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The paper proposes an original methodology for constructing quantitative statistical models based on multidimensional distribution functions constructed on the basis of the insurance companies' data on inshurance policies (including…

Risk Management · Quantitative Finance 2019-08-15 Valery Baskakov , Nikolay Sheparnev , Evgeny Yanenko

Deep learning models have been used for a wide variety of tasks. They are prevalent in computer vision, natural language processing, speech recognition, and other areas. While these models have worked well under many scenarios, it has been…

Machine Learning · Computer Science 2022-02-15 Daniel Steinberg , Paul Munro

We survey the state-of-the-art on model-based formalisms for safety and security joint analysis, where safety refers to the absence of unintended failures, and security to absence of malicious attacks. We conduct a thorough literature…

Cryptography and Security · Computer Science 2023-10-24 Stefano M. Nicoletti , Marijn Peppelman , Christina Kolb , Mariëlle Stoelinga

This paper questions how to approach threat modelling in the automotive domain at both an abstract level that features no domain-specific entities such as the CAN bus and, separately, at a detailed level. It addresses such questions by…

Cryptography and Security · Computer Science 2023-06-08 Mario Raciti , Giampaolo Bella

Providing personalized recommendations for insurance products is particularly challenging due to the intrinsic and distinctive features of the insurance domain. First, unlike more traditional domains like retail, movie etc., a large amount…

Information Retrieval · Computer Science 2024-03-04 Simone Borg Bruun , Christina Lioma , Maria Maistro

The focus on safety alignment in large language models (LLMs) has increased significantly due to their widespread adoption across different domains. The scale of LLMs play a contributing role in their success, and the growth in parameter…

Artificial Intelligence · Computer Science 2025-07-29 Rachel S. Y. Teo , Laziz U. Abdullaev , Tan M. Nguyen

Variable selection in high-dimensional space characterizes many contemporary problems in scientific discovery and decision making. Many frequently-used techniques are based on independence screening; examples include correlation ranking…

Methodology · Statistics 2008-12-18 Jianqing Fan , Richard Samworth , Yichao Wu

This paper studies the distributed control and estimation of multi-agent systems based on bearing information. In particular, we consider two problems: (i) the distributed control of bearing-constrained formations using relative position…

Systems and Control · Computer Science 2015-03-31 Shiyu Zhao , Daniel Zelazo

As insurers increasingly behave like financial intermediaries and actively participate in capital markets, understanding the dependence structure between insurance and financial risks becomes crucial for insurers' operations. This paper…

Risk Management · Quantitative Finance 2026-03-20 Shunzhi Pang

We develop a class of multivariate ordered discrete response models featuring general rectangular structures, which allow for functionally interdependent thresholds across dimensions, extending beyond traditional (lattice) models that…

Econometrics · Economics 2025-11-06 Tatiana Komarova , William Matcham

This paper studies proportional risk sharing at claim occurrence time in community-based insurance. Each participant is modeled by an individual Cram\'er-Lundberg surplus process, and, whenever a claim is reported within the pool, its cost…

Probability · Mathematics 2026-04-01 Michel Denuit , José Miguel Flores-Contró , Christian Y. Robert

The frequent occurrence of natural disasters has posed significant challenges to society, necessitating the urgent development of effective risk management strategies. From the early informal community-based risk sharing mechanisms to…

Risk Management · Quantitative Finance 2025-08-06 Lichen Wang , Shijia Hua , Yuyuan Liu , Zhengyuan Lu , Liang Zhang , Linjie Liu , Attila Szolnoki

Complex statistical models such as scalar-on-image regression often require strong assumptions to overcome the issue of non-identifiability. While in theory it is well understood that model assumptions can strongly influence the results,…

Methodology · Statistics 2020-05-04 Clara Happ , Sonja Greven , Volker J. Schmid

Mathematical models are increasing adopted for setting targets for disease prevention and control. As model-informed policies are implemented, however, the inaccuracies of some forecasts become apparent, for example overprediction of…

Machine learning models can leak information regarding the dataset they have trained. In this paper, we present the first membership inference attack against black-boxed object detection models that determines whether the given data records…

Computer Vision and Pattern Recognition · Computer Science 2020-01-29 Yeachan Park , Myungjoo Kang

I analyze long-term contracting in insurance markets with asymmetric information. The buyer privately observes her risk type, which evolves stochastically over time. A long-term contract specifies a menu of insurance policies, contingent on…

Theoretical Economics · Economics 2022-09-01 Vitor Farinha Luz

We analyse the asymptotics of ruin probabilities of two insurance companies (or two branches of the same company) that divide between them both claims and premia in some specified proportions when the initial reserves of both companies tend…

Probability · Mathematics 2017-06-02 Sergey Foss , Dmitry Korshunov , Zbigniew Palmowski , Tomasz Rolski

Microarray studies, in order to identify genes associated with an outcome of interest, usually produce noisy measurements for a large number of gene expression features from a small number of subjects. One common approach to analyzing such…

Methodology · Statistics 2021-04-21 Linh Nghiem , Francis K. C. Hui , Samuel Mueller , A. H. Welsh

Accurate image registration is essential in many medical imaging applications, yet most deep registration networks provide little indication of when or where their predictions are unreliable. Existing uncertainty estimation approaches, such…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Lin Tian , Xiaoling Hu , Juan Eugenio Iglesias

Self-driving cars face complex driving situations with a large amount of agents when moving in crowded cities. However, some of the agents are actually not influencing the behavior of the self-driving car. Filtering out unimportant agents…

Robotics · Computer Science 2023-03-14 Tim Puphal , Raphael Wenzel , Benedict Flade , Malte Probst , Julian Eggert