Scholarly Commons @ MU
Miljkovic, Tatjana
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miljkot
Recent Submissions
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Extending Composite Loss Models Using a General Framework of Advanced Computational Tools
Composite models have a long history in actuarial science because they provide a flexible method of curve-fitting for heavy-tailed insurance losses. The ongoing research in this area continuously suggests methodological ... -
Modeling Impact of Natural Hazard- Induced Disasters on Income Distribution in the United States
Economic damage due to hurricane activities has been shown to impact income inequality in the coastal states of the United States. We consider 17 other natural hazards, in addition to hurricanes, that affected the ... -
A new analysis of VIX using mixture of regressions: Examination and short-term forecasting for the S & P 500 market
A novel approach to the analysis of S & P 500 market fluctuations is proposed using a K‐component mixture of regressions model. The Barndorff‐Nielsen and Shephard stochastic model is employed where the estimates of jumps ... -
On Two Mixture-Based Clustering Approaches Used in Modeling an Insurance Portfolio
We review two complementary mixture-based clustering approaches for modeling unobserved heterogeneity in an insurance portfolio: the generalized linear mixed cluster-weighted model (CWM) and mixture-based clustering for ... -
Examining the Impact on Mortality Arising from Climate Change: Important Findings for the Insurance Industry
In this paper, we analyze the impact on overall mortality rates for the general US population arising from climate change and the weather events resulting in property damages for the period 1968–2013. We develop a fixed ... -
An evaluation of the reconstructed coefficient of determination and potential adjustments
Previously, a method was proposed for calculating a reconstructed coefficient of determination in the case of right-censored regression using the expectation–maximization (EM) algorithm. This measure is assessed via ... -
Fouling-Release Performance of Silicone Oil-Modified SiloxanePolyurethane Coatings
The effect of incorporation of silicone oils into a siloxanepolyurethane fouling-release coatings system was explored. Incorporation of phenylmethyl silicone oil has been shown to improve the fouling-release performance ... -
Modeling loss data using mixtures of distributions
In this paper, we propose an alternative approach for flexible modeling of heavy tailed, skewed insurance loss data exhibiting multimodality, such as the well-known data set on Danish Fire losses. Our approach is based on ... -
Redefining standards for body mass index of the US population based on BRFSS data using mixtures
Using body mass index (BMI) data from 2012 Behavioral Risk Factor Surveillance System, we test a spectrum of single parametric skewed distributions as well as Gaussian mixture densities to determine best distributional ... -
UTILIZATION OF MODIFIED WHEAT AND TAPIOCA STARCHES AS FAT REPLACEMENTS IN BREAD FORMULATION
Using fat in bread production is expensive, and from the diet point of view, it counts as high caloric food. Since obesity is a significant problem in the USA and many other countries, food industries are turning to the ... -
Modeling veterans’ health benefit grants using the expectation maximization algorithm
A novel application of the expectation maximization (EM) algorithm is proposed for modeling rightcensored multiple regression. Parameter estimates, variability assessment, and model selection are summarized in a multiple ... -
Market Information on Sourcing Cellulosic Feedstock for Biofuel Production in Northern Plains Region of the United States
This study investigates the availability crop residues within 100 mile radius of a potential biorefinery in southeast North Dakota. Due to the lack of market information on biomass residue supply, we conducted farm focus ... -
The Logistics of Supplying Single vs. Multi-crop Cellulosic Feedstocks to a Biorefinery in Southeast North Dakota
This study investigates the economics of supplying cellulosic crop residue feedstocks within 100 mile (or 161 km) radius of a potential new biorefinery in southeast North Dakota. We utilize linear programming transportation ... -
Modeling Impact of Hurricane Damages on Income Distribution in the Coastal U.S.
This article examines the impact of catastrophic hurricane events on income distribution in hurricane states in the United States. Media claims have been made and the perception created that the most damaging impact ...
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