Zobrazeno 1 - 10
of 4 119
pro vyhledávání: '"Ruin theory"'
Theoretical guarantees for double spending probabilities for the Nakamoto consensus under the $k$-deep confirmation rule have been extensively studied for zero/bounded network delays and fixed mining rates. In this paper, we introduce a ruin-theoreti
Externí odkaz:
http://arxiv.org/abs/2412.18599
Autor:
Daraei, Diba1 (AUTHOR) ddaraei@uwo.ca, Sendova, Kristina1 (AUTHOR) ksendova@stats.uwo.ca
Publikováno v:
Risks. Apr2024, Vol. 12 Issue 4, p70. 21p.
We examine hitting probability problems for Ornstein-Uhlenbeck (OU) processes and Geometric Brownian motions (GBM) with respect to exponential boundaries related to problems arising in risk theory and asset and liability models in pension funds. In S
Externí odkaz:
http://arxiv.org/abs/2312.08165
Autor:
Simonas Gervė, Andrius Grigutis
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 11, Iss 3, Pp 323-357 (2024)
In this paper, the distribution function \[ \varphi (u)=\mathbb{P}\Bigg(\underset{n\geqslant 1}{\sup }{\sum \limits_{i=1}^{n}}({X_{i}}-\kappa )\lt u\Bigg),\] and the generating function of $\varphi (u+1)$ are set up. We assume that $u\in \mathbb{N}\
Externí odkaz:
https://doaj.org/article/75800e9c87d04abbaf12565e120f5679
Akademický článek
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Autor:
Gervė, Simonas, Grigutis, Andrius
In this paper, we set up the distribution function $$ \varphi(u)=\mathbb{P}\left(\sup_{n\geqslant 1}\sum_{i=1}^{n}\left(X_i-\kappa\right)
Externí odkaz:
http://arxiv.org/abs/2211.14629
Autor:
Yan, Xikang1,2 (AUTHOR), Chen, Zeyu3 (AUTHOR), Wang, Lida3 (AUTHOR), Luo, Qinyu3 (AUTHOR), Yan, Yunhan4 (AUTHOR), Qiu, Tian3 (AUTHOR), Cheng, Peng3 (AUTHOR), Wang, Shichao3 (AUTHOR)
Publikováno v:
Discrete Dynamics in Nature & Society. 10/13/2023, p1-16. 16p.
Autor:
Diba Daraei, Kristina Sendova
Publikováno v:
Risks, Vol 12, Iss 4, p 70 (2024)
To ensure a comfortable post-retirement life and the ability to cover living expenses, it is of utmost importance for individuals to have a clear understanding of how long their pre-retirement savings will last. In this research, we employ a ruin-the
Externí odkaz:
https://doaj.org/article/5ddf1e9652fd4ab0a9a66525be853349
Autor:
Kim, Do Hyeon, Manzoor, Aunas, Alsenwi, Madyan, Tun, Yan Kyaw, Saad, Walid, Hong, Choong Seon
In this correspondence, a novel framework is proposed for analyzing data offloading in a multi-access edge computing system. Specifically, a two-phase algorithm, is proposed, including two key phases: 1) user association phase and 2) task offloading
Externí odkaz:
http://arxiv.org/abs/2107.00901
Autor:
Paulsen, Jostein, Gjessing, Håkon K.
Publikováno v:
Advances in Applied Probability, 1997 Dec 01. 29(4), 965-985.
Externí odkaz:
https://www.jstor.org/stable/1427849