相关论文: Modelling comonotonic group-life under dependent d…

We define the class of multivariate group entropies as a novel set of information - theoretical measures, which extends significantly the family of group entropies. We propose new examples related to the "super-exponential" universality…

Compartmental epidemic models have been widely used for predicting the course of epidemics, from estimating the basic reproduction number to guiding intervention policies. Studies commonly acknowledge these models' assumptions but less…

This paper considers general term structure models like the ones appearing in portfolio credit risk modelling or life insurance. We give a general model starting from families of forward rates driven by infinitely many Brownian motions and…

Insurance and annuity products covering several lives require the modelling of the joint distribution of future lifetimes. In the interest of simplifying calculations, it is common in practice to assume that the future lifetimes among a…

The structure of groups for which certain sets of commutator subgroups are finite is investigated, with a particular focus on the relationship between these groups and those with finite derived subgroup.

We describe a procedure to introduce general dependence structures on a set of random variables. These include order-$q$ moving average-type structures, as well as seasonal, periodic, spatial and spatio-temporal dependences. The invariant…

Existing tools for explaining complex models and systems are associational rather than causal and do not provide mechanistic understanding. We propose a new notion called counterfactual explainability for causal attribution that is…

A general multi-type population model is considered, where individuals live and reproduce according to their age and type, but also under the influence of the size and composition of the entire population. We describe the dynamics of the…

Many biological systems regulate phenotypic heterogeneity as a fitness-maximising strategy in uncertain and dynamic environments. Analysis of such strategies is typically confined both to a discrete set of environmental conditions, and to a…

The use of a hypothetical generative model was been suggested for causal analysis of observational data. The very assumption of a particular model is a commitment to a certain set of variables and therefore to a certain set of possible…

A class of models is introduced describing the evolution of population species whose carrying capacities are functionals of these populations. The functional dependence of the carrying capacities reflects the fact that the correlations…

The broad concept of emergence is instrumental in various of the most challenging open scientific questions -- yet, few quantitative theories of what constitutes emergent phenomena have been proposed. This article introduces a formal theory…

We study copula-based collective risk models when the dependence structure is defined by a Farlie-Gumbel-Morgenstern (FGM) copula. By leveraging a one-to-one correspondence between the class of FGM copulas and multivariate symmetric…

Reliability of a system is considered where the components' random lifetimes may be dependent. The structure of the system is described by an associated "lattice polynomial" function. Based on that descriptor, general framework formulas are…

An individual-based model of the infectious disease spread among the urban population is considered. A system of stochastic equations, which describes changes in quantities of four population groups, susceptible, exposed, infected…

We present a theoretical as well as experimental investigation of a population of self-replicating segments of code subject to random mutation and survival of the fittest. Under the assumption that such a system constitutes a minimal system…

In this paper, we studied the stochastic ordering behavior of series as well as parallel systems' lifetimes comprising dependent and heterogeneous components, experiencing random shocks, and exhibiting distinct dependency structures. We…

This paper exploits adjacencies between the orbits of an ordered set P and a consequence of the classification of finite simple groups to, in many cases, exponentially bound the number of automorphisms. Results clearly identify the…

The study of concomitants has recently met a renewed interest due to its applications in selection procedures. For instance, concomitants are used in ranked-set sampling, to achieve efficiency and reduce cost when compared to the simple…

This paper presents a general framework for modeling dependence in multivariate time series. Its fundamental approach relies on decomposing each signal in a system into various frequency components and then studying the dependence…