Results 61 to 70 of about 16,611 (237)

Sensitivity analysis and density estimation for finite-time ruin probabilities

Journal of Computational and Applied Mathematics, 2009
The authors present a computational method for finite-time ruin probability. The estimation procedure is based on the sensitivity Malliavin calculus. Nevertheless since considered density functions do not satisfy the required smoothness conditions the authors modify the algorithm using direct integration by parts that leads to an explicit probabilistic
Loisel, Stéphane, Privault, Nicolas
openaire   +4 more sources

Tooth eruption status and bite force determine dental microwear texture gradients in albino rats (Rattus norvegicus forma domestica)

The Anatomical Record, EarlyView.
Abstract Dental microwear texture analysis (DMTA) is widely applied for inferring diet in vertebrates. Besides diet and ingesta properties, factors like wear stage and bite force may affect microwear formation, potentially leading to tooth position‐specific microwear patterns.
Daniela E. Winkler, Isabelle Bernetière, Christine Böhmer   +2 more
wiley   +1 more source

Description of the skull, braincase, and dentition of Moschognathus whaitsi (Dinocephalia, Tapinocephalia), and its palaeobiological and behavioral implications

The Anatomical Record, EarlyView.
Abstract A subadult Moschognathus whaitsi from the Eastern Cape Province, South Africa, was scanned using synchrotron radiation X‐ray computed tomography (SRXCT). Its subadult state allowed the cranial bones and teeth to be identified and individually reconstructed in 3D.
Tristen Lafferty, Luke A. Norton, Aliénor Duhamel, Julien Benoit   +3 more
wiley   +1 more source

A revisit to tail risk measures in the presence of bivariate regularly varying tailed insurance and financial risks

Nonlinear Analysis
Consider a discrete-time insurance risk model in which the one-period insurance and financial risks are assumed to be independent and identically distributed random pairs, but a strong dependence structure is allowed to exist between each pair. Recently,
Yang Yang, Buyun Cheng, Zhimin Zhang
doaj   +1 more source

Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin. [PDF]

We consider the classical risk model and carry out a sensitivity and robustness analysis of finite-time ruin probabilities. We provide algorithms to compute the related influence functions.
Christian Mazza, Didier Rullière, Stéphane Loisel   +2 more
core  

“Dead Lithium” Formation and Mitigation Strategies in Anode‐Free Li‐Metal Batteries

Batteries &Supercaps, Volume 8, Issue 3, March 2025.
Anode‐free lithium metal batteries, though promising due to their high energy density, face challenges from dead lithium formation. “Dead lithium”, disconnected from the anode, causes capacity loss, increased resistance, and safety risks. This review explores the origins of dead lithium, its impact on battery performance, and potential strategies for ...
Mozaffar Abdollahifar, Andrea Paolella
wiley   +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, Didier Rullière, Stéphane Loisel   +2 more
core  

Seismic analysis and design of tunnels within fault ground: A review

Deep Underground Science and Engineering, EarlyView.
The research methods of seismic response of tunnels within fault ground, including field investigations, analytical solutions, physical experiments, and numerical simulations, and seismic countermeasures are discussed. The present study examines the shortcomings and limitations of the current research and design, and puts forward proposals for future ...
Xingda Wang, Yujing Jiang, Xuepeng Zhang, Yuyong Jiao, Ningbo Li, Xiao Wang, Bo Li   +6 more
wiley   +1 more source

Background risk model in presence of heavy tails under dependence

Nonlinear Analysis
In this paper, we examine two problems on applied probability, which are directly connected with the dependence in presence of heavy tails. The first problem is related to max-sum equivalence of the randomly weighted sums in bivariate setup. Introducing
Dimitrios G. Konstantinides, Charalampos D. Passalidis   +1 more
doaj   +1 more source

Finite time ruin probabilities with one Laplace inversion. [PDF]

In this work we present an explicit formula for the Laplace transform in time of the finite time ruin probabilities of a classical Levy model with phase-type claims. Our result generalizes the ultimate ruin probability formula of Asmussen and Rolski [IME
Avram, Florin, Usábel, Miguel A.
core