Cross‐Prudence and Optimal Prevention
International Economic Review, EarlyView.ABSTRACT In this paper, we study optimal prevention in the presence of a correlated nonfinancial background risk. Under positive correlation, cross‐prudence in the nonfinancial attribute reduces optimal prevention. We establish this result in the most direct extension of the standard prevention problem with binary marginal distributions and show that ...
Jingyuan Li, Richard Peter, Lin Zhou
wiley +1 more source
A multidimensional, efficient, and secure data query based on privacy preservation in vehicular ad hoc networks. [PDF]
PLoS OneZhao X, Dong G.
europepmc +1 more source
The Dynamics of Gender Norms and Fertility Decline
International Economic Review, EarlyView.ABSTRACT This paper models fertility as the outcome of gender‐biased technological progress interacting with endogenous social norms governing childcare. When rising female wages outpace norm adjustment, the inherited norm makes reallocating childcare toward fathers costly, so mothers bear a disproportionate burden and the shadow price of children ...
Xican Xi, Anson Zhou
wiley +1 more source
The Cox-Aalen Rate Model for Recurrent Events With an Informative Terminal Event. [PDF]
Stat MedYue M, Chen X, Chen J, Sun L.
europepmc +1 more source
Integrated location–inventory planning for slow‐moving demands with waiting time limitations
International Transactions in Operational Research, EarlyView.Abstract This paper studies a stochastic facility location problem integrated with inventory and transportation decisions (SFLPIT) for supply chains with slow‐moving stock‐keeping units (SKUs). Local stores often avoid maintaining such SKUs, resulting in customer demand being fulfilled directly by a central distribution center (DC), where the ...
Jie Chu +4 more
wiley +1 more source
Data-Driven Detection of Stealthy IA Attacks in Industrial Cyber-Physical Systems via DGM Quantification. [PDF]
Sensors (Basel)Chen J, Liu B, Jiang Z.
europepmc +1 more source
A spectral analysis extension to DEMATEL for strategic leverage points identification
International Transactions in Operational Research, EarlyView.Abstract Efforts to intervene in complex systems often emphasize influential factors, yet system behavior is equally shaped by the relationships among them. Methods such as Decision‐Making Trial and Evaluation Laboratory (DEMATEL) map causal structures but remain descriptive and do not identify which relationships provide the greatest leverage for ...
Pavlos Delias, Kerasia Kalkitsa
wiley +1 more source
On Quantum Ergodicity for Higher Dimensional Cat Maps. [PDF]
Commun Math PhysKurlberg P +3 more
europepmc +1 more source
Precautionary Saving against Correlation under Risk and Ambiguitya
Journal of Money, Credit and Banking, EarlyView.Abstract This paper considers precautionary saving against the correlation between two risky attributes (wealth and health) and investigates how the correlation affects optimal savings under multivariate preferences. The signs of higher‐order cross‐derivatives play a key role in determining the direction of precautionary saving against such correlation.
TAKAO ASANO, YUSUKE OSAKI
wiley +1 more source
Information-Entropic Deep Learning with Gaussian Process Regularisation for Uncertainty-Aware Quantitative Trading. [PDF]
Entropy (Basel)Lin F, Sun H.
europepmc +1 more source