Results 151 to 160 of about 399,699 (283)

Algebraic formulas for first-passage times of Markov processes in the linear framework. [PDF]

Bull Math Biol
Nam KM, Gunawardena J.
europepmc   +1 more source

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes. [PDF]

J R Soc Interface, 2018
Lin YT, Buchler NE.
europepmc   +1 more source

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

Bounds on Fluctuations of First Passage Times for Counting Observables in Classical and Quantum Markov Processes. [PDF]

J Stat Phys
Bakewell-Smith G, Girotti F, Guţă M, P Garrahan J.   +3 more
europepmc   +1 more source

Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes. [PDF]

J Econom, 2016
Li D, Li R.
europepmc   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

Subexponential lower bounds for <i>f</i>-ergodic Markov processes. [PDF]

Probab Theory Relat Fields
Brešar M, Mijatović A.
europepmc   +1 more source

Efficient maximum likelihood parameterization of continuous-time Markov processes. [PDF]

J Chem Phys, 2015
McGibbon RT, Pande VS.
europepmc   +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

Evaluating Semi-Markov Processes and Other Epidemiological Time-to-Event Models by Computing Disease Sojourn Density as Partial Differential Equations. [PDF]

Med Decis Making
Worthington J, Feletto E, He E, Wade S, de Graaff B, Nguyen ALT, George J, Canfell K, Caruana M.   +8 more
europepmc   +1 more source