Results 191 to 200 of about 8,700,686 (233)

Contingent capital: A tale of two valuations

open access: yesJournal of Risk and Insurance, EarlyView.
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

Sequential Outlier Detection in Nonstationary Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
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

Generalized Einstein Equation for Ceramics Suspension Rheology. [PDF]

open access: yesACS Omega
Ptáček P   +6 more
europepmc   +1 more source

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