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Related papers: Dynamic and granular loss reserving with copulae

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We construct new multivariate copulas on the basis of a generalized infinite partition-of-unity approach. This approach allows - in contrast to finite partition-of-unity copulas - for tail-dependence as well as for asymmetry. A possibility…

Risk Management · Quantitative Finance 2020-12-17 Dietmar Pfeifer , Hervé Awoumlac Tsatedem , Andreas Mändle , Côme Girschig

Fitting generative models to sequential data typically involves two recursive computations through time, one forward and one backward. The latter could be a computation of the loss gradient (as in backpropagation through time), or an…

Machine Learning · Computer Science 2023-10-23 Azwar Abdulsalam , Joseph G. Makin

Vine copulas offer flexible multivariate dependence modeling and have become widely used in machine learning. Yet, structure learning remains a key challenge. Early heuristics, such as Dissmann's greedy algorithm, are still considered the…

Methodology · Statistics 2026-05-20 Thibault Vatter , Thomas Nagler

The present work addresses the question how sampling algorithms for commonly applied copula models can be adapted to account for quasi-random numbers. Besides sampling methods such as the conditional distribution method (based on a…

Computation · Statistics 2016-03-15 Mathieu Cambou , Marius Hofert , Christiane Lemieux

We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival time distributions depending on the claims that arrived within a fixed (past) time window. This dependence could be explained through a regenerative…

Probability · Mathematics 2016-04-22 Corina Constantinescu , Suhang Dai , Weihong Ni , Zbigniew Palmowski

A Lyapunov design method is used to analyze the nonlinear stability of a generic reservoir computer for both the cases of continuous-time and discrete-time dynamics. Using this method, for a given nonlinear reservoir computer, a radial…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Afroza Shirin , Isaac S. Klickstein , Francesco Sorrentino

In recent years research on credit risk modelling has mainly focused on default probabilities. Recovery rates are usually modelled independently, quite often they are even assumed constant. Then, however, the structural connection between…

Risk Management · Quantitative Finance 2015-03-06 Alexander F. R. Koivusalo , Rudi Schäfer

Random shifting typically appears in credibility models whereas random scaling is often encountered in stochastic models for claim sizes reflecting the time-value property of money. In this article we discuss some aspects of random shifting…

Methodology · Statistics 2014-10-08 Enkelejd Hashorva , Lanpeng Ji

Multivariate volatility modeling and forecasting are crucial in financial economics. This paper develops a copula-based approach to model and forecast realized volatility matrices. The proposed copula-based time series models can capture…

Statistical Finance · Quantitative Finance 2020-02-21 Wenjing Wang , Minjing Tao

Missing values are largely inevitable in gene expression microarray studies. Data sets often have significant omissions due to individuals dropping out of experiments, errors in data collection, image corruptions, and so on. Missing data…

Quantitative Methods · Quantitative Biology 2018-09-18 Marie Li

The ongoing concern about systemic risk since the outburst of the global financial crisis has highlighted the need for risk measures at the level of sets of interconnected financial components, such as portfolios, institutions or members of…

Risk Management · Quantitative Finance 2017-03-24 Yannick Armenti , Stephane Crepey , Samuel Drapeau , Antonis Papapantoleon

This paper investigates risk measures derived from the expected maximum deficit in a continuous-time framework and develops optimal reserve allocation strategies across multiple lines of business. We formalize the expected maximum deficit…

Risk Management · Quantitative Finance 2026-05-19 Claude Lefevre , Pierre Zuyderhoff

Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or demand forecasting. However, the computational and numerical…

Machine Learning · Computer Science 2019-10-28 David Salinas , Michael Bohlke-Schneider , Laurent Callot , Roberto Medico , Jan Gasthaus

Current reserve procurement approaches ignore the stochastic nature of reserve asset availability itself and thus limit the type and volume of reserve offers. This paper develops a reliability-aware probabilistic approach that allows…

Systems and Control · Electrical Eng. & Systems 2021-10-27 Lars Herre , Pierre Pinson , Spyros Chatzivasileiadis

We propose a numerical procedure to solve an inverse problem that estimates the state of a magma reservoir from observed surface displacement of a volcano. Our variational approach aims to find the minimizer of a cost function consisting of…

Numerical Analysis · Mathematics 2026-05-04 Shungo Kun Tonoyama , Atsushi Suzuki , Takemasa Miyoshi

We review basic modeling approaches for failure and maintenance data from repairable systems. In particular we consider imperfect repair models, defined in terms of virtual age processes, and the trend-renewal process which extends the…

Methodology · Statistics 2007-08-03 Bo Henry Lindqvist

Stochastic models for pore collapse in granular materials are developed. First, a general fluctuating stress-strain relation for a plastic flow rule is derived. The fluctuations account for non-associativity in plastic deformations…

Soft Condensed Matter · Physics 2020-03-02 Joseph Bakarji , Daniel M. Tartakovsky

Nowadays, data-centers are largely under-utilized because resource allocation is based on reservation mechanisms which ignore actual resource utilization. Indeed, it is common to reserve resources for peak demand, which may occur only for a…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-03 Francesco Pace , Dimitrios Milios , Damiano Carra , Daniele Venzano , Pietro Michiardi

A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…

Numerical Analysis · Mathematics 2024-05-20 Frédéric Rousset , Katharina Schratz

Copulas are a powerful tool for modeling multivariate distributions as they allow to separately estimate the univariate marginal distributions and the joint dependency structure. However, known parametric copulas offer limited flexibility…

Machine Learning · Statistics 2021-11-11 Tim Janke , Mohamed Ghanmi , Florian Steinke