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In this paper, we discuss the optimal reinsurance strategy of minimizing the in-surer’s risk under the distortion risk measure. We assume that reinsurance premium is determined by the expected premium...
Quantifying risks is of importance in insurance. In this paper, we employ the jackknife empirical likelihood method to construct confidence intervals for some risk measures and related quantities stud...
In this paper, we discuss the optimal reinsurance strategy of minimizing the in-surer’s risk under the distortion risk measure. We assume that reinsurance premium is determined by the expected premium...
We derive an equilibrium statistical theory for the macroscopic description of a ferromagnetic material at positive finite temperatures. Our formulation describes the most-probable equilibrium macrost...
In 2006, the U.S. Forest Service implemented performance measures to evaluate urban forestry management in communities in each state. The Forest Service implemented these measures under its Community ...
The goal of this paper is two-fold: 1. We review classical and recent measures of serial extremal dependence in a strictly stationary time series as well as their estimation. 2. We discuss recent conc...
Community detection can be considered as a variant of cluster analysis applied to complex networks. For this reason, all existing studies have been using tools derived from this field when evaluating ...
Stochastic optimization problems often involve the expectation in its objective. When risk is incorporated in the problem description as well, then risk measures have to be involved in addition to qua...
The fundamental building block of social in uence is for one person to elicit a response in another. Researchers measur-ing a \response" in social media typically depend either on detailed models of h...
The article analyzes the use of antiphishing security protocols by banks based in Hong Kong, China. It presents the results of a study conducted in 2005 and 2007, which was designed to identify correl...
The correlation of the result lists provided by search engines is fundamental and it has deep and multidisciplinary ramifications. Here, we present automatic and unsupervised methods to assess whether...
We introduce a natural definition of Riesz measures and Wishart laws associated to an $\Omega$-positive (virtual) quadratic map, where $\Omega \subset \real^n$ is a regular open convex cone.
We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates o...
Considerable literature has been devoted to developing statistical inferential results for risk measures, especially for those that are of the form of L-functionals. However, practical and theoretic...
In response to a 1997 problem of M. Vidyasagar, we state a criterion for PAC learnability of a concept class C under the family of all non-atomic (diffuse) measures on the domain . The uniform Gliv...

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