English
Related papers

Related papers: Pricing Multi-event Triggered Catastrophe Bonds Ba…

200 papers

Contingent Convertible bonds (CoCos) are debt instruments that convert into equity or are written down in times of distress. Existing pricing models assume conversion triggers based on market prices and on the assumption that markets can…

Pricing of Securities · Quantitative Finance 2023-05-18 Mike Derksen , Peter Spreij , Sweder van Wijnbergen

Data centers (DCs) are emerging as large, geographically distributed, controllable loads whose participation in electricity markets can significantly affect grid operation, especially when cloud platforms shift workloads across sites to…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Shijie Pan , Zaint A. Alexakis , Charalambos Konstantinou

We consider the problem of autonomous navigation using limited information from a remote sensor network. Because the remote sensors are power and bandwidth limited, we use event-triggered (ET) estimation to manage communication costs. We…

Robotics · Computer Science 2023-03-22 Anne Theurkauf , Qi Heng Ho , Roland Ilyes , Nisar Ahmed , Morteza Lahijanian

To disentangle the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework…

Applications · Statistics 2019-03-26 Daniela Castro-Camilo , Raphaël Huser

In the present paper we fill an essential gap in the Convertible Bonds pricing world by deriving a Binary Tree based model for valuation subject to credit risk. This model belongs to the framework known as Equity to Credit Risk. We show…

Pricing of Securities · Quantitative Finance 2012-06-08 K. Milanov , O. Kounchev

Floods rank among the costliest natural hazards, causing over USD 100 billion in insured losses between 2013 and 2023. In France, persistent deficits in the natural catastrophe scheme highlight the need for accurate, building-scale flood…

Applications · Statistics 2026-03-04 Mulah Moriah , Franck Vermet , Pierre Ailliot , Philippe Naveau , Juliette Legrand

A time-varying bivariate copula joint model, which models the repeatedly measured longitudinal outcome at each time point and the survival data jointly by both the random effects and time-varying bivariate copulas, is proposed in this…

Methodology · Statistics 2024-12-03 Zili Zhang , Christiana Charalambous , Peter Foster

Autonomous Micro Aerial Vehicles (MAVs), particularly quadrotors, have shown significant potential in assisting humans with tasks such as construction and package delivery. These applications benefit greatly from the use of cables for…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Tohid Kargar Tasooji , Sakineh Khodadadi , Guangjun Liu

In many studies multivariate event time data are generated from clusters having a possibly complex association pattern. Flexible models are needed to capture this dependence. Vine copulas serve this purpose. Inference methods for vine…

Applications · Statistics 2017-07-25 Nicole Barthel , Candida Geerdens , Matthias Killiches , Paul Janssen , Claudia Czado

Model predictive control (MPC) is capable of controlling nonlinear systems with guaranteed constraint satisfaction and stability. However, MPC requires solving optimization problems online periodically, which often exceeds the local…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Alexander Gräfe , Sebastian Trimpe

For monitoring crises, political events are extracted from the news. The large amount of unstructured full-text event descriptions makes a case-by-case analysis unmanageable, particularly for low-resource humanitarian aid organizations.…

Computation and Language · Computer Science 2023-05-08 Clément Lefebvre , Niklas Stoehr

In this paper we continue the research of our recent interest rate tree model called Zero Black-Derman-Toy (ZBDT) model, which includes the possibility of a jump at each step to a practically zero interest rate. This approach allows to…

Pricing of Securities · Quantitative Finance 2020-07-15 Grzegorz Krzyżanowski , Andrés Sosa

Normalizing flows, a popular class of deep generative models, often fail to represent extreme phenomena observed in real-world processes. In particular, existing normalizing flow architectures struggle to model multivariate extremes,…

Machine Learning · Computer Science 2022-05-04 Andrew McDonald , Pang-Ning Tan , Lifeng Luo

This paper considers the problem of measuring the credit risk in portfolios of loans, bonds, and other instruments subject to possible default under multi-factor models. Due to the amount of the portfolio, the heterogeneous effect of…

Computational Finance · Quantitative Finance 2019-04-10 Cheng-Der Fuh , Chuan-Ju Wang

Accurate forecasts of electricity spot prices are essential to the daily operational and planning decisions made by power producers and distributors. Typically, point forecasts of these quantities suffice, particularly in the Nord Pool…

Statistical Finance · Quantitative Finance 2018-12-07 Gunnhildur H. Steinbakk , Alex Lenkoski , Ragnar Bang Huseby , Anders Løland , Tor Arne Øigård

Extreme events jeopardize power network operations, causing beyond-design failures and massive supply interruptions. Existing market designs fail to internalize and systematically assess the risk of extreme and rare events. Efficiently…

Systems and Control · Electrical Eng. & Systems 2025-01-03 Tomas Tapia , Zhirui Liang , Charalambos Konstantinou , Yury Dvorkin

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

This paper investigates the robust cooperative output regulation problem for a class of heterogeneous uncertain linear multi-agent systems with an unknown exosystem via event-triggered control (ETC). By utilizing the internal model approach…

Systems and Control · Electrical Eng. & Systems 2024-06-17 Yangyang Qian , Lu Liu

Event-based state estimation can achieve estimation quality comparable to traditional time-triggered methods, but with a significantly lower number of samples. In networked estimation problems, this reduction in sampling instants does,…

Systems and Control · Computer Science 2016-09-27 Sebastian Trimpe

Conditional value-at-risk (CVaR) precisely characterizes the influence that rare, catastrophic events can exert over decisions. Such characterizations are important for both normal decision-making and for psychiatric conditions such as…

Artificial Intelligence · Computer Science 2021-11-15 Chris Gagne , Peter Dayan