Results 231 to 240 of about 336,279 (300)

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

open access: yesCanadian 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   +2 more
wiley   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni   +2 more
wiley   +1 more source

Asymptotic properties of cross‐classified sampling designs

open access: yesCanadian 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

Text-to-image generation with enhanced GANs: Bridging semantic gaps using RNN and CNN. [PDF]

open access: yesPLoS One
Ramzan S   +5 more
europepmc   +1 more source

Asymptotic independence in more than two dimensions and its implications on risk management

open access: yesCanadian 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

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