Browsing by Author "Sriram, Karthik"
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A Bayesian quantile regression model for insurance company costs data
Sriram, Karthik; Shi, P.; Ghosh, P. (Blackwell Publishing Ltd, 2016)We examine the average cost function for property and casualty insurers. The cost function describes the relationship between a firm's minimum production cost and outputs. A comparison of cost functions could shed light ... -
A Bayesian quantile regression model for insurance company costs data
Sriram, Karthik; Shi, Peng; Ghosh, Pulak (John Wiley & Sons, Inc., 2015)We examine the average cost function for property and casualty insurers. The cost function describes the relationship between a firm's minimum production cost and outputs. A comparison of cost functions could shed light ... -
ET Top List: Are Women Getting an Equal Shot?
Sriram, Karthik (Indian Institute of Management, Ahmedabad, 2014)This case has been designed to introduce students to basic concepts and definitions of probability theory such as sample space, probabilities, probability of unions, independence, conditional probability etc. The objective ... -
IBNR loss forecasting for Indian insurance companies - analysis of IBNR loss forecasting for Indian insurance companies and related regulatory reporting
Yayavaram, Anish Pratik (Indian Institute of Management Ahmedabad, 2020)Insurance is an inherently risky industry, since its fundamental premise is centered around people paying “premiums” to offset their exposure to various specific categories of risk by placing the burden of that risk on an ... -
Impact of security expenditures in military alliances on violence from non-state actors: evidence from India
Gupta, Dhruv; Sriram, Karthik (Elsevier pvt ltd., 2018-04-05)In this paper, we investigate the impact of security expenditures from military alliances involving third-party intervention on violent incidents from non-state actors. Our main learning is a rather surprising factthat at ... -
Multitype branching process: extensions, inferences and applications
Yadav, Sumit Kumar (Indian Institute of Management Ahmedabad, 2020)The idea of a simple branching process is that a parent produces offsprings. They then further take the role of parents and produce o springs, and the processes continue either until infinity or until extinction. We relax ... -
Non-euclidean analytics: inference, learning and applications
Majumdar, Sourav (Indian Institute of Management Ahmedabad, 2023)"Several classical statistical approaches assume that the data lives in a Euclidean space. However, such methods do not apply to non-Euclidean data. In this dissertation, we develop methods and theory to analyse certain ... -
On Bayesian quantile regression using a pseudo-joint asymmetric laplace likelihood
Sriram, Karthik; Ramamoorthi, R. V.; Ghosh, P. (Indian Statistical Institute, 2016)We consider a pseudo-likelihood for Bayesian estimation of multiple quantiles as a function of covariates. This arises as a simple product of multiple asymmetric Laplace densities (ALD), each corresponding to a particular ... -
On posterior concentration in misspecified models
R. V, Ramamoorthi; Sriram, Karthik; Ryan, Martin (International Society for Bayesian Analysis, 2015)We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed (i.i.d.i.i.d.) misspecified models. More specifically, we study the concentration of the posterior ... -
On posterior concentration in misspecified models
Sriram, Karthik; Ramamoorthi, R. V.; Martin, R. (Bayesian Analysis, 2015)We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed (i.i.d.) misspecified models. More specifically, we study the concentration of the posterior distribution ... -
Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric laplace density
Sriram, Karthik; Ramamoorthi, R. V.; Ghosh, Pulak (Bayesian Analysis, 2013)We explore an asymptotic justification for the widely used and empirically verified approach of assuming an asymmetric Laplace distribution (ALD) for the response in Bayesian Quantile Regression. Based on empirical ... -
Regulatory reforms and state supervised corporate bankruptcy reorganization
Abidi, Qambar (Indian Institute of Management Ahmedabad, 2019)Bankruptcy code is an important determinant of the balance of control between creditors and debtors, during the state-supervised bankruptcy resolution process. In this thesis, across three essays, we study two bankruptcy ... -
A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric laplace density
Sriram, Karthik (Elsevier, 2015)A sandwich likelihood correction is proposed to remedy an inferential limitation of the Bayesian quantile regression approach based on the misspecified asymmetric Laplace density, by leveraging the benefits of the approach. ... -
A sandwich likelihood for Bayesian quantile regression
Sriram, Karthik (IIM Ahmedabad, 2015-02) -
A Statistical model for helices with applications
Mardia, Kanti V.; Sriram, Karthik; Deane, Charlotte M. (John Wiley & Sons, Inc, 2018-09)Motivated by a cutting edge problem related to the shape of α-helices in proteins, we formulate a parametricstatistical model, which incorporates the cylindrical nature of the helix. Our focus is to detect a “kink,” which ... -
Stochastic loss reserving: a new perspective from a Dirichlet model
Sriram, Karthik; Shi, Peng (Journal of Risk and Insurance, 2020-05-14)Forecasting the outstanding claim liabilities to set adequate reserves is critical for a nonlife insurer's solvency. Chain–Ladder and Bornhuetter–Ferguson are two prominent actuarial approaches used for this task. The ... -
Up and down analysis of sensex using bayesian network
Teja, Banothu Nayan; Agrawal, Chanchal (Indian Institute of Management Ahmedabad, 2016)