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This paper focuses on assessing the financial position of an insurer issuing a portfolio of Variable Annuities (VAs). Two multivariate models for the underlying and the interest rate are considered. The first model uses a single total rate of return for the basket of assets. The second one, jointly… |
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We present a study of Eulerian and Lagrangian statistics from a high-resolution numerical simulation of isotropic and homogeneous turbulence using the FLASH code, with an estimated Taylor microscale Reynolds number of around 600. Statistics are evaluated over a data set with 18563 spatial grid… |
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Given a random sample drawn from a Multivariate Bernoulli Variable (MBV), we consider the problem of estimating the structure of the undirected graph for which the distribution is pairwise Markov and the parameters' vector of its exponential form. We propose a simple method that provides a closed… |
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In this work we present a methodology for the mapping of Snow Water Equivalent (SWE) temporal variations based on the Synthetic Aperture Radar (SAR) Interferometry technique and Sentinel-1 data. The shift in the interferometric phase caused by the refraction of the microwave signal penetrating the… |
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CRC is an adult-onset carcinoma representing the third most common cancer and the second leading cause of cancer-related deaths in the world. EO-CRC (<45 years of age) accounts for 5% of the CRC cases and is associated with cancer-predisposing genetic factors in half of them. Here, we describe… |
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We investigate the hyperbolic scattering of test particles, spinning test particles, and particles with spin-induced quadrupolar structure by a Kerr black hole in the ultrarelativistic regime. We also study how the features of the scattering process modify if the source of the background… |
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We state some pointwise estimates for the rate of weighted approximation of a continuous function on the semiaxis by polynomials. Furthermore we derive matching converse results and estimates involving the derivatives of the approximating polynomials. Using special weighted moduli of continuity, we… |
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