Discretisation and continuity: The emergence of symbols in communication.
Lieck R, Rohrmeier M.
europepmc +1 more source
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes. [PDF]
The classical risk model is considered and a sensitivity analysis of finite-time ruin probabilities is carried out. We prove the weak convergence of a sequence of empirical finite-time ruin probabilities.
Christian Mazza+2 more
core
Economic performance of Vietnam, 1976-2000: New evidence from input-output model [PDF]
This study provides a concise introduction to the economic history of Vietnam from 1976 to present. We identify different phases of the development of the Vietnamese economy, from its unification after a Vietnam war to the current phases of the ...
Bui Trinh+2 more
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A novel dictionary based computer vision method for the detection of cell nuclei. [PDF]
De Vylder J+6 more
europepmc +1 more source
Computationally efficient locally adaptive demosaicing of color filter array images using the dual-tree complex wavelet packet transform. [PDF]
Aelterman J+4 more
europepmc +1 more source
Reinsurance, ruin and solvency issues: some pitfalls [PDF]
In this paper, we consider optimal reinsurance from an insurer's point of view. Given a (low) ruin probability target, insurers want to find the optimal risk transfer mechanism, i.e. either a proportional or a nonproportional reinsurance treaty. Since it
Arthur Charpentier
core
The concept of comonotonicity in actuarial science and finance : theory. [PDF]
n an insurance context, one is often interested in the distribution function of a sum of random variables. Such a sum appears when considering the aggregate claims of an insurance portfolio over a certain reference period.
Denuit, Michel+4 more
core
An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications [PDF]
core +1 more source
Convex formulation and global optimization for multimodal active contour segmentation [PDF]
De Vylder, Jonas+2 more
core
On the Padé and Laguerre–Tricomi–Weeks moments based approximations of the scale function w and of the optimal dividends barrier for spectrally negative Lévy risk processes [PDF]
Avram, F.+3 more
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