Results 21 to 30 of about 652,410 (265)
Prudent decisions to estimate the risk of loss in insurance
Technological and Economic Development of Economy, 2017 The directive 2009/138/EC „Solvency II”, provides the determination of insurance capital requirements based either on a standard formula or an internal model built by the company and approved by the regulatory authority.
Casian Butaci +3 more
doaj +1 more source
On Optimization and Extreme Value Theory [PDF]
Methodology And Computing In Applied Probability, 2003 A stochastic optimiser is an algorithm ruled by probabilistic procedures which aims at finding the optimum point of an objective function. The authors study the fit of the optimization outcomes to an extreme value distribution and suggest that the parameters of that distribution characterize the performance of the optimiser.
Hüsler, Jürg +3 more
openaire +3 more sources
Spatial Patterns in the Extreme Dependence of Ozone Pollution between Cities in China’s BTH Region
Atmosphere, 2023 Ozone pollution in China has become increasingly severe in recent years. Considering the damage that extreme ozone pollution may cause and the fact that the occurrence of extreme ozone pollution among different locations may be related, this paper uses ...
Lu Deng, Siqi Sheng
doaj +1 more source
Revstat Statistical Journal, 2016 Extreme value theory is dedicated to characterise the behaviour of the extreme observations. The interest is then focused in the tails of the underlying distribution.
Helena Penalva +2 more
doaj +1 more source
Economies, 2021 Bayesian extreme value analysis was used to forecast the optimal point in agricultural commodity futures prices in the United States for cocoa, coffee, corn, soybeans and wheat. Data were collected daily between 2000 and 2020.
Jittima Singvejsakul +2 more
doaj +1 more source
Nihon Kikai Gakkai ronbunshu, 2016 Thermal vacuum and thermal cycle testing are widely complemented in space flight hardware and components as an effective way to screen out potential defects in manufacture and integration.
Daisuke TAKAHASHI, Qinzhong SHI
doaj +1 more source
Remote Sensing, 2021 Gravity and magnetic measurements are common remote sensing strategies to obtain the property change of observed targets. Nowadays, the characteristic value of the derivatives of gravity and magnetic anomalies is commonly used to detect the source ...
Yanbo Ming +4 more
doaj +1 more source
Remaining Life Analysis of Pipeline Gas with Extreme Value Theory
Journal of Materials Exploration and FindingsEnergy and chemical companies use pipelines to transfer oil, gas, and other materials from one place to another, within and between their plants. Pipeline integrity is an important concern because pipeline leakage could result in serious economic or ...
Rony Prayitno Simeon +2 more
doaj +1 more source
General (p,q)-mixed projection bodies
Open Mathematics, 2020 In this article, the general (p,q)-mixed projection bodies are introduced. Then, some basic properties of the general (p,q)-mixed projection bodies are discussed, and the extreme values of volumes of the general (p,q)-mixed projection bodies and their ...
Feng Yibin, Zhou Yanping
doaj +1 more source
Distribution Endpoint Estimation Assessment for the use in Metaheuristic Optimization Procedure
Mendel, 2018 Metaheuristic algorithms are often applied to numerous optimization problems, involving large-scale and mixed-integer instances, specifically. In this contribution we discuss some refinements from the extreme value theory to the lately proposed ...
Jan Holesovky
doaj +1 more source