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We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hunt process, and the ...
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...
Influence diagnosis is important since presence of influential ob-servations could lead to distorted analysis and misleading interpreta-tions. For high dimensional data, it is particularly so, as the ...
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...
In this paper, we propose a robustness measure for LTI systems with causal, nonlinear diagonal perturbations with finite L_2-gain. We propose an algorithm to reliably compute this quantity. We show ho...
A measure to estimate the direct and directional coupling in multivariate time series is proposed. The measure is an extension of a recently published measure of conditional Mutual Information from Mi...
We consider the Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedasticity process, denoted by FIEGARCH(p,d,q), introduced by Bollerslev and Mikkelsen (1996). We pre...
We propose one-class support measure machines (OCSMMs) for group anomaly detection which aims at recognizing anomalous aggregate behaviors of data points. The OCSMMs generalize well-known one-class su...
A commonly used characteristic of statistical dependence of adjacency relations in real networks, the clustering coecient, evaluates chances that two neighbours of a given vertex are adjacent. Anothe...
Previous research has highlighted the need to examine the relationship between people and organisations. This perspective facilitates the study of organisational energy.
We measure the extent of language assimilation among children of Hispanic immigrants. Our identification strategy exploits test language randomization (English or Spanish) of Woodcock Johnson achievem...
We introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including e...
Using the LRT statistic, a model V# is proposed for the generalized linear mixed model for assessing the association between the correlated outcomes and fixed effects. The V# compares the full model...
This article proposes a model to measure tourism cluster impact on local development with a view to assessing tourism cluster interaction, competitiveness and sustainability impacts on the economy, so...
Random measure of non-compactness in PM-spaces and applications。

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