Results 11 to 20 of about 570,010 (241)
International Journal of Mechanical System Dynamics, 2022 In this paper, stochastic dynamics of a single degree‐of‐freedom quasi‐linear system with multitime delays and Poisson white noises are investigated using an approximate procedure based on the stochastic averaging method.
Wantao Jia +3 more
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Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework [PDF]
Journal of Capital Markets Studies, 2022 Purpose – This paper aims at examining the co-movement dependent regime and causality relationships between conventional and Islamic returns for emerging, frontier and developed markets from November 2008 to August 2020.
Fatma Mathlouthi, Slah Bahloul
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Contingent convertible lease modeling and credit risk management
Financial Innovation, 2022 The main objective of this study is to determine a lease agreement to finance an investment project and a solution for managing credit risk. This study investigates three types of contingent leases to reduce the costs associated with bankruptcy and ...
Ons Triki, Fathi Abid
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Probability and Statistics [PDF]
, 2017 This book offers an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. As a companion for classes for engineers and scientists, the book also covers applied topics such as model building and experiment design.
Mathai, Arak M., Haubold, Hans J.
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Response Analysis of Projectile System Under Gaussian Noise Excitation Using Path Integral Method
International Journal of Aerospace EngineeringDuring flight, projectiles are subject to uncertainties such as aerodynamic forces, wind gusts, and measurement errors; all of which significantly affect their stability and accuracy.
Liang Wang +4 more
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Gamblers Never Change their Habits
Austrian Journal of Statistics, 2016 In the game ‘6 out of 45’ the gambler has to guess 6 different numbers out of 45. These guesses are far from being uniformly distributed, instead gamblers prefer certain numbers and avoid others.
Karl Grill, Norbert Kusolitsch
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The Quality of Reserve Risk Calculation Models under Solvency II and IFRS 17
Risks, 2022 We analyse four stochastic claims reserving methods in terms of their capability to estimate reserve risk and how successful they are at predicting distributions and VaRs of claim developments in particular.
N. Miklós Arató, László Martinek
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Probability, Statistics, and Computational Science [PDF]
, 2012 In this chapter, we review basic concepts from probability theory and computational statistics that are fundamental to evolutionary genomics. We provide a very basic introduction to statistical modeling and discuss general principles, including maximum likelihood and Bayesian inference.
Beerenwinkel, Niko, Siebourg, Juliane
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Ruin probability in a risk model with variable premium intensity and risky investments [PDF]
Opuscula Mathematica, 2015 We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion.
Yuliya Mishura +2 more
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Poissonization Principle for a Class of Additive Statistics
Mathematics, 2022 In this paper, we consider a class of additive functionals of a finite or countable collection of the group frequencies of an empirical point process that corresponds to, at most, a countable partition of the sample space.
Igor Borisov, Maman Jetpisbaev
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