Results 21 to 30 of about 542,898 (181)
Ruin probabilities with dependence on the number of claims within a fixed time window [PDF]
, 2016 We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival time distributions depending on the claims that arrived within a fixed (past) time window. This dependence could be explained through a regenerative structure.
Constantinescu, Corina +3 more
core +3 more sources
Advanced Science, EarlyView.This work shows that the fusion of InSb colloidal quantum dots (CQDs) leads to the formation of band‐tail trap states that are detrimental to the performance of optoelectronic devices. These results highlight the critical role of suppressing band‐tail trap states and passivating surface defects in enhancing device performance and motivate toward the ...
Lucheng Peng +6 more
wiley +1 more source
Robust estimation and inference for heavy tailed GARCH [PDF]
, 2015 We develop two new estimators for a general class of stationary GARCH models with possibly heavy tailed asymmetrically distributed errors, covering processes with symmetric and asymmetric feedback like GARCH, Asymmetric GARCH, VGARCH and Quadratic GARCH.
Hill, Jonathan B.
core +3 more sources
Using Dopants as Agents to Probe Key Electronic Properties of Organic Semiconductors
Advanced Electronic Materials, EarlyView.Dopants are typically used in organic electronics to enhance conductivity, but here their potential is demonstrated as probes for fundamental material properties. By integrating experimental data and multiscale simulations, it is shown how dopant ionization and conductivity measurements enable accurate extraction of ionization potential and Coulomb ...
Artem Fediai +3 more
wiley +1 more source
The Heavy-Tail Phenomenon in SGD
, 2021 In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learning. Some of the popular notions that correlate well with the performance on
Gurbuzbalaban, Mert +2 more
core
The Canadian Journal of Chemical Engineering, EarlyView.Abstract This study focuses on the extraction of nickel ions from an aqueous solution using a green emulsion liquid membrane (GELM). Its primary objective is to choose between corn oil and sunflower oil as a solvent in GELM and compare their performance with a kerosene‐based emulsion liquid membrane (ELM).
Farzin Sadehlari +2 more
wiley +1 more source
Black swans or dragon kings? A simple test for deviations from the power law [PDF]
, 2011 We develop a simple test for deviations from power law tails, which is based on the asymptotic properties of the empirical distribution function. We use this test to answer the question whether great natural disasters, financial crashes or electricity ...
A. Cartea +13 more
core +3 more sources
A new class of large claim size distributions: Definition, properties, and ruin theory [PDF]
Bernoulli 2015, Vol. 21, No. 4, 2457-2483, 2013 We investigate a new natural class $\mathcal{J}$ of probability distributions modeling large claim sizes, motivated by the `principle of one big jump'. Though significantly more general than the (sub-)class of subexponential distributions $\mathcal{S}$, many important and desirable structural properties can still be derived.
arxiv +1 more source
The Canadian Journal of Chemical Engineering, EarlyView.This graphical abstract illustrates the steps carried out in the laboratory study, including saponin modification and characterization, surface tension, interfacial tension, contact angle, adsorption, and surfactant injection tests. Abstract In this study, three forms of saponin surfactants extracted from the Camellia sinensis plant (CS1, CS2, and CS3)
Iman Nowrouzi +2 more
wiley +1 more source
Robust estimator of distortion risk premiums for heavy-tailed losses [PDF]
, 2016 We use the so-called t-Hill tail index estimator proposed by Fabi\'an(2001), rather than Hill's one, to derive a robust estimator for the distortion risk premium of loss.
Brahimi, Brahim, Kenioua, Zoubir
core +3 more sources