowledge. Compared with established, predominantly first-principles-based methods, the datasets used for training, validation, and test become an almost inherent part of the overall methodology. Thus, data publishing becomes just as important in (data-driven) engineering science as appropriate descriptions of conventional methodology in publications in the past. However, in mechanics and dynamics, quite widely, still traditional publishing practices are prevalent that largely do not yet take into account the rising role of data as much as that may already be the case in pure data-scientific research. This article analyzes the value and challenges of data publishing in mechanics and dynamics, in particular regarding engineering design tasks, showing that the latter raise also challenges and considerations not typical in fields where data-driven methods have been booming originally. Researchers currently find barely any guidance to overcome these challenges. Thus, ways to deal with these challenges are discussed and a set of examples from across different design problems shows how data publishing can be put into practice.

In this paper, we consider estimating spot/instantaneous volatility matrices of high-frequency data collected for a large number of assets. We first combine classic nonparametric kernel-based smoothing with a generalized shrinkage technique in the matrix estimation for noise-free data under a uniform sparsity assumption, a natural extension of the approximate sparsity commonly used in the literature. The uniform consistency property is derived for the proposed spot volatility matrix estimator with convergence rates comparable to the optimal minimax one. For high-frequency data contaminated by microstructure noise, we introduce a localized pre-averaging estimation method that reduces the effective magnitude of the noise. We then use the estimation tool developed in the noise-free scenario and derive the uniform convergence rates for the developed spot volatility matrix estimator. We further combine kernel smoothing with the shrinkage technique to estimate the time-varying volatility matrix of the high-dimensional noise vector. In addition, we consider large spot volatility matrix estimation in time-varying factor models with observable risk factors and derive the uniform convergence property. We provide numerical studies including simulation and empirical application to examine the performance of the proposed estimation methods in finite samples.

Online customer feedback management (CFM) is becoming increasingly important for businesses. Providing timely and effective responses to guest reviews can be challenging, especially as the volume of reviews grows. This paper explores the response process and the potential for artificial intelligence (AI) augmentation in response formulation. We propose an orchestration concept for human–AI collaboration in co-writing within the hospitality industry, supported by a novel NLP-based solution that combines the strengths of both human and AI. Although complete automation of the response process remains out of reach, our findings offer practical implications for improving response speed and quality through human–AI collaboration. Additionally, we formulate policy recommendations for businesses and regulators in CFM. Our study provides transferable design knowledge for developing future CFM products.

In recent decades, analysing the progression of mortality rates has become very important for both public and private pension schemes, as well as for the life insurance branch of insurance companies. Traditionally, the tools used in this field were based on stochastic and deterministic approaches that allow extrapolating mortality rates beyond the last year of observation. More recently, new techniques based on machine learning have been introduced as alternatives to traditional models, giving practitioners new opportunities. Among these, neural networks (NNs) play an important role due to their computation power and flexibility to treat the data without any probabilistic assumption. In this paper, we apply multi-task NNs, whose approach is based on leveraging useful information contained in multiple related tasks to help improve the generalized performance of all the tasks, to forecast mortality rates. Finally, we compare the performance of multi-task NNs to that of existing single-task NNs and traditional stochastic models on mortality data from 17 different countries.

The conditional expectation $m_{X}(s)=\mathrm{E}[X|S=s]$, where X and Y are two independent random variables with $S=X+Y$, plays a key role in various actuarial applications. For instance, considering the conditional mean risk-sharing rule, $m_X(s)$ determines the contribution of the agent holding the risk X to a risk-sharing pool. It is also a relevant function in the context of risk management, for example, when considering natural capital allocation principles. The monotonicity of $m_X(\!\cdot\!)$ is particularly significant under these frameworks, and it has been linked to log-concave densities since Efron (1965). However, the log-concavity assumption may not be realistic in some applications because it excludes heavy-tailed distributions. We consider random variables with regularly varying densities to illustrate how heavy tails can lead to a nonmonotonic behavior for $m_X(\!\cdot\!)$. This paper first aims to identify situations where $m_X(\!\cdot\!)$ could fail to be increasing according to the tail heaviness of X and Y. Second, the paper aims to study the asymptotic behavior of $m_X(s)$ as the value s of the sum gets large. The analysis is then extended to zero-augmented probability distributions, commonly encountered in applications to insurance, and to sums of more than two random variables and to two random variables with a Farlie–Gumbel–Morgenstern copula. Consequences for risk sharing and capital allocation are discussed. Many numerical examples illustrate the results.

Gaussian random polytopes have received a lot of attention, especially in the case where the dimension is fixed and the number of points goes to infinity. Our focus is on the less-studied case where the dimension goes to infinity and the number of points is proportional to the dimension d. We study several natural quantities associated with Gaussian random polytopes in this setting. First, we show that the expected number of facets is equal to $C(\alpha)^{d+o(d)}$, where $C(\alpha)$ is some constant which depends on the constant of proportionality $\alpha$. We also extend this result to the expected number of k-facets. We then consider the more difficult problem of the asymptotics of the expected number of pairs of estranged facets of a Gaussian random polytope. When the number of points is 2d, we determine the constant C such that the expected number of pairs of estranged facets is equal to $C^{d+o(d)}$.