Related papers: Ruin Probabilities for Risk Processes in Stochasti…
We live in a modern world supported by large, complex networks. Examples range from financial markets to communication and transportation systems. In many realistic situations the flow of physical quantities in the network, as characterized…
We deal with a generalization of the classical risk model when an insurance company gets additional funds whenever a claim arrives and consider some practical approaches to the estimation of the ruin probability. In particular, we get an…
We study the diffusion of influence in random multiplex networks where links can be of $r$ different types, and for a given content (e.g., rumor, product, political view), each link type is associated with a content dependent parameter…
We study the decentralized multi-agent multi-armed bandit problem for agents that communicate with probability over a network defined by a $d$-regular graph. Every edge in the graph has probabilistic weight $p$ to account for the…
We evaluate the probability that a Boolean network returns to an attractor after perturbing h nodes. We find that the return probability as function of h can display a variety of different behaviours, which yields insights into the…
Interconnected agents such as firms in a supply chain make simultaneous preparatory investments to increase chances of honouring their respective bilateral agreements. Failures cascade: if one fails their agreement, then so do all who…
Lattice investment projects support process model with corruption is formulated and analyzed. The model is based on the Ising lattice model of ferromagnetic but takes deal with the social phenomenon. Set of corruption agents is considered.…
We study the incentives that agents have to invest in costly protection against cascading failures in networked systems. Applications include vaccination, computer security and airport security. Agents are connected through a network and…
We consider an interacting particle system representing the spread of a rumor by agents on the $d$-dimensional integer lattice. Each agent may be in any of the three states belonging to the set {0,1,2}. Here 0 stands for ignorants, 1 for…
Probability models have been proposed in the literature to account for "intelligent" behavior in many contexts. In this paper, probability propagation is applied to model agent's motion in potentially complex scenarios that include goals…
When dealing with spreading processes on networks it can be of the utmost importance to test the reliability of data and identify potential unobserved spreading paths. In this paper we address these problems and propose methods for hidden…
In this paper, we study a distributed parameter estimation problem with an asynchronous communication protocol over multi-agent systems. Different from traditional time-driven communication schemes, in this work, data can be transmitted…
We consider a bivariate Cramer-Lundberg-type risk reserve process with the special feature that each insurance company agrees to cover the deficit of the other. It is assumed that the capital transfers between the companies are…
We suggest a model for data losses in a single node of a packet-switched network (like the Internet) which reduces to one-dimensional discrete random walks with unusual boundary conditions. The model shows critical behavior with an abrupt…
We consider a model of two interdependent networks, where every node in one network depends on one or more supply nodes in the other network and a node fails if it loses all of its supply nodes. We develop algorithms to compute the failure…
A new class of probabilistic models for cascading failure propagation in interconnected systems is proposed. The models take into account important characteristics of real systems that are not considered in existing generic approaches.…
Here we propose a generic mechanism - networked buffering - for generating robust traits in complex systems that requires two basic conditions to be satisfied: 1) agents are versatile enough to perform more than one single functional role…
In the analysis of large random wireless networks, the underlying node distribution is almost ubiquitously assumed to be the homogeneous Poisson point process. In this paper, the node locations are assumed to form a Poisson clustered…
In this paper we consider a compound Poisson risk model with regularly varying claim sizes. For this model in [1] an asymptotic formula for the finite time ruin probability is provided when the time is scaled by the mean excess function. In…
In this paper we study the asymptotic decay of finite time ruin probabilities for an insurance company that faces heavy-tailed claims, uses predictable investment strategies and makes investments in risky assets whose prices evolve…