Zobrazeno 1 - 10
of 50
pro vyhledávání: '"Rajeev Rajaram"'
Autor:
Rajeev Rajaram, Nathan Ritchey
Publikováno v:
Mathematics, Vol 11, Iss 15, p 3296 (2023)
We explore the simultaneous exact controllability of mean and variance of an insurance policy by utilizing the benefit St and premium Pt as control inputs to manage the policy value tV and the variance 2σt of future losses. The goal is to determine
Externí odkaz:
https://doaj.org/article/10ece8447ef448f58866e19a2e2400b5
Publikováno v:
Journal of Physics Communications, Vol 7, Iss 7, p 075006 (2023)
The literature on diversity measures, regardless of the metric used (e.g., Gini-Simpson index, Shannon entropy) has a notable gap: not much has been done to connect these measures back to the shape of the original distribution, or to use them to comp
Externí odkaz:
https://doaj.org/article/acb47af8966a4c63b8048d25560fed10
Autor:
Rajeev Rajaram, Nathan Ritchey
Publikováno v:
Risks, Vol 9, Iss 9, p 169 (2021)
We derive a Hattendorff differential equation and a recursion governing the evolution of continuous and discrete time evolution respectively of the variance of the loss at time t random variable given that the state at time t is j, for a multistate M
Externí odkaz:
https://doaj.org/article/b471cace2fdd46ccbc9ab98de96cfde3
Autor:
Rajeev Rajaram, Nathan Ritchey
Publikováno v:
AppliedMath; Volume 2; Issue 2; Pages: 212-233
We use a payment pattern of the type {1k,2k,3k,…} to generalize the standard level payment and increasing annuity to polynomial payment patterns. We derive explicit formulas for the present value of an n-year polynomial annuity, the present value o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76e2e0a19f13d302060b4f203cd0d26b
Numerical Solutions of the Hattendorff Differential Equation for Multi-state Markov Insurance Models
Autor:
Rajeev Rajaram, Nathan Ritchey
Publikováno v:
AppliedMath; Volume 2; Issue 1; Pages: 118-130
We use the representation of a continuous time Hattendorff differential equation and Matlab to compute 2σt(j), the solution of a backwards in time differential equation that describes the evolution of the variance of Lt(j), the loss at time t random
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6629baebf2f5e4579c28c99b8e85a2c2
https://doi.org/10.20944/preprints202112.0176.v2
https://doi.org/10.20944/preprints202112.0176.v2
Autor:
Brian C. Castellani, Rajeev Rajaram
This book offers a much needed critical introduction to data mining and ‘big data'. Supported by multiple case studies and examples, the authors provide: Digestible overviews of key terms and concepts relevant to using social media data in quantita
Publikováno v:
Complexity, Vol 2017 (2017)
From economic inequality and species diversity to power laws and the analysis of multiple trends and trajectories, diversity within systems is a major issue for science. Part of the challenge is measuring it. Shannon entropy H has been used to rethin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a3425a2b364f263fc68cb7938bdc64a8
https://doi.org/10.1155/2017/8715605
https://doi.org/10.1155/2017/8715605
Publikováno v:
Journal of Mathematical Analysis and Applications. 440:750-772
In this paper, we present a novel operator theoretic framework for optimal placement of actuators and sensors in nonlinear systems. The problem is motivated by its application to control of nonequilibrium dynamics in the form of temperature in buildi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d5165e8fd9e7d07b40a53a653aa09617
https://doi.org/10.1016/j.jmaa.2016.03.058
https://doi.org/10.1016/j.jmaa.2016.03.058