Results 221 to 230 of about 646,451 (325)

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, EarlyView.
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, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source

Kicked General Fractional Lorenz-Type Equations: Exact Solutions and Multi-Dimensional Discrete Maps. [PDF]

Entropy (Basel)
Tarasov VE.
europepmc   +1 more source

Fundamental Theorems and Wave Dynamics in Rotating Thermoelastic Diffusion with Multi-Phase Delays and Temperature-Dependent Properties [PDF]

Suraj Sharma, Rajneesh Kumar, H.A. Taha, Alaa A. El‐Bary, Khaled Lofty   +4 more
openalex   +1 more source

Asymptotic properties of cross‐classified sampling designs

Canadian Journal of Statistics, EarlyView.
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

Einstein aggregation operators for multicriteria group decision making in uncertain environments using cubic picture fuzzy sets. [PDF]

Sci Rep
Tanoli MNK, Rafique K, Mahmood Z, Abdalla NSE, Popa IL, Kumar A.   +5 more
europepmc   +1 more source

Asymptotic independence in more than two dimensions and its implications on risk management

Canadian Journal of Statistics, EarlyView.
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

Mirror Descent and Exponentiated Gradient Algorithms Using Trace-Form Entropies. [PDF]

Entropy (Basel)
Cichocki A, Tanaka T, Nielsen F, Cruces S.   +3 more
europepmc   +1 more source

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

Canadian Journal of Statistics, EarlyView.
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

Prioritized Aczel-Alsina aggregation operators under p, q-quasirung orthopair fuzzy environment for sustainable supplier selection in new energy vehicle industry. [PDF]

Sci Rep
Ali J, Al-Kenani AN, Syam MI.
europepmc   +1 more source

The Fundamental Theorem of Calculus: A Duality in Non-Smooth Analysis

SÉRGIO DE ANDRADE, PAULO
openalex   +1 more source