Although there has been much attention in recent years on the effects of additive background risks, the same is not true for its multiplicative counterpart. We consider random wea...
Background: Microarray techniques survey gene expressions on a global scale. Extensive biomedical studies have been designed to discover subsets of genes that are associated with ...
We present fundamental concepts of risk and propose two methods for risk management of a portfolio in this paper. Moreover, we introduce their novel extensions to trading in multi...
: We analyze the comparative static effects of beneficial changes in the dependence structure between risks. In an insurance model with an insurable loss and dependent background w...
Abstract--Recently Kutin and Niyogi investigated several notions of algorithmic stability--a property of a learning map conceptually similar to continuity--showing that training-st...