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Mixed-gas opacities are critical for radiative transfer in stellar and substellar atmospheres. Several approaches exist to obtain net k-coefficients for arbitrary mixtures, each trading accuracy against computational cost. I introduce a…
We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…
We consider the classical Cram\'er-Lundberg risk model with claim sizes that are mixtures of phase-type and subexponential variables. Exploiting a specific geometric compound representation, we propose control variate techniques to…
This survey treats the problem of ruin in a risk model when assets earn investment income. In addition to a general presentation of the problem, topics covered are a presentation of the relevant integro-differential equations, exact and…
We present here a new extended model of the gambler's ruin problem by incorporating delays in receiving of rewards and paying of penalties. When there is a difference between two delays, an exact analysis of the ruin probability is…
A numerical method is presented to obtain approximate solutions to problems arising from sedimentation models. These processes are widely utilized in minery for recovering water from suspensions coming out of flotation processes. The main…
In this paper, we study chance constrained mixed integer program with consideration of recourse decisions and their incurred cost, developed on a finite discrete scenario set. Through studying a non-traditional bilinear mixed integer…
In this paper, we introduce a risk process, namely, the mixed fractional risk process (MFRP) in which the number of claims in the associated claim process are modelled using the mixed fractional Poisson process (MFPP). The covariance…
We investigate the role of reinsurance in maximizing the wealth of an insurance company. We use Liu's uncertainty theory (B. Liu, 2007) for the problem modeling and follow-up computations. The uncertainty measure of ruin for the insurance…
In this manuscript we consider the dual risk model with financial application, where the random gains occur under a renewal process. We particularly work the Erlang(n) case for common distribution of the inter-arrival times, from there it…
Higher cumulants of conserved charges are sensitive observables of quantum chromodynamics phase transitions. The sample of mixed events provides a background to estimate non-critical effects of cumulants. Four possible methods for…
We give a scheme of using the coupling method to obtain strong bounds for the convergence rate of the distribution of the backward renewal process in the total variation distance. This scheme can be applied to a wide class of regenerative…
We describe new methods for deciding the stability of switching systems. The methods build on two ideas previously appeared in the literature: the polytope norm iterative construction, and the lifting procedure. Moreover, the combination of…
In this paper, we introduce an insurance ruin model with adaptive premium rate, thereafter refered to as restructuring/refraction, in which classical ruin and bankruptcy are distinguished. In this model, the premium rate is increased as…
The objective of Bayesian inference is often to infer, from data, a probability measure for a random variable that can be used as input for Monte Carlo simulation. When datasets for Bayesian inference are small, a principle challenge is…
Based on a discrete version of the Pollaczeck-Khinchine formula, a general method to calculate the ultimate ruin probability in the Gerber-Dickson risk model is provided when claims follow a negative binomial mixture distribution. The…
Hybrid quantum/molecular mechanics models (QM/MM methods) are widely used in material and molecular simulations when MM models do not provide sufficient accuracy but pure QM models are computationally prohibitive. Adaptive QM/MM coupling…
We introduce the concept of cumulative Parisian ruin, which is based on the time spent in the red by the underlying surplus process. Our main result is an explicit representation for the distribution of the occupation time, over a…
The purpose of this work is to study mortar methods for linear elasticity using standard low order finite element spaces. Based on residual stabilization, we introduce a stabilized mortar method for linear elasticity and compare it to the…
In healthcare applications, predictive uncertainty has been used to assess predictive accuracy. In this paper, we demonstrate that predictive uncertainty estimated by the current methods does not highly correlate with prediction error by…