Results 181 to 190 of about 232,217 (241)

Laplace transform-based BEM for unsteady heat conduction in space-time anisotropic functionally graded materials with heat source. [PDF]

Sci Rep
Ayitaged DW, Dufera TT, Woldaregay MM, Deresse AT.   +3 more
europepmc   +1 more source

A joint model of cost and churn for the insurance industry

Journal of Risk and Insurance, EarlyView.
Abstract In insurance markets, claim costs are highly variable, heavy‐tailed, and difficult to predict. At the same time, policyholder retention and lapse behavior (customer churn) are critical determinants of long‐term profitability and solvency. Most existing models in the literature treat claim costs and lapses as independent, overlooking potential ...
Yumo Dong, Edward W. (Jed) Frees, Fei Huang, Francis K. C. Hui, Harald J. van Heerde   +4 more
wiley   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Three-dimensional dynamic response of infinite plate resting on multilayered orthotropic foundation under moving loads. [PDF]

PLoS One
Zhang CL, Cao M, Hong L, Qi YF.
europepmc   +1 more source

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

New modifications of ADM with applications in kind of PDEs. [PDF]

MethodsX
Nemah EM, Jaddoa AF, Ghazi FF.
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Analysis of a heterogeneous functionally graded material with a spherical void exposed to time-dependent ramp-type heating according to the TPL heat conduction model. [PDF]

Sci Rep
Megahid SF.
europepmc   +1 more source

On the Exact Limiting Distribution of a Volatility Target Index

Mathematical Finance, EarlyView.
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley   +1 more source

Comment: naming convention for gradient system transfer function and gradient system frequency response for magnetic resonance imaging encoding field characterization. [PDF]

MAGMA
Wehkamp N, Hucker P, Fischer J, Greiner A, Nielsen JF, Zaitsev M, Dehnert R.   +6 more
europepmc   +1 more source