Asymptotic independence in more than two dimensions and its implications on risk management
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
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
Promoting Stretching Engagement through Health Belief Model-Based Nudges: The Effectiveness of Threat vs. Benefit-Based Nudge Messages. [PDF]
Lee YH, Seo H, Park S, Hwang JH.
europepmc +1 more source
Bayesian clustering of multivariate extremes
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
Active nudging towards digital well-being: reducing excessive screen time on mobile phones and potential improvement for sleep quality. [PDF]
Vu TH, Tagliabue M.
europepmc +1 more source
In Vivo Cytoskeletal AMPA Receptor Transport Imaging in C. elegans
ABSTRACT Long‐distance intracellular transport of ionotropic glutamate receptors (iGluRs) is essential for proper excitatory synaptic function underlying learning and memory. Many neuropsychiatric and neurodegenerative conditions have abnormal iGluR transport and trafficking, leading to an intense interest in the mechanisms and factors regulating these
Michaelis A. K., Hoerndli F. J.
wiley +1 more source
More sustainable choices in the workplace: a systematic review of nudge theory applications. [PDF]
De Paolis G, Tiberio L, Caffaro F.
europepmc +1 more source
Linear infrared spectroscopy combined with isotope labeling and density functional theory unravels the origin of a Fermi triad in a multifunctional vibrational chromophore. Ultrafast 2DIR‐spectroscopy reports directly on the dynamics and the intramolecular vibrational energy flow pathways in the isotopically deperturbed system. Abstract Infrared probes
Claudia Gräve +4 more
wiley +1 more source
Defaults at Work: A Field Experiment on the Effect of Nudges on Stand-Up Working. [PDF]
Celis M, Dirix N, Bassleer M, Duyck W.
europepmc +1 more source
Charting Resource Efficiency Practices Across European Firms: A Multilevel Analysis
ABSTRACT The circular economy (CE) is a key sustainability paradigm, prompting European Union (EU) organizations and policymakers to move beyond linear production and consumption models. The study aimed to assess the implementation patterns of nine CE activities among EU companies and to explore how the implementation of these CE activities relates to ...
Sofia Gomes +2 more
wiley +1 more source

