Results 151 to 160 of about 24,345 (312)

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

Mathematical Analysis for a Class of Stochastic Copolymerization Processes. [PDF]

Bull Math Biol
Anderson DF, Ma J, Gagrani P.
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

Existence of variational solutions to doubly nonlinear systems in nondecreasing domains. [PDF]

J Evol Equ
Schätzler L, Scheven C, Siltakoski J, Stanko C.   +3 more
europepmc   +1 more source

An asymptotic shape theorem for additive random linear growth models

Aurelia Deshayes, Pierrick Siest
openalex   +1 more source

Three Dimensional Fracture Growth as a Standard Dissipative System: Some General Theorems and Numerical Simulations

, 2014
Francesca Fantoni, A. Salvadori
openalex   +1 more source

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Mathematical modeling of carbon dioxide emissions with GDP linkage: sensitivity analysis and optimal control strategy. [PDF]

Carbon Balance Manag
Liu H, Gangji Z, Wei Y, Ye J, Ma G.
europepmc   +1 more source

Central limit theorem and the short-term temperature response of coleoptile and hypocotyl elongation growth

, 2011
Sylwia Lewicka, Mariusz Pietruszka
openalex   +2 more sources

Agent‐Based Computational Modeling of the Stochastic Dynamic Behavior of Actin Filaments Recapitulates the Homeostatic Cortical Array in Plant Epidermal Cells

Cytoskeleton, EarlyView.
ABSTRACT The homeostatic cortical actin array in plant cells plays important roles in fundamental processes, including intracellular transport, secretion, cell expansion, and cytoplasmic streaming. In response to diverse chemical and mechanical signals, the cortical array can remodel within minutes to assume new configurations or altered filament ...
June Hyung Kim, Weiwei Zhang, Anjali Iyer‐Pascuzzi, Christopher J. Staiger, Taeyoon Kim   +4 more
wiley   +1 more source