Results 131 to 140 of about 165,985,978 (306)
Nonlinear AnalysisThe paper considers a dependent bidimensional risk model with stochastic return and Brownian perturbations in which the price processes of the investment portfolio of the two lines of business are two geometric Lévy processes, and the claim-number ...
Chenghao Xu, Xiaowen Shen, Kaiyong Wang
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Analytical and numerical approach to corporate operational risk modelling [PDF]
Although The New Basel Accord gives the methodology for managing operational risk in financial institutions, corporate risk seems not to be recognized enough. In this Ph.D.
Pawel Mista
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Finite time Parisian ruin of an integrated Gaussian risk model
, 2017 In this paper we investigate the finite time Parisian ruin probability for an integrated Gaussian risk process. Under certain assumptions, we find that the Parisian ruin probability and the classical ruin probability are on the log-scale asymptotically ...
Peng, X., Luo, L.
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Advanced Science, EarlyView.This study maps out the hierarchical ordering in 1:2 B‐site complex perovskite ceramics using a comprehensive multiscale characterization route. It turns out that intradomain strain, oxygen vacancies, and Mg disorder within the ordered domains act as strong phonon scatterers.
Qingqiao Fu +6 more
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Advanced Science, EarlyView.A magneto‐ionic security‐by‐materials‐design strategy exploits voltage‐driven N3– migration in selectively contacted FeCoN dots, creating reconfigurable sub‐15 nm ferromagnetic sublayers with deterministic and/or probabilistic (single‐domain↔vortex) states, voltage‐tunable probabilities and fully stochastic orientation/chirality.
Irena Spasojevic +4 more
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An optimal reinsurance problem in the Cramèr-Lundberg model with investment and transaction costs
Journal of Innovative Applied Mathematics and Computational SciencesWe study optimal proportional reinsurance strategies for minimizing the probability of ruin in an extended Cram\'{e}r--Lundberg risk model with investment returns and fixed transaction costs.
Christian Kasumo, Nyendwa Peter
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The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model. [PDF]
We provide a unified analytical treatment of first passage problems under an affine state-dependent jump-diffusion model (with drift and volatility depending linearly on the state).
Avram, Florin, Usábel, Miguel A.
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CLRe: A Synergistic Dual‐Engine Framework for One‐Step Retrosynthesis Prediction
Advanced Science, EarlyView.CLRe uses a contrastive difficulty score to order pretrained seq2seq fine‐tuning for retrosynthesis. Reaction embeddings define the ranking score, and a cumulative easy‐to‐hard schedule expands from the easiest subset to the full training set while earlier examples remain active.
Tianhao Su +5 more
wiley +1 more source
Ruin Probabilities with Investments in Random Environment: Smoothness
MathematicsThis paper deals with the ruin problem of an insurance company investing its capital reserve in a risky asset with the price dynamics given by a conditional geometric Brownian motion whose parameters depend on a Markov process describing random ...
Viktor Antipov, Yuri Kabanov
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Fear of ruin and longevity enhancing investment [PDF]
Rectangularization of the survival probability seems to be an ongoing process. It results from a higher concentration of the ages at death; but it can be reversed by a continuous increase in the limit of life time. In this paper, we assume that these two
EECKHOUDT, Louis, PESTIEAU, Pierre
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