The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results.
This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical environment with the package copula (among others).
This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance.
In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces.
This book expands on the classical statistical multivariate analysis theory by focusing on bilinear regression models, a class of models comprising the classical growth curve model and its extensions.
This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstanding role in noise modelling.
This book constitutes the thoroughly refereed post-conference proceedings of the 5th International Workshop on Graph Structures for Knowledge Representation and Reasoning, GKR 2017, held in Melbourne, VIC, Australia, in August 2017, associated with IJCAI 2017, the 26th International Joint Conference on Artificial Intelligence.
This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16-20, 2015.
This book constitutes the refereed proceedings of the 12th International Conference on Language and Automata Theory and Applications, LATA 2018, held in Ramat Gan, Israel, in April 2018.
This book illustrates the EU-wide Solvency II framework for the insurance industry, which was implemented on January 1, 2016, after a long project phase.
This book describes and characterizes an extension to the classical path coupling method applied to statistical mechanical models, referred to as aggregate path coupling.
This textbook provides a self-contained presentation of the main concepts and methods of nonparametric statistical testing, with a particular focus on the theoretical foundations of goodness-of-fit tests, rank tests, resampling tests, and projection tests.
This book explores inductive inference using the minimum message length (MML) principle, a Bayesian method which is a realisation of Ockham's Razor based on information theory.
This richly illustrated book provides an easy-to-read introduction to the challenges of organizing and integrating modern data worlds, explaining the contribution of public statistics and the ISO standard SDMX (Statistical Data and Metadata Exchange).
This volume originates from the INDAM Symposium on Trends on Applications of Mathematics to Mechanics (STAMM), which was held at the INDAM headquarters in Rome on 5-9 September 2016.
This book constitutes the refereed proceedings of the 4th International Workshop on the Theory and Applications of Formal Argumentation, TAFA 2017, held in Melbourne, VIC, Australia, in August 2017.
This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control.
This book constitutes the refereed proceedings of the 6th International Symposium on Integrated Uncertainty in Knowledge Modelling and Decision Making, IUKM 2018, held in Hanoi, Vietnam, in March 2018.
This book provides insights into important new developments in the area of statistical quality control and critically discusses methods used in on-line and off-line statistical quality control.
This book constitutes revised selected papers from the Third International MICCAI Brainlesion Workshop, BrainLes 2017, as well as the International Multimodal Brain Tumor Segmentation, BraTS, and White Matter Hyperintensities, WMH, segmentation challenges, which were held jointly at the Medical Image computing for Computer Assisted Intervention Conference, MICCAI, in Quebec City, Canada, in September 2017.
This book reports on cutting-edge theories and methods for analyzing complex systems, such as transportation and communication networks and discusses multi-disciplinary approaches to dependability problems encountered when dealing with complex systems in practice.
This book constitutes the proceedings of the 12th International Workshop on Algorithms and Computation, WALCOM 2018, held in Dhaka, Bangladesh, in March 2018.
This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference 'Stochastic Partial Differential Equations and Related Fields' hosted by the Faculty of Mathematics at Bielefeld University, October 10-14, 2016.
This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design.
This book includes a wide selection of the papers presented at the 48th Scientific Meeting of the Italian Statistical Society (SIS2016), held in Salerno on 8-10 June 2016.
This book addresses the most important aspects of how to plan and evaluate clinical trials with a composite primary endpoint to guarantee a clinically meaningful and valid interpretation of the results.
Focusing on the theory and applications of point processes, Point Processes for Reliability Analysis naturally combines classical results on the basic and advanced properties of point processes with recent theoretical findings of the authors.
The quantity, diversity and availability of transport data is increasing rapidly, requiring new skills in the management and interrogation of data and databases.
