Results 91 to 100 of about 568,969 (316)

Recovery Process Model [PDF]

open access: yes
Recently because of Basel II and the subprime mortgage crisis, the quantification of recovery size and recovery rate for the debt of a defaulted company is a serious problem for financial institutions and their supervision, but there has been no study of
Itoh, Yuki
core  

Multiband Switchable Microwave Absorbing Metamaterials Based on Reconfigurable Kirigami–Origami

open access: yesAdvanced Functional Materials, EarlyView.
A reconfigurable metamaterial featuring tunable microwave‐absorbing and load‐bearing performance is proposed. Stretchable kirigami and bistable origami configurations are integrated as actuating components, and the synergistic deformation mechanisms are systematically analyzed.
Weimin Ding   +7 more
wiley   +1 more source

On the Expected Discounted Penalty Function for the Classical Risk Model with Potentially Delayed Claims and Random Incomes

open access: yesJournal of Applied Mathematics, 2014
We focus on the expected discounted penalty function of a compound Poisson risk model with random incomes and potentially delayed claims. It is assumed that each main claim will produce a byclaim with a certain probability and the occurrence of the ...
Huiming Zhu   +3 more
doaj   +1 more source

Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing

open access: yesRisks, 2017
We consider the subject of approximating tail probabilities in the general compound renewal process framework, where severity data are assumed to follow a heavy-tailed law (in that only the first moment is assumed to exist). By using the weak convergence
Krzysztof Burnecki   +1 more
doaj   +1 more source

Peptide Sequencing With Single Acid Resolution Using a Sub‐Nanometer Diameter Pore

open access: yesAdvanced Functional Materials, EarlyView.
To sequence a single molecule of Aβ1−42–sodium dodecyl sulfate (SDS), the aggregate is forced through a sub‐nanopore 0.4 nm in diameter spanning a 4.0 nm thick membrane. The figure is a visual molecular dynamics (VMD) snapshot depicting the translocation of Aβ1−42–SDS through the pore; only the peptide, the SDS, the Na+ (yellow/green) and Cl− (cyan ...
Apurba Paul   +8 more
wiley   +1 more source

Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps

open access: yesAxioms, 2019
This study deals with the problem of pricing compound options when the underlying asset follows a mixed fractional Brownian motion with jumps. An analytic formula for compound options is derived under the risk neutral measure.
Foad Shokrollahi
doaj   +1 more source

Poisson limit of an inhomogeneous nearly critical INAR(1) model

open access: yes, 2007
An inhomogeneous first--order integer--valued autoregressive (INAR(1)) process is investigated, where the autoregressive type coefficient slowly converges to one.
Györfi, László   +3 more
core   +1 more source

Crack‐Growing Interlayer Design for Deep Crack Propagation and Ultrahigh Sensitivity Strain Sensing

open access: yesAdvanced Functional Materials, EarlyView.
A crack‐growing semi‐cured polyimide interlayer enabling deep cracks for ultrahigh sensitivity in low‐strain regimes is presented. The sensor achieves a gauge factor of 100 000 at 2% strain and detects subtle deformations such as nasal breathing, highlighting potential for minimally obstructive biomedical and micromechanical sensing applications ...
Minho Kim   +11 more
wiley   +1 more source

Generating Cell Surface Nucleated Hydrogels with an Artificial Membrane‐Binding Transglutaminase

open access: yesAdvanced Functional Materials, EarlyView.
Cell‐based therapies require advanced strategies to enhance cell delivery and bioactivity. Cell membrane engineering offers an avenue to impart new functions to delivered cells to boost their viability and function. Here, an artificial membrane‐binding transglutaminase is generated and biophysically characterized.
Rosalia Cuahtecontzi Delint   +6 more
wiley   +1 more source

Fractional models of seismoacoustic and electromagnetic activity

open access: yesE3S Web of Conferences, 2017
Statistical models of the seismoacoustic and electromagnetic activity caused by deformation disturbances are considered on the basis of compound Poisson process and its fractional generalizations. Wave representations of these processes are used too.
Shevtsov Boris, Sheremetyeva Olga
doaj   +1 more source

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