Frequency Band Analysis of Multiple Stationary Time Series. [PDF]
Brubaker CK +3 more
europepmc +1 more source
Contingent capital: A tale of two valuations
Abstract This study investigates the valuation gap between buyers and sellers of insurers' contingent capital, driven by asymmetric exposures to tax benefits, capital injections, and bankruptcy costs. We develop a novel Twin‐Tree Model with Jumps (TTMJ) that models the insurer's asset value dynamics by incorporating catastrophe risk, insolvency risk ...
Tian‐Shyr Dai +3 more
wiley +1 more source
Numerical and Experimental Investigation of High-Pressure Hydrogen Jet Dispersion from Leakage at 70 MPa. [PDF]
Zhang Z +7 more
europepmc +1 more source
Sequential Outlier Detection in Nonstationary Time Series
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
Axial power distribution control in pressurized water reactors based on flow rate regulation based on distributed parameters method. [PDF]
Duan Q, Yang M, Chen S, Li H, Xie H.
europepmc +1 more source
Exergy-guided multiphysics analysis of transport irreversibilities in PEMFC flow-field architectures. [PDF]
Alrwashdeh S.
europepmc +1 more source
Nonreciprocal scattering and implications for thermal emission control on a mid-infrared spatiotemporally modulated metasurface. [PDF]
Efimov A +7 more
europepmc +1 more source
Generalized Einstein Equation for Ceramics Suspension Rheology. [PDF]
Ptáček P +6 more
europepmc +1 more source
Minimizing Risk of Load Redistribution Attacks on Electric Grids in the Presence of Insider Threats. [PDF]
Zhan L, Mehrani S, Xie C, Dehghanian P.
europepmc +1 more source

