Results 171 to 180 of about 1,052 (223)

Resilience and flexibility optimization in solar integrated power systems via deep Q network under extreme weather. [PDF]

Sci Rep
Li D, Zheng H, Pan T.
europepmc   +1 more source

Individualized Treatment Rules Based on Cost-Effectiveness Criteria in Microsimulations. [PDF]

Pharmacoeconomics
Meier N, Quiroga Gutierrez AC, Pletscher M, Schwenkglenks M.   +3 more
europepmc   +1 more source

Enhanced twin delayed DDPG with prioritized experience replay and Noisy Nets for regional economic dispatch. [PDF]

Sci Rep
Xu C, Hayashi N, Inuiguchi M, Raymond WJK, Mokhlis H, Illias HA.   +5 more
europepmc   +1 more source

Neurally-informed models of protracted sequential sampling of long, noise-free stimuli

Hajimohammadi H, Mohr KS, O’Connell RG, Kelly SP.   +3 more
europepmc   +1 more source

Some of the next articles are maybe not open access.

Related searches:

The Expected Discounted Penalty Function with Random Income under Stochastic Discount Interest Force

Advanced Materials Research, 2010
We study the delayed risk model with random premium income. The premium process is not a linear function of time in contrast with the classical model, but a Poisson process which is also independent of the claim process. We shall consider the case where the discount interest process is no longer a constant in comparison with the classical expected ...
Wen Guang Yu, Zhi Liu
openaire   +1 more source

The gerber-shiu expected discounted penalty function for Lévy insurance risk processes

Acta Mathematicae Applicatae Sinica, English Series, 2010
A Lévy risk model \(\{X_t\}\) without a Brownian component and with \(\mathbb{E}[X_1] > 0\) is considered, where the upward jumps are bounded by some constant \(-a \geq 0\). The goal is to calculate the Gerber--Shiu expected discounted penalty function \[ \Phi(x) = \mathbb{E}\bigl[ e^{-\delta T} 1_{T < \infty} w(X_{T-},|X_T|) \bigm| X_0 = x\bigr]\;, \]
Zhao, Xiang-Hua, Yin, Chuan-Cun
openaire   +2 more sources

Expected discounted penalty function of erlang(2) risk model with constant interest

Applied Mathematics-A Journal of Chinese Universities, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nie, Gaoqin, Liu, Cihua, Xu, Lixia
openaire   +2 more sources

The expected discounted penalty function: from infinite time to finite time

Scandinavian Actuarial Journal, 2019
In this paper we study the finite-time expected discounted penalty function (EDPF) and its decomposition in the classical risk model perturbed by diffusion.
Shuanming Li, Yi Lu, Kristina P. Sendova
openaire   +1 more source

On the expected discounted penalty function for risk process with tax

Statistics & Probability Letters, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Wenyuan, Ming, Ruixing, Hu, Yijun
openaire   +2 more sources