Results 211 to 220 of about 324,557 (279)
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
Asymptotic properties of cross‐classified sampling designs
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley +1 more source
New fixed points of mixed monotone operators with applications to nonlinear integral equations. [PDF]
Xu S, Han Y, Lin S, Zhou G.
europepmc +1 more source
T‐calibration in semi‐parametric models
Abstract This article relates the calibration of models to the consistent loss functions for the target functional of the model. Correctly specified models are calibrated. Conversely, we demonstrate that if there is a parameter value that is optimal under all consistent loss functions, then a model is calibrated.
Anja Mühlemann, Johanna Ziegel
wiley +1 more source
Existence and uniqueness of solutions for fuzzy fractional integro-differential equations with boundary conditions. [PDF]
K A, V P, Kausar N, Salman MA.
europepmc +1 more source
Asymptotic independence in more than two dimensions and its implications on risk management
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley +1 more source
Gödelian embodied self-referential genomic intelligence: lessons for AI and AGI from the genomic blockchain. [PDF]
Markose S.
europepmc +1 more source
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley +1 more source
Normal typicality and dynamical typicality for a random block-band matrix model. [PDF]
Erdős L, Henheik J, Vogel C.
europepmc +1 more source

