Results 81 to 90 of about 13,654 (302)
Journal 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
Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps
Axioms, 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
Design and Analysis of Compression–Torsion Coupling Metamaterials Using the Golden Section Method
Advanced Engineering Materials, EarlyView.A novel compression–torsion metamaterial is engineered using inclined rods and symmetry breaking. To optimize its torsional performance, the golden section method is employed. The mechanical response of the metamaterial is validated through both numerical analysis and experimental validation.
Amirhossein Hassani, Sara Bagherifard
wiley +1 more source
Exchangeable Claims Sizes in a Compound Poisson Type Proces [PDF]
When dealing with risk models the typical assumption of independence among claim size distributions is not always satisfied. Here we consider the case when the claim sizes are exchangeable and study the implications when constructing aggregated claims ...
Luis E. Nieto-Barajas, Ramsés H. Mena
core
Advanced Functional Materials, EarlyView.Multiscale experiments and modeling reveal how Ti3C2Tx MXene nanosheets reinforce PVDF nanocomposites. An optimal MXene loading (∼1 wt.%) nearly doubles tensile strength through efficient stress transfer, flake alignment, and crack‐deflection mechanisms, transforming ductile polymer behavior into a controlled multi‐stage fracture pathway which aligns ...
Bita Soltan Mohammadlou +5 more
wiley +1 more source
On Finite-Time Ruin Probabilities for Classical Risk Models [PDF]
This paper is concerned with the problem of ruin in the classical compound binomial and compound Poisson risk models. Our primary purpose is to extend to those models an exact formula derived by Picard and Lefèvre (1997) for the probability of (non-)ruin
Stéphane Loisel, Claude Lefèvre
core
Fractional models of seismoacoustic and electromagnetic activity
E3S 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
Nonparametric Bayesian inference for multidimensional compound Poisson processes
Modern Stochastics: Theory and Applications, 2015 Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_{0}$ and intensity $\lambda _{0}$.
Shota Gugushvili +2 more
doaj +1 more source
Machine Learning‐Assisted Inverse Design of Soft and Multifunctional Hybrid Liquid Metal Composites
Advanced Functional Materials, EarlyView.A machine learning framework is presented for inverse design of synthesizable multifunctional composites containing both liquid metal and solid inclusions. By integrating physics‐based modeling, data‐driven prediction, and Bayesian optimization, the approach enables intelligent design of experiments to identify optimal compositions and realize these ...
Lijun Zhou +5 more
wiley +1 more source
An Arbitrage Approach to the Pricing of Catastrophe Options Involving the Cox Process [PDF]
We investigate the valuation and hedging of catastrophe options, whose claim arrival process is modeled by the Cox process or a doubly stochastic Poisson process.
Ishimura, Naoyuki +2 more
core