13 juin 2022Some Optimisation Problems in Insurance with a Terminal Distribution Constraint"... we study two optimisation settings for an insurance company, under the constraint that the terminal surplus at a deterministic and...
27 mai 2022Spatial Distance and Risk Category Effects in Enterprise Risk Management Practice"... we find the difference in decision-makers’ probability assessments between operational and non-operational risk factors is greater...
11 mai 2022A Conditional One-Output Likelihood Formulation for Multitask Gaussian Processes"Experimental results over synthetic and real problems confirm the advantages of this inference approach in its ability to accurately...
13 avr. 2022Anytime-valid sequential testing for elicitable functionals via supermartingales"Using regret bounds from Online Convex Optimization, we obtain rigorous guarantees on the asymptotic power of the tests for a wide range...