Zobrazeno 1 - 10
of 3 445
pro vyhledávání: '"Khedher A"'
In this article we consider the surplus process of an insurance company within the CramerLundberg framework. We study the optimal reinsurance strategy and dividend distribution of an insurance company under proportional reinsurance, in which capital
Externí odkaz:
http://arxiv.org/abs/2409.12523
In this paper we derive novel change of variable formulas for stochastic integrals w.r.t. a time-changed Brownian motion where we assume that the time-change is a general increasing stochastic process with finitely many jumps in a bounded set of the
Externí odkaz:
http://arxiv.org/abs/2407.02915
In this paper we develop Maximum likelihood (ML) based algorithms to calibrate the model parameters in credit rating transition models. Since the credit rating transition models are not Gaussian linear models, the celebrated Kalman filter is not suit
Externí odkaz:
http://arxiv.org/abs/2405.00576
Publikováno v:
Safety and Health at Work, Vol 13, Iss , Pp S221- (2022)
Externí odkaz:
https://doaj.org/article/fccc40defab84b5c86e616ade568ff91
This paper addresses the ``curse of dimensionality'' in the loss valuation of credit risk models. A dimension reduction methodology based on the Bayesian filter and smoother is proposed. This methodology is designed to achieve a fast and accurate los
Externí odkaz:
http://arxiv.org/abs/2401.00085
Publikováno v:
COMPEL -The international journal for computation and mathematics in electrical and electronic engineering, 2024, Vol. 43, Issue 2, pp. 282-300.
We introduce and analyse infinite dimensional Wishart processes taking values in the cone $S^+_1(H)$ of positive self-adjoint trace class operators on a separable real Hilbert space $H$. Our main result gives necessary and sufficient conditions for t
Externí odkaz:
http://arxiv.org/abs/2304.03490
Autor:
Hassib Ben Khedher, Erol Yıldırım
Publikováno v:
Bulletin of the Iraq Natural History Museum, Vol 18, Iss 1, Pp 225-235 (2024)
Externí odkaz:
https://doaj.org/article/ebb01eb27e8647b086609e1d8df0cbfa
Autor:
Hassib Ben Khedher
Publikováno v:
Journal of Insect Biodiversity and Systematics, Vol 10, Iss 2, Pp 243-271 (2024)
The first checklist of halictid bees (Hymenoptera: Halictidae) in Tunisia is established based on available data in the literature. This list contains 114 species belonging to four subfamilies (Halictinae Thomson; Nomiinae Robertson; Nomioidinae Bör
Externí odkaz:
https://doaj.org/article/a286711a77e24255a91515a09d9898f8
Autor:
Syed Modassir Hussain, Aaqib Majeed, Nouman Ijaz, Abdoalrahman S.A. Omer, Ilyas Khan, Mohamed Medani, Nidhal Ben Khedher
Publikováno v:
Alexandria Engineering Journal, Vol 94, Iss , Pp 339-353 (2024)
Microorganism motility holds significant importance in the realm of biomedical research. It contributes to the investigation of bacterial infections, microbial pathogenesis, and the formulation of strategies for combating antimicrobial resistance. Mo
Externí odkaz:
https://doaj.org/article/bed4bc7d69c942989568c45dff5c5caa