Results 211 to 220 of about 388,965 (312)

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

On the Markov chain central limit theorem

Probability Surveys, 2004
doaj  

Mathematical Analysis for a Class of Stochastic Copolymerization Processes. [PDF]

Bull Math Biol
Anderson DF, Ma J, Gagrani P.
europepmc   +1 more source

Non-central limit theorems and convergence rates

, 2016
Anh, Vo, Olenko, Andriy, Vaskovych, Volodymyr   +2 more
openalex   +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

Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon. [PDF]

Adv Contin Discret Model
Choulli T, Alsheyab S.
europepmc   +1 more source

A feasible central limit theorem for realised covariation of SPDEs in the context of functional data [PDF]

Fred Espen Benth, Dennis Schroers, Almut E. D. Veraart   +2 more
openalex   +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

New, Shorter Small-Sample Intervals for Vaccine Efficacy. [PDF]

Pharm Stat
Gasparini M, Trani VD, Ratta M.
europepmc   +1 more source

Central Limit Theorem: New SOCR Applet and Demonstration Activity. [PDF]

J Stat Educ, 2008
Dinov ID, Christou N, Sanchez J.
europepmc   +1 more source