Results 1 to 10 of about 1,352,480 (299)
Bivariate Copula Trees for Gross Loss Aggregation with Positively Dependent Risks
Risks, 2022 We propose several numerical algorithms to compute the distribution of gross loss in a positively dependent catastrophe insurance portfolio. Hierarchical risk aggregation is performed using bivariate copula trees.
Rafał Wójcik, Charlie Wusuo Liu
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Научно-технические ведомости СПбГПУ: Экономические науки, 2021 The dynamic changes in the economic environment of the 2010s - early 2020s create a demand for revising the previously adopted priorities for managing industrial enterprises, identifying new opportunities for their functioning and development.
Danilov Aleksandr
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, 2021 <p>The thesis will have two main parts. First, let us start with an example. In finance, the standard version of the Black-Scholes formula is a beautiful closed form solution used to price European options. This famous formula is ingenious, but has a flaw that relegates it to something that should be admired, and perhaps not be used in the real ...
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Comparing Different Models of Evolutionary Three-Objective Optimization Using Fuzzy Logic in Tehran Stock Exchange [PDF]
Iranian Journal of Finance, 1999 Optimal Portfolio Selection is one of the most important issues in the field of financial research. In the present study, we try to compare four various different models, which optimize three-objective portfolios using “Postmodern Portfolio Optimization ...
Mohammad Javad Salimi +2 more
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Direct and Hierarchical Models for Aggregating Spatially Dependent Catastrophe Risks
Risks, 2019 We present several fast algorithms for computing the distribution of a sum of spatially dependent, discrete random variables to aggregate catastrophe risk. The algorithms are based on direct and hierarchical copula trees.
Rafał Wójcik +2 more
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Ownership concentration and risk disclosure quality in the Tunisian context: Evidence from the pre- and during COVID19 periods [PDF]
Contabilitate şi Informatică de GestiuneResearch question: How does ownership concentration impact risk disclosure quality in Tunisian listed companies before and during the Covid19 pandemic, and how does board gender diversity moderate this relationship?
Ikhlass Amous, Ahmed Chabchoub
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Side-Channel Attacks on Post-Quantum Signature Schemes based on Multivariate Quadratic Equations
Transactions on Cryptographic Hardware and Embedded Systems, 2018 In this paper, we investigate the security of Rainbow and Unbalanced Oil-and-Vinegar (UOV) signature schemes based on multivariate quadratic equations, which is one of the most promising alternatives for post-quantum signature schemes, against side ...
Aesun Park +3 more
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Random Walk Modeling for Retrieving Information on Semantic Networking [PDF]
Mathematics Interdisciplinary Research, 2020 In this article, the famous random walk model is exploited as a model of stochastic processes to retrieve some specific words which are used in social media by users.
Meghdad Abarghouei Nejad +3 more
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Nonlinear Fluctuations in the Cryptocurrency Market: The Modern Approaches to Analysis and Forecasting [PDF]
Problemi EkonomikiThis article presents a comprehensive study of modern methods for analyzing and forecasting cryptocurrency market dynamics. The author examines the evolution of the cryptocurrency market from a niche technological innovation to a significant segment of ...
Kochorba Valeriia Yu.
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CO2-based heavy oil recovery processes for post-CHOPS reservoirs [PDF]
, 2017 Authors would like to thank the financial support of the Petroleum Technology Research Centre Saskatchewan (PTRC) for this project, and Computer Modeling Group Ltd. for the use of their thermal reservoir simulation software CMG STARSTM.
Gates, Ian, Sharifi Haddad, Amin
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