Search results for "stochastic"

showing 10 items of 1018 documents

Asset and Liability Management for Insurance Products with Minimum Guarantees: The UK Case

2006

Abstract Modern insurance products are becoming increasingly complex, offering various guarantees, surrender options and bonus provisions. A case in point are the with-profits insurance policies offered by UK insurers. While these policies have been offered in some form for centuries, in recent years their structure and management have become substantially more involved. The products are particularly complicated due to the wide discretion they afford insurers in determining the bonuses policyholders receive. In this paper, we study the problem of an insurance firm attempting to structure the portfolio underlying its with-profits fund. The resulting optimization problem, a non-linear program…

FinanceEconomics and EconometricsActuarial sciencebusiness.industrymedia_common.quotation_subjectPortfolio optimizationStochastic programmingAsset and liability managementMinimum guaranteeGeneral insuranceDiscretionKey person insuranceInsuranceInsurance policyEconomicsAuto insurance risk selectionPortfolioSurrenderbusinessFinancemedia_common
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Financial and fiscal shocks in the great recession and recovery of the Spanish economy

2020

In this paper we develop and estimate a new Bayesian DSGE model for the Spanish economy that has been designed to evaluate different structural reforms. The small open economy model incorporates a banking sector, consumers and entrepreneurs who accumulate debt, and a rich fiscal structure and monopolistic competition in products and labor markets, for a country in a currency union, with no independent monetary policy. The model can be used to evaluate ex-ante and ex-post policies and structural reforms and to decompose the evolution of macroeconomic aggregates according to different shocks. In particular, we estimate the contribution of financial and fiscal shocks to both the crisis of the …

FinanceEconomics and Econometricsbusiness.industrymedia_common.quotation_subject05 social sciencesSmall open economyMonetary policyFiscal policyGreat recessionCurrency unionMonopolistic competitionEconomyDebt0502 economics and businessEconomicsDynamic stochastic general equilibrium050207 economicsbusinessFinance050205 econometrics media_commonEuropean Economic Review
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Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis

2009

In this paper we use principal components analysis to obtain vulnerability indicators able to predict financial turmoil. Probit modelling through principal components and also stochastic simulation of a Dynamic Factor model are used to produce the corresponding probability forecasts regarding the currency crisis events affecting a number of East Asian countries during the 1997-1998 period. The principal components model improves upon a number of competing models, in terms of out-of-sample forecasting performance.

FinanceFinancial contagionbusiness.industryDynamic factorStochastic simulationPrincipal component analysisEconomicsVulnerabilityProbitEast AsiabusinessCurrency crisisSSRN Electronic Journal
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A Stochastic Programming Model for the Optimal Issuance of Government Bonds

2010

Sovereign states issue fixed and floating securities to fund their public debt. The value of such portfolios strongly depends on the fluctuations of the term structure of interest rates. This is a typical example of planning under uncertainty, where decisions has to be drawn on the base of the key stochastic economic factors underneath the model.We propose a multistage stochastic programming model to select portfolios of bonds, where the aim of the decision maker is that of minimizing the cost of the decision process. At the same time, we bound the conditional Value-at-Risk, a measure of risk which accounts for the losses of the tail distribution. We build an efficient frontier to trade-off…

Financial economicsComputer sciencemedia_common.quotation_subjectStochastic programmingdebt structuringGeneral Decision SciencesDistribution (economics)Management Science and Operations ResearchMeasure (mathematics)sovereign debtSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.DebtEconomicsEconometricsSovereign statemedia_commonGovernmentbusiness.industryBondEfficient frontierStochastic programmingTheory of computationValue (economics)Yield curvebusinessoptimal debt issuanceSSRN Electronic Journal
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Tracking of Quantized Signals Based on Online Kernel Regression

2021

Kernel-based approaches have achieved noticeable success as non-parametric regression methods under the framework of stochastic optimization. However, most of the kernel-based methods in the literature are not suitable to track sequentially streamed quantized data samples from dynamic environments. This shortcoming occurs mainly for two reasons: first, their poor versatility in tracking variables that may change unpredictably over time, primarily because of their lack of flexibility when choosing a functional cost that best suits the associated regression problem; second, their indifference to the smoothness of the underlying physical signal generating those samples. This work introduces a …

Flexibility (engineering)SmoothnessComputer scienceSignal reconstructionKernel (statistics)Kernel regressionRegretStochastic optimizationAlgorithmRegression2021 IEEE 31st International Workshop on Machine Learning for Signal Processing (MLSP)
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A stochastic approach for self-healing capability evaluation in active islanded AC/DC hybrid microgrids

2023

This paper aims to implement a resilience assessment in AC/DC hybrid microgrids using a stochastic simulation approach. Self-healing measures including load shedding, control of distributed generation and flexible devices, like Energy Storage Systems (ESS) and Electrical Vehicles (EVs), are simulated to enable AC/DC hybrid microgrids to supply critical loads in islanded mode, assuming a disconnection of these microgrids from the main AC grid due to a fault. To perform this analysis, a two-stage process is proposed: first, a Monte-Carlo simulation-based stochastic approach is adopted to generate samples to simulate intermittent loads, power generation from Renewable Energy Sources (RESs), an…

Flexible sourcesSettore ING-IND/33 - Sistemi Elettrici Per L'EnergiaResilienceRenewable Energy Sustainability and the EnvironmentControl and Systems EngineeringSelf-healingEnergy Engineering and Power TechnologyMonte-Carlo simulationStochastic analysisElectrical and Electronic EngineeringAC/DC hybrid microgridsOptimal power flowSustainable Energy, Grids and Networks
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Stability in a System subject to Noise with Regulated Periodicity

2011

The stability of a simple dynamical system subject to multiplicative one-side pulse noise with hidden periodicity is investigated both analytically and numerically. The stability analysis is based on the exact result for the characteristic functional of the renewal pulse process. The influence of the memory effects on the stability condition is analyzed for two cases: (i) the dead-time-distorted poissonian process, and (ii) the renewal process with Pareto distribution. We show that, for fixed noise intensity, the system can be stable when the noise is characterized by high periodicity and unstable at low periodicity.

Fluctuation phenomena random processes noise and Brownian motionPeriodicityStochastic processProbability theory stochastic processes and statisticStochastic analysis methodsOrnstein–Uhlenbeck processModels TheoreticalStability (probability)Settore FIS/03 - Fisica Della MateriaStable processsymbols.namesakeStochastic differential equationNoiseControl theorysymbolsPareto distributionRenewal theoryStatistical physicsMathematics
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Two competing species in super-diffusive dynamical regimes

2010

The dynamics of two competing species within the framework of the generalized Lotka-Volterra equations, in the presence of multiplicative alpha-stable Lévy noise sources and a random time dependent interaction parameter, is studied. The species dynamics is characterized by two different dynamical regimes, exclusion of one species and coexistence of both, depending on the values of the interaction parameter, which obeys a Langevin equation with a periodically fluctuating bistable potential and an additive alpha-stable Lévy noise. The stochastic resonance phenomenon is analyzed for noise sources asymmetrically distributed. Finally, the effects of statistical dependence between multiplicative …

Fluctuation phenomena random processes noise and Brownian motionPhysicsSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciBistabilityStochastic resonanceDifferential equationLotka–Volterra equationsProbability theory stochastic processes and statisticStochastic analysis methods (Fokker-Planck Langevin etc.)Population dynamicCondensed Matter PhysicsNoise (electronics)Multiplicative noiseElectronic Optical and Magnetic MaterialsBackground noiseLangevin equationRandom walks and Levy flightQuantitative Biology::Populations and EvolutionStatistical physicsThe European Physical Journal B
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MEAN FIELD APPROACH AND ROLE OF THE COLOURED NOISE IN THE DYNAMICS OF THREE INTERACTING SPECIES

2010

We study the effects of the coloured noise on the dynamics of three interacting species, namely two preys and one predator, in a two-dimensional lattice with N sites. The three species are affected by multiplicative time correlated noise, which accounts for the effects of environment on the species evolution. Moreover, the interaction parameter between the two preys is a dichotomous stochastic process, which determines two dynamical regimes corresponding to different biological conditions. Preliminarily, we study the noise effect on the three species dynamics in single site. Then, we use a mean field approach to obtain, in Gaussian approximation, the moment equations for the species densiti…

Fluctuation phenomena random processes noise and Brownian motionProbability theory stochastic processes and statisticSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Population dynamics and ecological pattern formation
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Stochastic resonance in a trapping overdamped monostable system.

2009

The response of a trapping overdamped monostable system to a harmonic perturbation is analyzed, in the context of stochastic resonance phenomenon. We consider the dynamics of a Brownian particle moving in a piecewise linear potential with a white Gaussian noise source. Based on linear-response theory and Laplace transform technique, analytical expressions of signal-to-noise ratio (SNR) and signal power amplification (SPA) are obtained. We find that the SNR is a nonmonotonic function of the noise intensity, while the SPA is monotonic. Theoretical results are compared with numerical simulations.

Fluctuation phenomena random processes noise and Brownian motionSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciLaplace transformStochastic processPerturbation (astronomy)Monotonic functionPiecewise linear functionsymbols.namesakeMultivibratorAdditive white Gaussian noiseStochastic processesControl theorysymbolsStatistical physicsBrownian motionComputer Science::Information TheoryMathematicsPhysical review. E, Statistical, nonlinear, and soft matter physics
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