搜索结果: 1-15 共查到“数学 at risk”相关记录48条 . 查询时间(0.062 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Who Shares Risk with Whom？A Dynamic Network Game Analysis
分担风险 动态网络 博弈分析
2023/4/18
We investigate informal risk sharing using a dynamic network game model. In each round, a randomly selected agent experiences a negative shock, and the agent's friends decide whether to provide assist...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：A Social-Network-Inspired Breast Cancer Risk Assessment Model
社交网络启发 乳腺癌 风险评估 模型
2023/5/5
The pathogenesis of breast cancer is not the same in all countries and regions; therefore, some existing breast cancer risk assessment models are not well adapted to all countries and regions, includi...
2017年健康科学中的风险建模，管理和缓解研讨会（2017 International Workshop on Risk Modeling,Management,and Mitigation in Health Sciences）
2017年 健康科学 风险建模 管理 缓解 研讨会
2017/11/24
Risk analysis is a critical part of the design, implementation and assessment of medical research and healthcare provision and development. It plays an active role from the design of clinical trials i...
山东大学主办的英文期刊《Probability,Uncertainty and Quantitative Risk》正式出版（图）
山东大学 英文期刊 《Probability,Uncertainty and Quantitative Risk》
2016/9/20
近日，由教育部主管、山东大学主办的金融数学类专业学术期刊《Probability, Uncertainty and Quantitative Risk》(即《概率、不确定性与定量风险》，简称《PUQR》) 第一期正式在线发布。该刊由山东大学自然科学学报编辑部组织申报，由中国科协、财政部、教育部、国家新闻出版广电总局、中国科学院和中国工程院等六部委共同实施的“中国科技期刊国际影响力提升计划”提供专项...
CreditRisk Model with Dependent Risk Factors
CreditRisk + model conditional independence dependent risk factors Panjer’s recursion multivariate copulas
2016/1/26
The CreditRisk + model is widely used in industry for computing the loss of a credit port-folio. The standard CreditRisk + model assumes independence among a set of common risk factors, a simplified a...
Jackknife Empirical Likelihood Method for Some Risk Measures and Related Quantities
Confidence interval jackknife empirical likelihood risk measure
2016/1/20
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...
Minimax Risk: Pinsker Bound
COMMUNICATION THEORY, STATISTICAL DENSITY ESTIMATION FISHER INFORMATION KERNEL ESTIMATORS LINEAR ESTIMATORS, BAYES LOCAL ASYMPTOTIC NORMALITY METHOD OF SIEVES MINIMAX ESTIMATION NOISE (SIGNAL PROCESSING IN THE PRESENCE OF ) PREDICTION AND FILTERING LINEAR SIEVES, METHOD OF SPECTRAL ANALYSIS SHRINKAGE ESTIMATORS SMOOTHNESS PRIORS SOBOLEV SPACES SPLINE FUNCTIONS STATIONARY PROCESSES STEIN EFFECT
2015/8/25
We give an account of the Pinsker bound describing the exact asymptotics of the minimax risk in a class of nonparametric smoothing problems. The parameter spaces are Sobolev classes or ellipsoids, and...
The LASSO risk: asymptotic results and real world examples
Coefficient vector linear observation construct sparse the lasso matrix sequence
2015/8/21
We consider the problem of learning a coefficient vector x0 ∈ RN from noisy linear observation y = Ax0 + w ∈ Rn. In many contexts (ranging from model
selection to image processing) it is desirable to...
Consider estimating the mean vector from data Nn(; 2I ) with lq norm loss,
q 1, when is known to lie in an n-dimensional lp ball, p 2 (0; 1). For large
n, the ratio of minimax linear risk to...
Wavelets have motivated development of a host of new ideas in nonparametric
regression smoothing. Here we apply the tool of exact risk analysis, to understand the
small sample behavior of wavelet es...
The LASSO risk for gaussian matrices
Noisy linear observation vector image processing the matrix sequence
2015/8/20
We consider the problem of learning a coecient vector x0 2 R N from noisy linear observation y = Ax0 + w 2 R n. In many contexts (ranging from model selection to image processing) it is desirable to ...
Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators
Singular value thresholding Stein’s unbiased risk estimate (SURE) differentiability of eigenvalues and eigenvectors magnetic resonance cardiac imaging
2015/6/17
In an increasing number of applications, it is of interest to recover an approximately low-rank data matrix from noisy observations. This paper develops an unbiased risk estimate—holding in a Gaussian...
On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest
Surplus immediately prior to ruin Deficit at ruin
2011/11/7
In this paper, we study the Gerber-Shiu discounted penalty function for the ordinary renewal risk model modified by the constant interest on the surplus. The time of ruin is analyzed in terms of it$\&...
Exponential and non-exponential upper bounds for the ruin probabilities for the double Cox processes risk models
Probability Double Cox processes Martingale method
2011/11/4
In this paper, we consider a general insurance risk model in which the premium income process and the claim process are based on Cox processes. Exponential upper bounds for ruin probabilities are obta...
Conditional Value-at-Risk for Random Immediate Reward Variables in Markov Decision Processes
Markov Decision Processes Conditional Value-at-Risk Risk Optimal Policy Inventory Model
2013/1/30
We consider risk minimization problems for Markov decision processes. From a standpoint of making the risk of random reward variable at each time as small as possible, a risk measure is introduced usi...