This paper develops a general approach to actuarial calculations in applications which can be modeled as multi-state processes. Such situations arise when beneets are payable upon a change in the status of the insured, or while the insured maintains a given status. Examples include life insurance, annuities, pensions, disability income insurance and certain types of long-term care insurance. Th...

In this paper we develop a test of the joint null hypothesis of parameter stability and a unit root within an ADF style autoregressive specification whose entire parameter structure is potentially subject to a structural break at an unknown time period. The maintained underlying null model is a linear autoregression with a unit root, stationary regressors and a constant term. As a byproduct we ...

In the Present study, attempt will be made to propose a new method for prediction of long-term essential creep of concrete utilizing some short-term creep tests under high temperature. To do so, regarding the similarities between essential creep of concrete and creep in viscoelastic materials, the time–temperature equivalence relation in viscoelastic materials is evaluated for concrete. This re...

Previous work in speech-driven head motion synthesis is centred around Hidden Markov Model (HMM) based methods and data that does not show a large variability of expressiveness in both speech and motion. When using expressive data, these systems often fail to produce satisfactory results. Recent studies have shown that using deep neural networks (DNNs) results in a better synthesis of head moti...

Many different classification tasks need to manage structured data, which are usually modeled as graphs. Moreover, these graphs can be dynamic, meaning that the vertices/edges of each graph may change during time. Our goal is to jointly exploit structured data and temporal information through the use of a neural network model. To the best of our knowledge, this task has not been addressed using...

In this paper, we describe a framework for an object-oriented modeling of meta information and its use for the integration of heterogeneous databases with the goal of their interoperation. The meta information consists of all types of information necessary to access and interoperate the participating databases. As part of the meta information, we model the common properties and differences of t...

In this paper, we describe a method for mixing an arbitrary number of discrete fixed-structure Hidden Markov Models such that we retain their collective training experience. We show that, when presented with a novel data sequence, this new mixture model converges in significantly fewer iterations than either a randomly initialized model or any one of the mixture’s component models. We also expl...

In this paper, we present a cognitive model of the production and comprehension of referring expressions in discourse. Our cognitive model incorporates the linguistic notion of accessibility and the mechanism of perspective taking to select the best referring expression to be used in a particular linguistic discourse. We discuss several predictions that follow from our implementation. On the ba...