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Tails of the Moments for Sums with Dominatedly Varying Random Summands
Mathematics, 2021 The asymptotic behaviour of the tail expectation ?E(Snξ)α?{Snξ>x} is investigated, where exponent α is a nonnegative real number and Snξ=ξ1+…+ξn is a sum of dominatedly varying and not necessarily identically distributed random summands, following a ...
Mantas Dirma +2 more
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The maximum of randomly weighted sums with long tails in insurance and finance [PDF]
Stochastic Analysis and Applications, 2011 In risk theory we often encounter stochastic models containing randomly weighted sums. In these sums, each primary real-valued random variable, interpreted as the net loss during a reference period, is associated with a nonnegative random weight ...
Chen, Y, Ng, KW, Yuen, KC
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Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
Nonlinear Analysis, 2021 This paper considers a delayed claim risk model with stochastic return and Brownian perturbation in which each main claim may be accompanied with a delayed claim occurring after a stochastic period of time, and the price process of the investment ...
Yang Yang, Xinzhi Wang, Zhimin Zhang
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BMC Medical Research Methodology, 2022 Background The Nine-Questions Depression-Rating Scale (9Q) has been developed as an alternative assessment tool for assessing the severity of depressive symptoms in Thai adults.
Suttipong Kawilapat +8 more
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Procedural Video Game Scene Generation by Genetic and Neutrosophic WASPAS Algorithms
Applied Sciences, 2022 The demand for automated game development assistance tools can be fulfilled by computational creativity algorithms. The procedural generation is one of the topics for creative content development.
Aurimas Petrovas, Romualdas Bausys
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Gazi Üniversitesi Fen Bilimleri Dergisi, 2021 The multi-resource generalized assignment problem (MRGAP) is an assignment problem in which each agent has more than one capacity-constrained resource.
Kumsal ERTEN +2 more
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Variational Quantum Process Tomography of Non-Unitaries
Entropy, 2023 Quantum process tomography is a fundamental and critical benchmarking and certification tool that is capable of fully characterizing an unknown quantum process.
Shichuan Xue +4 more
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Interior-point algorithms for a class of convex optimization problems [PDF]
Yugoslav Journal of Operations Research, 2009 In this paper we consider interior-point methods (IPM) for the nonlinear, convex optimization problem where the objective function is a weighted sum of reciprocals of variables subject to linear constraints (SOR).
Lešaja Goran, Slaughter Verlynda N.
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Optimal sleep-state control of energy-aware M/G/1 queues [PDF]
EAI Endorsed Transactions on Internet of Things, 2015 We study the problem of optimally controlling the use of sleep states in an energy-aware M/G/1 queue. In our model, we consider a family of policies where the server upon becoming idle can wait for a random period before entering, potentially randomly ...
Misikir Eyob Gebrehiwot +2 more
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A Renewal Shot Noise Process with Subexponential Shot Marks
Risks, 2019 We investigate a shot noise process with subexponential shot marks occurring at renewal epochs. Our main result is a precise asymptotic formula for its tail probability.
Yiqing Chen
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