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 +2 more
wiley +1 more source
Asymptotic independence in more than two dimensions and its implications on risk management
Canadian Journal of Statistics, EarlyView.Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley +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
Bayesian clustering of multivariate extremes
Canadian Journal of Statistics, EarlyView.Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley +1 more source
A unified approach to control system synthesis via linear matrix inequalities
, 1996 泉 増淵
openalex +2 more sources
Robust multiobjective control of singularly perturbed systems using linear matrix inequality [PDF]
, 2022 Xigen Wang
openalex +1 more source
Degree theory for 4‐dimensional asymptotically conical gradient expanding solitons
Communications on Pure and Applied Mathematics, EarlyView.Abstract We develop a new degree theory for 4‐dimensional, asymptotically conical gradient expanding solitons. Our theory implies the existence of gradient expanding solitons that are asymptotic to any given cone over S3$S^3$ with non‐negative scalar curvature. We also obtain a similar existence result for cones whose link is diffeomorphic to S3/Γ$S^3/\
Richard H. Bamler, Eric Chen
wiley +1 more source
Resilience Practices and Post‐Traumatic Growth Among Sudanese IDPs
Conflict Resolution Quarterly, EarlyView.ABSTRACT In this paper we examine the resilience of internally displaced persons (IDPs) in Sudan who have endured various forms of suffering resulting from being targeted or trapped by militants involved in large‐scale violence. Upon escaping the conflict zones, the civilians exhibit strength, adaptability, and wisdom in the face of various threats to ...
Karina Korostelina +2 more
wiley +1 more source
Learning-Based Control of Autonomous Vehicles Using an Adaptive Neuro-Fuzzy Inference System and the Linear Matrix Inequality Approach. [PDF]
Sensors (Basel)Sheikhsamad M, Puig V.
europepmc +1 more source
Matrix inequalities and kernels of linear transformations [PDF]
Pacific Journal of Mathematics, 1972 openaire +2 more sources