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Recursive approximating to the finite-time Gerber–Shiu function in Lévy risk models under periodic observation

Journal of Computational and Applied Mathematics, 2022
The surplus of an insurance company is modelled as a spectrally negative Lévy process \(U\). The surplus is observed only periodically with constant inter-observation times. Ruin occurs if the process is negative at some observation time, \(\tau = \inf\{t_j: U_{t_j} < 0\}\). The goal is to determine the Gerber-Shiu function \[ \phi(u) = \mathbb{E}[e^{-\
Jiayi Xie, Zhimin Zhang 0009
openaire   +2 more sources

Recursive sliding mode control with adaptive disturbance observer for a linear motor positioner

Mechanical Systems and Signal Processing, 2021
Ke Shao, Jinchuan Zheng, Hai Wang
exaly  

Recursive Identification Based on Local Likelihood Function with Binary-Valued Observations

IEEE Transactions on Automatic Control
Xin Li   +3 more
openaire   +1 more source

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