Results 191 to 200 of about 4,474,845 (304)

On the Optimal File Size of Capacity-Achieving Byzantine-Resistant Private Information Retrieval Schemes. [PDF]

Entropy (Basel)
Kruglik S, Kiah HM, Dau SH, Wang H.
europepmc   +1 more source

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

Entanglement Cost for Infinite-Dimensional Physical Systems. [PDF]

Commun Math Phys
Yamasaki H, Kuroiwa K, Hayden P, Lami L.
europepmc   +1 more source

Asymptotically Optimal Nonlinear Filtering

, 1998
In this note we present a computationally simple algorithm for non-linear filtering. The algorithm involves solving, at a given point in state space, an algebraic Riccati equation. The coefficients of this equation vary with the given point in state space.
McCaffrey, D., Harrison, R.F., Banks, S.P.   +2 more
openaire  

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

Data-driven path-following control for unmanned surface vehicles. [PDF]

Sci Rep
Ryu JW, Han S, Kim D.
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

Utility-Maximizing Resource Control: Diffusion Limit and Asymptotic Optimality for a Two-Bottleneck Model

Operational Research, 2010
H. Ye, D. Yao
semanticscholar   +1 more source

Bayesian clustering of multivariate extremes

Canadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

The evolution of discrimination under finite memory constraints. [PDF]

Sci Rep
Lo AW, Zhang R, Zhao C.
europepmc   +1 more source