In this paper a purely theoretical reinsurance model is presented, where the reinsurance contract is assumed to be simultaneously of an excess-of-loss and of a proportional type. The stochastic structure of the set of pairs (claim's arrival time, claim's size) is described by a Spatial Mixed...

Starting with a notion of positive dependence and with the family of the lower threshold copulas Ct associated with a bivariate distribution having copula C, we define different notions of positive dependence for C, reflecting the dependence properties of the copulas Ct for some t. Then, we...

In this paper we develop a network model of international trade which is able to replicate the concentrated and sparse nature of trade data. Our model extends the preferential attachment (PA) growth model to the case of multiple networks. Countries trade a variety of goods of different...

Public bicycle systems have attracted a great deal of attention in recent years. The success of this service heavily depends on the topology of the city and on the locations of bike stations in relation to potential demand. In fact, it is primarily important that users find bike stations in...

Having observed a cluster of jumps produced by an exponential Hawkes process, we study and quantify the residual length of the cluster. We then formalize the stochastic increasingness property of the durations between two consecutive jumps, which strengthens their positive correlation. Finally...