相关论文: Designing a Bonus-Malus system reflecting the clai…

For a typical insurance portfolio, the claims process for a short period, typically one year, is characterized by observing frequency of claims together with the associated claims severities. The collective risk model describes this…

Opportunistic scheduling and beamforming schemes with reduced feedback are proposed for MIMO-OFDMA downlink systems. Unlike the conventional beamforming schemes in which beamforming is implemented solely by the base station (BS) in a…

This paper proposes a novel methodology for probabilistic dynamic security assessment and enhancement of power systems that considers load and generation variability, N-2 contingencies, and uncertain cascade propagation caused by uncertain…

The multilevel model (MLM) is the popular approach to describe dependences of hierarchically clustered observations. A main feature is the capability to estimate (cluster-specific) random effect parameters, while their distribution…

This paper delves into the unexplored frequency-dependent characteristics of beyond diagonal reconfigurable intelligent surfaces (BD-RISs). A generalized practical frequency-dependent reflection model is proposed as a fundamental framework…

Insurance data can be asymmetric with heavy tails, causing inadequate adjustments of the usually applied models. To deal with this issue, hierarchical models for collective risk with heavy-tails of the claims distributions that take also…

Meta-analysis is a statistical method used in evidence synthesis for combining, analyzing and summarizing studies that have the same target endpoint and aims to derive a pooled quantitative estimate using fixed and random effects models or…

In this paper, we introduce a method to optimally estimate time-varying frequency bias. Current industry practice is to assume that frequency bias is changing only on annual basis. We suggest that this improved time-dependent bias estimate…

We propose a risk-aware crash mitigation system (RCMS), to augment any existing motion planner (MP), that enables an autonomous vehicle to perform evasive maneuvers in high-risk situations and minimize the severity of collision if a crash…

Stably inverting a dynamic system model is the foundation of numerous servo designs. Existing inversion techniques have provided accurate model approximations that are often highly effective in feedforward controls. However, when the…

Impedance-based small-signal stability analysis is widely applied in practical engineering with modular multilevel converters (MMCs). However, the deficiencies of existing impedance models (IMs) and the idealized extension for the single…

A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the…

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

The existence of large and extreme claims of a non-life insurance portfolio influences the ability of (re)insurers to estimate the reserve. The excess over-threshold method provides a way to capture and model the typical behaviour of…

The growth in the number of low-cost narrow band radios such as Bluetooth low energy (BLE) enabled applications such as asset tracking, human behavior monitoring, and keyless entry. The accurate range estimation is a must in such…

As an emerging travel mode, the modular vehicle system (MVS) is receiving increasing attention. In particular, the operators could connect multiple modular vehicles as an assembled bus in response to the temporary demand varies. Therefore,…

Diverse complex dynamical systems are known to exhibit abrupt regime shifts at bifurcation points of the saddle-node type. The dynamics of most of these systems, however, have a stochastic component resulting in noise driven regime shifts…

This paper proposes a new family of Tweedie-based ratemaking models that explicitly account for mid-term policy cancellations. Using an automobile insurance dataset from a Canadian insurer, we document a marked difference in claims…

The linear fractional stable motion (LFSM) extends the fractional Brownian motion (fBm) by considering $\alpha$-stable increments. We propose a method to forecast future increments of the LFSM from past discrete-time observations, using the…

Ensuring the safety of autonomous vehicles (AVs) requires both accurate estimation of their performance and efficient discovery of potential failure cases. This paper introduces Bayesian adaptive multifidelity sampling (BAMS), which…