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Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Matrices
Optimal reinsurance Distortion risk measure Reinsurance pre- mium principle Wang’s premium principle VaR TVaR
2016/1/25
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Matrices
Optimal reinsurance Distortion risk measure Wang’s premium principle VaR TVaR
2016/1/20
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...
Optimisation of forest road network under principles of functionally integrated forest management
forest road network optimisation forest functions
2015/1/29
A traditional approach to problems of the opening-up of forests has been based primarily on technical and economic aspects. It results particularly from the ground configuration and calculations of mi...
Large deviation principles and complete equivalence and nonequivalence results for pure and mixed ensembles
Statistics turbulent coherent structures mechanical model the model of two-dimensional fluid motion
2014/12/29
We consider a general class of statistical mechanical models of coherent structures in turbulence, which includes models of two-dimensional fluid motion, quasi-geostrophic flows, and dispersive waves....
Evolving the Core Design Principles: The Coevolution of Institutions and Sustainable Practices
sustainability group selection cultural evolution Ostrom
2014/8/8
The sustainable use of limited resources presents a looming cooperation problem for the global human population. A number of researchers have proposed that certain social norms and institutions can st...
Subjective Bayesian Analysis: Principles and Practice
coherency exchangeability physical model analysis high reliability testing objective Bayes temporal sure preference
2009/9/21
We address the position of subjectivism within Bayesian statistics.
We argue, rst, that the subjectivist Bayes approach is the only feasible method
for tackling many important practical problems. Se...
Predicting the Influence of Network Structure on Trust in Knowledge Communities:Addressing the Interconnectedness of Four Network Principles and Trust
network structure trust knowledge communities knowledge sharing homophily closure small worlds brokerage
2009/7/16
The goal of this paper is to explore the emergence of trusting relationships within Communities of Practice. It has been argued that trust can be viewed as an organizing principle (McEvily, Perrone, a...
Invariance principles for standard-normalized and self-normalized random fields
Functional central limit theorem invariance principle i.i.d. random elds martingale-dierence random elds Orlicz spaces metric entropy self-normalization
2009/6/12
We investigate the invariance principle for set-indexed partial sums of a stationary field (X ) d of martingale-di?erence or independent random variables kk-Z under standard normalization or self-norm...
Recent advances in invariance principles for stationary sequences
Brownian motion weakly dependent sequences martingale differences linear process central limit theorem invariance principle
2009/5/18
In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main too...
Invariance Principles for Ranked Excursion Lengths and Heights
excursion lengths excursion heights invariance principle
2009/4/28
In this note we prove strong invariance principles between ranked excursion lengths and heights of a simple random walk and those of a standard Brownian motion. Some consequences concerning limiting d...
A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points
L!aevyprocesses subordinators hitting probabilitie
2009/4/22
We give a simpler and shorter proof of Kesten's result for the probabilities with which a subordinator hits points.
A Proof from First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points
Principle Kesten's result Hits Points
2009/4/1
We give a simpler and shorter proof of Kesten's result for the probabilities with which a subordinator hits points.
Large deviation principles for Markov processes via Phi-Sobolev inequalities
principle Markov process via Phi-Sobolev inequalities
2009/3/19
Via Phi-Sobolev inequalities, we give some sharp integrability conditions on $F$ for the large deviation principle of the empirical mean $frac{1}{T}{int_{0}^{T}{F(X_{s})}ds}$ for large time $T$, where...
Invariance principles for linear processes Application to isotonic regression
linear processes moment inequalities generalizations of martingales invariance principles fractional Brownian motion isotonic regression
2010/3/18
In this paper we prove maximal inequalities and study the functional central
limit theorem for the partial sums of linear processes generated by dependent
innovations. Due to the general weights the...
The Principles of Environmental Protection：The Case of Superfund
Environmental Protection minimal state Superfund public demand
2008/12/17
This paper addresses the important question: What is the proper
role of the state in the general area of environmental regulation?
The subject itself poses certain major difficulties for political
...