Results 121 to 130 of about 364 (182)

Dynamic capital allocation in general insurance

Journal of Risk and Insurance, EarlyView.
Abstract This paper provides a model for allocating capital to different insurance lines with varying development periods for a value‐maximizing insurance company. In our model, the company makes capitalization and exposure decisions considering its capital level and its relevant loss history.
Qiheng Guo, Daniel Bauer, George H. Zanjani   +2 more
wiley   +1 more source

Discrete-time Mittag-Leffler state estimation for fractional-order quaternion memristive neural networks. [PDF]

Sci Rep
Huang Q, Tu Z.
europepmc   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Utilizing fractional-order operator to Alzheimer's disease dynamics. [PDF]

Sci Rep
Nisar KS, Farman M.
europepmc   +1 more source

Autoregressive Hypergraph

Journal of Time Series Analysis, EarlyView.
ABSTRACT Traditional graph representations are insufficient for modelling real‐world phenomena involving multi‐entity interactions, such as collaborative projects or protein complexes, necessitating the use of hypergraphs. While hypergraphs preserve the intrinsic nature of such complex relationships, existing models often overlook temporal evolution in
Xianghe Zhu, Qiwei Yao
wiley   +1 more source

Controlling worm propagation in wireless sensor networks: Through fractal-fractional mathematical perspectives. [PDF]

PLoS One
Shah MI, Hassan EI, Ali A, Muhyi A, Ahmed WE, Aldwoah K.   +5 more
europepmc   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

Mathematical analysis and simulation of an ABC fractional Zika virus model with natural transform and stability assessment. [PDF]

Sci Prog
Mariantony Michael J, Gnanaprakasam AJ, Alkhalaf S, Boulaaras S, Alharbi A.   +4 more
europepmc   +1 more source

A Model of Strategic Sustainable Investment

Mathematical Finance, EarlyView.
ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis, Caio César Graciani Rodrigues, Peter Tankov   +2 more
wiley   +1 more source

Poliomyelitis dynamics with fractional order derivatives and deep neural networks. [PDF]

Sci Rep
Al-Quran A, Shafqat R, Alsaadi A, Djaouti AM.   +3 more
europepmc   +1 more source