[图书][B] Random sets in econometrics

I Molchanov, F Molinari - 2018 - books.google.com
Random set theory is a fascinating branch of mathematics that amalgamates techniques
from topology, convex geometry, and probability theory. Social scientists routinely conduct …

Explaining the failure to insure catastrophic risks

C Kousky, R Cooke - The Geneva Papers on Risk and Insurance-Issues …, 2012 - Springer
It has often been observed that homeowners fail to purchase disaster insurance.
Explanations have ranged from behavioural biases to information search costs. We show …

Estimating the historical and future probabilities of large terrorist events

A Clauset, R Woodard - The Annals of Applied Statistics, 2013 - JSTOR
Quantities with right-skewed distributions are ubiquitous in complex social systems,
including political conflict, economics and social networks, and these systems sometimes …

Asymptotics for risk capital allocations based on conditional tail expectation

AV Asimit, E Furman, Q Tang, R Vernic - Insurance: Mathematics and …, 2011 - Elsevier
An investigation of the limiting behavior of a risk capital allocation rule based on the
Conditional Tail Expectation (CTE) risk measure is carried out. More specifically, with the …

Modelling across extremal dependence classes

JL Wadsworth, JA Tawn, AC Davison… - Journal of the Royal …, 2017 - academic.oup.com
Different dependence scenarios can arise in multivariate extremes, entailing careful
selection of an appropriate class of models. In bivariate extremes, the variables are either …

[图书][B] Probabilistic foundations of statistical network analysis

H Crane - 2018 - taylorfrancis.com
Probabilistic Foundations of Statistical Network Analysis presents a fresh and insightful
perspective on the fundamental tenets and major challenges of modern network analysis. Its …

Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data

M Dacorogna, N Debbabi, M Kratz - European Journal of Operational …, 2023 - Elsevier
Cyber security and resilience are major challenges in our modern economies; this is why
they are top priorities on the agenda of governments, security and defense forces …

Heavy-tailed universality predicts trends in test accuracies for very large pre-trained deep neural networks

CH Martin, MW Mahoney - Proceedings of the 2020 SIAM International …, 2020 - SIAM
Given two or more Deep Neural Networks (DNNs) with the same or similar architectures,
and trained on the same dataset, but trained with different solvers, parameters, hyper …

Analyses of extreme flooding in Austria over the period 1951-2006.

G Villarini, JA Smith, F Serinaldi… - International …, 2012 - search.ebscohost.com
Analyses of extreme flooding in Austria is performed using daily discharge time series from
27 stations over the period 1951-2006. The main research questions revolve around:(1) …

Modeling Random Networks with Heterogeneous Reciprocity

D Cirkovic, T Wang - Journal of Machine Learning Research, 2024 - jmlr.org
Reciprocity, or the tendency of individuals to mirror behavior, is a key measure that
describes information exchange in a social network. Users in social networks tend to …