1,721,194 research outputs found
Addressing Ambiguity in Randomized Reinsurance Contracts Using Belief Functions
No full textMotivated by a randomized reinsurance model we consider the lower envelope of the set of bivariate joint probability distributions having a precise discrete marginal and an ambiguous Bernoulli marginal. Under an independence assumption, since the lower envelope fails 2- monotonicity, inner/outer Dempster-Shafer approximations are provided to model the lower expected insurer’s annual profit under reinsurance
Large deviations for risk processes with reinsurance
Full text linkWe consider risk processes with reinsurance. A general family of reinsurance contracts is allowed, including proportional and excess-of-loss policies. Claim occurrence is regulated by a classical compound Poisson process or by a Markov-modulated compound Poisson process. We provide some large deviation results concerning these two risk processes in the small-claim case. Finally, we derive the so-called Lundberg estimate for the ruin probabilities and present a numerical example
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Bayesian identification of a projection-based reduced order model for computational fluid dynamics
Full text linkIn this paper we propose a Bayesian method as a numerical way to correct and stabilise projection-based reduced order models (ROM) in computational fluid dynamics problems. The approach is of hybrid type, and consists of the classical proper orthogonal decomposition driven Galerkin projection of the laminar part of the governing equations, and Bayesian identification of the correction term mimicking both the turbulence model and possible ROM-related instabilities given the full order data. In this manner the classical ROM approach is translated to the parameter identification problem on a set of nonlinear ordinary differential equations. Computationally the inverse problem is solved with the help of the Gauss-Markov-Kalman smoother in both ensemble and square-root polynomial chaos expansion forms. To reduce the dimension of the posterior space, a novel global variance based sensitivity analysis is proposed
Lundberg parameters for non standard risk processes
No full textWe consider risk processes with delayed claims in a Markovian environment, and
we study the asymptotic behaviour of
finite and infinite horizon ruin probabilities under the small claim
assumption. We also consider multivariate risk processes of the same kind, and we
give upper and lower bounds for the
Lundberg parameters of the corresponding total reserve. Our results have strong
analogies with those one in the paper by Juri (Super modular order and Lundberg exponents, 2002)
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
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