Results 21 to 30 of about 91,552 (229)
The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure [PDF]
, 2009 We study the distribution of tax payments in the model of Kyprianou and Zhou [Kyprianou, A.E., Zhou, X., 2009. General tax structures and the Lévy insurance risk model. J. Appl. Probab.
Renaud, Jean-François
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Lévy flight of superdiffusive light in coupled waveguide lattices
Physical Review Research, 2020 Exotic light behavior in certain disordered one-dimensional optical waveguide lattices with selectively doped gain/loss operating away from the PT symmetry regime is reported.
Sayan Bhattacherjee +2 more
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Fluid limit of the continuous-time random walk with general Lévy jump distribution functions [PDF]
, 2007 The continuous time random walk (CTRW) is a natural generalization of the Brownian random walk that allows the incorporation of waiting time distributions ψ(t) and general jump distribution functions η(x).
Cartea, Álvaro +1 more
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Logarithmic Lévy process directed by Poisson subordinator
Modern Stochastics: Theory and Applications, 2019 Let $\{L(t),t\ge 0\}$ be a Lévy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and Lévy measure of this process.
Penka Mayster, Assen Tchorbadjieff
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On the time spent in the red by a refracted L\'evy risk process [PDF]
, 2013 In this paper, we introduce an insurance ruin model with adaptive premium rate, thereafter refered to as restructuring/refraction, in which classical ruin and bankruptcy are distinguished.
Renaud, Jean-François
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Cliquet option pricing in a jump-diffusion Lévy model
Modern Stochastics: Theory and Applications, 2018 We investigate the pricing of cliquet options in a jump-diffusion model. The considered option is of monthly sum cap style while the underlying stock price model is driven by a drifted Lévy process entailing a Brownian diffusion component as well as ...
Markus Hess
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Scientific Reports, 2021 Data from a long time evolution experiment with Escherichia Coli and from a large study on copy number variations in subjects with European ancestry are analyzed in order to argue that mutations can be described as Levy flights in the mutation space ...
Dario A. Leon, Augusto Gonzalez
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Event-by-Event Investigation of the Two-Particle Source Function in Heavy-Ion Collisions with EPOS
Entropy, 2022 Exploring the shape of the pair-source function for particles such as pions or kaons has been an important goal of heavy-ion physics, and substantial effort has been made in order to understand the underlying physics behind the experimental observations ...
Dániel Kincses +2 more
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A Lévy Flight Based BAT Optimization Algorithm for Block-based Image Compression
Tehnički Glasnik, 2022 Many metaheuristics have been adopted to solve the codebook generation problem in image processing. In this paper, the Bat algorithm is combined by the Lévy flight distribution to find out the global optimum codebook.
Ilker Kilic
doaj
Levy Foraging in a Dynamic Environment – Extending the Levy Search
International Journal of Advanced Robotic Systems, 2015 A common task for robots is the patrolling of an unknown area with inadequate information about target locations. Under these circumstances it has been suggested that animal foraging could provide an optimal or at least sub-optimal search methodology ...
Vincenzo Fioriti +3 more
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