Results 161 to 170 of about 81,328 (284)

An observation‐driven state‐space model for claims size modelling

Canadian Journal of Statistics, EarlyView.
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn, Himchan Jeong, Mario V. Wüthrich   +2 more
wiley   +1 more source

Generalized conversion of (2n + 1)-point binary to 3n + 1-point quaternary subdivision schemes. [PDF]

Sci Rep
Hameed R, Nosheen S, Younis J.
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

Tight Bounds Between the Jensen-Shannon Divergence and the Minmax Divergence. [PDF]

Entropy (Basel)
Akopyan A, Edelsbrunner H, Virk Ž, Wagner H.   +3 more
europepmc   +1 more source

Bayesian clustering of multivariate extremes

Canadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

Tropical gradient descent. [PDF]

J Glob Optim
Talbut R, Monod A.
europepmc   +1 more source

Existence of Full Replica Symmetry Breaking for the Sherrington–Kirkpatrick Model at Low Temperature

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We verify the existence of full replica symmetry breaking (FRSB) for the Sherrington–Kirkpatrick (SK) model and determine the structure of its Parisi measure slightly beyond the high temperature regime. More specifically, we prove that the support of the Parisi measure for the SK model consists of an interval starting at the origin slightly ...
Yuxin Zhou
wiley   +1 more source

Advancements in integral inequalities of Ostrowski type via modified Atangana-Baleanu fractional integral operator. [PDF]

Heliyon
Rahman G, Samraiz M, Shah K, Abdeljawad T, Elmasry Y.   +4 more
europepmc   +1 more source

Does ESG Performance Reduce Default Risk in Insurance Firms? Evidence From Life and Non‐Life Sectors

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study examines whether environmental, social, and governance performance is associated with lower default risk in European insurance firms, and whether the strength of this association differs between life and non‐life business models.
S. Miani, M. Mantovani, E. Palmieri
wiley   +1 more source

Sampled-data control under time-varying delays: a robust approach for high-renewable smart grids. [PDF]

Sci Rep
Hassan M.
europepmc   +1 more source