Results 231 to 240 of about 485,462 (331)

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, EarlyView.
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source

Asymptotic properties of cross‐classified sampling designs

Canadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source

Asymptotic independence in more than two dimensions and its implications on risk management

Canadian Journal of Statistics, EarlyView.
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley   +1 more source

Asymptotic behavior of 1D FEL dispersion integral at large |s|

, 2011
G. Wang, V. L. Litvinenko, Stephen D. Webb   +2 more
openalex   +2 more sources

Understanding the impacts of extreme weather on biological control through traveling wave analysis of a prey-predator model. [PDF]

Sci Rep
Aktar MS, Yue Y, Bani-Yaghoub M, Ou C, Ali MA.   +4 more
europepmc   +1 more source

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

Canadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source

HARQ Performance Limits for Free-Space Optical Communication Systems. [PDF]

Entropy (Basel)
Taricco G.
europepmc   +1 more source

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Stability of Inverse Problems for Steady Supersonic Flows Past Lipschitz Perturbed Cones. [PDF]

Arch Ration Mech Anal
Chen GG, Pu Y, Zhang Y.
europepmc   +1 more source

Asymptotic behavior of three Riemannian metrics on the moduli space of 1-instantons over a definite 4-manifold

, 1990
Hideo Doi, Katsuhiro Kobayashi
openalex   +1 more source