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Catastrophe risk has long been recognized to pose a serious threat to the insurance sector. Catastrophe risk pooling offers an effective way to diversify losses arising from catastrophic events. In this paper, we investigate a structure of…

Risk Management · Quantitative Finance 2026-04-09 Minh Chau Nguyen , Tony S. Wirjanto , Fan Yang

In this paper, we propose a new aperiodic formulation of model predictive control for nonlinear continuous-time systems. Unlike earlier approaches, we provide event-triggered conditions without using the optimal cost as a Lyapunov function…

Optimization and Control · Mathematics 2017-03-16 Kazumune Hashimoto , Shuichi Adachi , Dimos V. Dimarogonas

Contemporary insurance theory is concentrated on models with different types of polices and shock events may influence the payments on some of them. Jordanova (2018) considered a model where a shock event contributes to the total claim…

Probability · Mathematics 2022-06-28 Pavlina Jordanova , Evelina Veleva , Kosto Mitov

This study deals with the pricing and hedging of single-tranche collateralized debt obligations (STCDOs). We specify an affine two-factor model in which a catastrophic risk component is incorporated. Apart from being analytically tractable,…

Mathematical Finance · Quantitative Finance 2020-11-23 Zehra Eksi , Damir Filipović

Extreme events are often multivariate in nature. A compound extreme occurs when a combination of variables jointly produces a significant impact, even if individual components are not necessarily marginally extreme. Compound extremes have…

Methodology · Statistics 2025-09-24 Cathy Yin , Adam M. Sykulski , Almut E. D. Veraart

The impact of a stress scenario of default events on the loss distribution of a credit portfolio can be assessed by determining the loss distribution conditional on these events. While it is conceptually easy to estimate loss distributions…

Risk Management · Quantitative Finance 2016-01-11 Dirk Tasche

Cumulative Prospect Theory (CPT) is a modeling tool widely used in behavioral economics and cognitive psychology that captures subjective decision making of individuals under risk or uncertainty. In this paper, we propose a dynamic pricing…

Computers and Society · Computer Science 2019-12-02 Yue Guan , Anuradha M. Annaswamy , H. Eric Tseng

In this paper incomplete-information models are developed for the pricing of securities in a stochastic interest rate setting. In particular we consider credit-risky assets that may include random recovery upon default. The market…

Pricing of Securities · Quantitative Finance 2010-06-04 Andrea Macrina , Priyanka A. Parbhoo

This work examines how the dependence structures between energy futures asset prices differ in two periods identified before and after the 2008 global financial crisis. These two periods were characterised by a difference in the number of…

Applications · Statistics 2023-03-31 Clara Grazian , Alex McInnes

The modeling of the probability of joint default or total number of defaults among the firms is one of the crucial problems to mitigate the credit risk since the default correlations significantly affect the portfolio loss distribution and…

Risk Management · Quantitative Finance 2022-08-08 Puneet Pasricha , Dharmaraja Selvamuthu , Selvaraju Natarajan

We propose a model for an insurance loss index and the claims process of a single insurance company holding a fraction of the total number of contracts that captures both ordinary losses and losses due to catastrophes. In this model we…

Pricing of Securities · Quantitative Finance 2018-05-17 Andreas Eichler , Gunther Leobacher , Michaela Szölgyenyi

Accurately forecasting the impact of macroeconomic events is critical for investors and policymakers. Salient events like monetary policy decisions and employment reports often trigger market movements by shaping expectations of economic…

Machine Learning · Computer Science 2025-08-11 Yang Zhang , Wenbo Yang , Jun Wang , Qiang Ma , Jie Xiong

This paper explores the mechanisms behind extreme financial events, specifically market crashes, by employing the theoretical framework of phase transitions. We focus on endogenous crashes, driven by internal market dynamics, and model…

Mathematical Finance · Quantitative Finance 2024-08-14 Revant Nayar , Minhajul Islam

In this paper we propose a copula contagion mixture model for correlated default times. The model includes the well known factor, copula, and contagion models as its special cases. The key advantage of such a model is that we can study the…

Pricing of Securities · Quantitative Finance 2010-10-21 Harry Zheng

Understanding multivariate extreme events play a crucial role in managing the risks of complex systems since extremes are governed by their own mechanisms. Conditional on a given variable exceeding a high threshold (e.g.\ traffic…

Methodology · Statistics 2021-06-28 Valentin Courgeau , Almut E. D. Veraart

Entries of datasets are often collected only if an event occurred: taking a survey, enrolling in an experiment and so forth. However, such partial samples bias classical correlation estimators. Here we show how to correct for such sampling…

Methodology · Statistics 2016-01-05 P-A. G. Maugis

Floods are the most common and among the most severe natural disasters in many countries around the world. As global warming continues to exacerbate sea level rise and extreme weather, governmental authorities and environmental agencies are…

Applications · Statistics 2021-10-07 Lauren Ansell , Luciana Dalla Valle

A predictive triggering (PT) framework for the distributed control of resource constrained multi-agent systems is proposed. By predicting future communication demands and deriving a probabilistic priority measure, the PT framework is able…

Systems and Control · Electrical Eng. & Systems 2019-07-30 José Mario Mastrangelo , Dominik Baumann , Sebastian Trimpe

Periodic event-triggered control (PETC) evaluates the triggering rule periodically and is well-suited for implementation on digital platforms. This paper investigates PETC design for nonlinear systems affected by external disturbances under…

Optimization and Control · Mathematics 2020-06-05 Xiangru Xu , Adam M. Tahir , Behcet Acikmese

We consider pricing weather derivatives for use as protection against weather extremes. The method described utilizes results from spatial statistics and extreme value theory to first model extremes in the weather as a max-stable process,…

Applications · Statistics 2011-09-21 Robert J. Erhardt , Richard L. Smith