Results 1 to 10 of about 61 (60)
Multi‐Objective Optimization of Dental Implant Designs With Multi‐Recessed Holes: Insights From Static and Dynamic Finite Element Analysis [PDF]
International Journal for Numerical Methods in Biomedical Engineering, Volume 41, Issue 11, November 2025.A novel dental implant with multi‐recessed holes was optimized using FEA and advanced multi‐objective techniques. The design achieved a 28.1% increase in fatigue safety and a 37.1% reduction in micromotion, demonstrating enhanced structural integrity and osseointegration under static and dynamic loads.
I‐Chiang Chou +6 more
wiley +2 more sources
Do pension buyouts help or hurt employees (retirees)?
Journal of Risk and Insurance, Volume 90, Issue 3, Page 667-702, September 2023., 2023 Abstract This article compares expected pension default losses of employees and retirees before and after pension buyouts. The comparisons are made using a stochastic model calibrated with market data. The analysis shows that the lower protection level provided by the State Guarantee Association relative to that of the Pension Benefit Guaranty ...
Yijia Lin +2 more
wiley +1 more source
Journal of Futures Markets, Volume 43, Issue 7, Page 925-950, July 2023., 2023 Abstract The hedging of European contingent claims in a continuous‐time hidden Markov‐regime‐switching diffusion model is discussed using stochastic flows of diffeomorphisms and Monte‐Carlo simulations. Specifically, the price dynamics of an underlying risky asset are governed by a continuous‐time hidden Markov‐modulated local‐volatility model ...
Robert J. Elliott, Tak Kuen Siu
wiley +1 more source
Scandinavian Journal of Statistics, Volume 50, Issue 2, Page 638-664, June 2023., 2023 Abstract Continuous‐time autoregressive processes have been applied successfully in many fields and are particularly advantageous in the modeling of irregularly spaced or high‐frequency time series data. A convenient nonlinear extension of this model are continuous‐time threshold autoregressions (CTAR).
Daniel Lingohr, Gernot Müller
wiley +1 more source
On the Expected Discounted Penalty Function Using Physics‐Informed Neural Network
Journal of Mathematics, Volume 2023, Issue 1, 2023., 2023 We study the expected discounted penalty at ruin under a stochastic discount rate for the compound Poisson risk model with a threshold dividend strategy. The discount rate is modeled by a Poisson process and a standard Brownian motion. By applying the differentiation method and total expectation formula, we obtain an integrodifferential equation for ...
Jiayu Wang +2 more
wiley +1 more source
On a Discrete‐Time Risk Model with Random Income and a Constant Dividend Barrier
Journal of Mathematics, Volume 2021, Issue 1, 2021., 2021 In this paper, a discrete‐time risk model with random income and a constant dividend barrier is considered. Under such a dividend policy, once the insurer’s reserve hits the level b(b > 0), the excess of the reserve over b is paid off as dividends.
Zhenhua Bao +3 more
wiley +1 more source
Premium Valuation of the Pension Benefit Guaranty Corporation with Regime Switching
Mathematical Problems in Engineering, Volume 2021, Issue 1, 2021., 2021 The Pension Benefit Guaranty Corporation (PBGC) provides insurance coverage for single‐employer and multiemployer pension plans in private sector. It has played an important role in protecting the retirement security for over 1.5 million people since it was established about half a decade ago.
Peng Li +4 more
wiley +1 more source
Mathematical Problems in Engineering, Volume 2020, Issue 1, 2020., 2020 Risk measures based on the trading option prices in the market are forward‐looking, such as VIX. We propose a new method combining distorted lognormal distribution with interpolation to price options accurately and then estimate tail risk. Our method can price the option of any strikes between the maximum and the minimum value of strikes in the real ...
Yan Chen +3 more
wiley +1 more source
Compound Binomial Model with Batch Markovian Arrival Process
Mathematical Problems in Engineering, Volume 2020, Issue 1, 2020., 2020 A compound binomial model with batch Markovian arrival process was studied, and the specific definitions are introduced. We discussed the problem of ruin probabilities. Specially, the recursion formulas of the conditional finite‐time ruin probability are obtained and the numerical algorithm of the conditional finite‐time nonruin probability is proposed.
Fang Jin +3 more
wiley +1 more source
Threshold Estimation for a Spectrally Negative Lévy Process
Mathematical Problems in Engineering, Volume 2020, Issue 1, 2020., 2020 Consider a spectrally negative Lévy process with unknown diffusion coefficient and Lévy measure and suppose that the high frequency trading data is given. We use the techniques of threshold estimation and regularized Laplace inversion to obtain the estimator of survival probability for a spectrally negative Lévy process.
Honglong You, Chuncun Yin, Wenguang Yu
wiley +1 more source