Results 51 to 60 of about 222,822 (188)
Contingent capital: A tale of two valuations
Journal 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
La productividad de los autores en la ciencia de la información colombiana
Ciência da Informação, 2011 Este trabajo analiza la productividad científica de los autores que han publicado documentos en cuatro revistas de ciencia de la información editadas en Colombia desde 1978 a 2009.
Cristina Restrepo Arango +1 more
doaj
On the Exact Limiting Distribution of a Volatility Target Index
Mathematical Finance, EarlyView.ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley +1 more source
New Phytologist, EarlyView.Pie charts illustrate the composition of fossil grass silica short‐cell phytolith (GSSCP) assemblages at investigated fossil sites in the United States and Türkiye and representative 3D meshes of classified phytoliths. Summary Pooideae, the largest grass subfamily, radiated in the Northern Hemisphere from the Paleocene onward and today dominates cold ...
Rosalie M. Hermans +5 more
wiley +1 more source
Recovering the nonlinear density field from the galaxy distribution with a Poisson-Lognormal filter
, 2009 17 pages, 9 figures, 1 ...
Kitaura, Francisco Shu +2 more
openaire +4 more sources
Brain PDGFRβ+ Cells Exhibit Diverse Reactive Phenotypes After Stroke Without Requiring KLF4
Glia, Volume 75, Issue 1, January 2027.Brain PDGFRβ+ cells become reactive and adopt diverse phenotypes after stroke. Reactive PDGFRβ+ cells exhibit predictable spatial distribution relative to glial scar. KLF4 is not required to mediate the reactivity of brain PDGFRβ+ cells after stroke.
Daniel Manrique‐Castano, Ayman ElAli
wiley +1 more source
Time‐Variant Seismic Fragility of Reinforced Concrete Bridge Piers Considering Degradation Phenomena
Earthquake Engineering &Structural Dynamics, Volume 55, Issue 15, Page 3796-3817, December 2026.ABSTRACT Aging and environmental exposure progressively deteriorate the physical and mechanical properties of construction materials, thereby affecting the safety and functionality of existing infrastructure. Corrosion of steel rebars in reinforced concrete structures is widely acknowledged as the most common and detrimental degradation phenomenon, as ...
Paolo Andrea Miglietta +4 more
wiley +1 more source
Twisted Poincare duality for some quadratic Poisson algebras [PDF]
, 2007 We exhibit a Poisson module restoring a twisted Poincaré duality between Poisson homology and cohomology for the polynomial algebra R=C[X1Xn] endowed with Poisson bracket arising from a uniparametrised quantum affine space.
Stéphane Launois +3 more
core +1 more source
BIVARIATE POISSON LOG-NORMAL REGRESSION MODELING ON THE NUMBER OF LEPROSY CASES IN INDONESIA
BarekengBivariate Poisson regression is a method for modeling two correlated count response variables. However, standard Poisson models often assume equidispersion, which is frequently violated in real-world data due to overdispersion. To address this issue, the
Nasrah Sirajang +2 more
doaj +1 more source
Pricing Zero-Coupon Catastrophe Bonds Using EVT with Doubly Stochastic Poisson Arrivals
Discrete Dynamics in Nature and Society, 2017 The frequency and severity of climate abnormal change displays an irregular upward cycle as global warming intensifies. Therefore, this paper employs a doubly stochastic Poisson process with Black Derman Toy (BDT) intensity to describe the catastrophic ...
Zonggang Ma, Chaoqun Ma, Shisong Xiao
doaj +1 more source