Great Ape Childhoods: Social and Spatial Pathways to Independence in Bonobo and Chimpanzee Infants. [PDF]
Vlaeyen JMR +6 more
europepmc +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
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 +2 more
wiley +1 more source
Free Vibration Analysis of Thin Functionally Graded Plate Bands with Microstructure as a Function of Material Inhomogeneity Distribution and Boundary Conditions. [PDF]
Jędrysiak J, Kaźmierczak-Sobińska M.
europepmc +1 more source
Asymptotic properties of cross‐classified sampling designs
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
Parental concerns correspond to earliest age of autism diagnosis in increased likelihood infant cohort. [PDF]
Clintberg K +5 more
europepmc +1 more source
Asymptotic independence in more than two dimensions and its implications on risk management
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
A rigorous framework for an improved Messinger/Myers model of ice accretion under conditions of variable property and unsteady aircraft icing. [PDF]
Ahmed H +4 more
europepmc +1 more source
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
Enhanced DEWMA-type control chart for process mean monitoring utilizing auxiliary information. [PDF]
Masood S +3 more
europepmc +1 more source
A Markov approach to credit rating migration conditional on economic states
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

