Search Results - subject:"random variables"

A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport

Bercu, Bernard; Bigot, Jérémie; Gadat, Sébastien; … - 2021

Persistent link: https://www.econbiz.de/10012596536

A new stochastic dominance criterion for dependent random variables with applications

Belzunce, Félix; Martinez-Riquelme, Carolina - In: Insurance / Mathematics & economics 108 (2023), pp. 165-176

Persistent link: https://www.econbiz.de/10013534518

Optimal decisions in stochastic graphs with uncorrelated and correlated edge weights

Buchholz, Peter; Dohndorf, Iryna - In: Computers & operations research : and their … 150 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10013485784

Inbound replenishment and outbound dispatch decisions under hybrid shipment consolidation policies : an analytical model and comparison

Wei, Bo; Çetinkaya, Sıla; Cline, Daren B. H. - In: Transportation research / E : an international journal 175 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014381943

On the (im-)possibility of representing probability distributions as a difference of i.i.d. noise terms

Ewerhart, Christian; Serena, Marco - 2023

A random variable is difference-form decomposable (DFD) if it may be written as the difference of two i.i.d. random terms. We show that densities of such variables exhibit a remarkable degree of structure. Specifically, a DFD density can be neither approximately uniform, nor quasiconvex, nor...

Persistent link: https://www.econbiz.de/10014232086

Supply chain resilience assessment with financial considerations : a Bayesian network-based method

Shi, Wanying; Mena, Carlos - In: IEEE transactions on engineering management : EM 70 (2023) 6, pp. 2241-2256

Persistent link: https://www.econbiz.de/10014313954

Estimating the volatility of non-life premium risk under Solvency II: Discussion of Danish fire insurance data

Cerchiara, Rocco Roberto; Acri, Francesco - In: Risks 8 (2020) 3, pp. 1-19

We studied the volatility assumption of non-life premium risk under the Solvency II Standard Formula and developed an empirical model on real data, the Danish fire insurance data. Our empirical model accomplishes two things. Primarily, compared to the present literature, this paper innovates the...

Persistent link: https://www.econbiz.de/10013200607

Mathematical finance with applications

Wong, Wing Keung (contributor); Guo, Xu (contributor); … - 2020

Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the...

Persistent link: https://www.econbiz.de/10012606040

Estimating the volatility of non-life premium risk under Solvency II : discussion of Danish fire insurance data

Cerchiara, Rocco Roberto; Acri, Francesco - In: Risks : open access journal 8 (2020) 3/74, pp. 1-19

Persistent link: https://www.econbiz.de/10012293140

Determining distribution for the product of random variables by using copulas

Ly, Sel; Pho, Kim-Hung; Ly, Sal; Wong, Wing Keung - In: Risks 7 (2019) 1, pp. 1-20

Determining distributions of the functions of random variables is one of the most important problems in statistics and … and distribution of the product for two or more random variables via copulas to capture the dependence structures among … density and distribution of the product for two log-normal random variables on several different copulas, including Gaussian …

Persistent link: https://www.econbiz.de/10013200441