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3547081,0611,415 · Jun 202019922001200920182026
48 results for Catastrophe model

The study values a new type of insurance-linked security called CocoCat bonds.

problem Valuing a new type of insurance-linked security called contingent convertible catastrophe bonds.
method Formalized design, derived analytical valuation formulae, used time-inhomogeneous compound Poisson process for natural catastrophe losses, and applied exponential change of measure and Girsanov-like transformation.
result CocoCat bond prices are most sensitive to interest rates, conversion fractions, and trigger levels.

Intrinsic fear prevents catastrophic states in reinforcement learning.

problem Catastrophic forgetting in reinforcement learning.
method Intrinsic fear (IF) is a learned reward shaping that penalizes the Q-learning objective based on the probability of imminent catastrophe.
result Intrinsic fear models prevent periodic catastrophes in reinforcement learning agents.

Random forest predicts catastrophe bond spreads with 93% accuracy.

problem Predicting spreads in the primary catastrophe bond market.
method Random forest approach using all information in offering circulars.
result Random forest explains 93% of spread variability, significantly better than linear regression (47%).

Bayesian online meta-learning framework tackles catastrophic forgetting in few-shot classification.

problem Catastrophic forgetting in few-shot classification problems.
method Bayesian online learning, meta-learning, Laplace approximation, variational inference.
result Framework effectively achieves goal of overcoming catastrophic forgetting in few-shot classification.

New algorithm selects features using Catastrophe model for better regression analysis.

problem Improving feature selection in regression analysis to enhance model performance.
method The algorithm ranks features based on their fit to the Catastrophe model and uses Akaike information criterion for ranking.
result The proposed algorithm outperforms RELIEF in various datasets.

Paper introduces Auto DeepVis to explain catastrophic forgetting in continual learning.

problem Catastrophic forgetting in continual learning of deep neural networks.
method Auto DeepVis and critical freezing techniques to address catastrophic forgetting.
result Critical freezing outperforms other methods on both past and future tasks.

We propose a model for an insurance loss index and the claims process of a single insurance company holding a fraction of the total number of contracts that captures both ordinary losses and losses due to catastrophes. In this model we price a catastrophe derivative by the method of utility indifference pricing. The as…

2016-07-05abs ↗pdf ↗

The paper introduces CoCoCat bonds for multi-region natural catastrophes, accounting for complex dependencies.

problem Valuation of multi-region contingent convertible bonds under complex dependencies.
method Developed a model accounting for inter-regional dependencies using change-of-measure techniques.
result Significant impact of inter-regional dependencies on CoCoCat bond pricing.

Developing a climate-aware pricing framework for XL reinsurance and CAT bonds under non-stationary catastrophe risk.

problem Pricing excess-of-loss (XL) reinsurance and catastrophe (CAT) bonds under climate uncertainty.
method Modeling catastrophe arrivals as a Cox process with a temperature-dependent stochastic intensity and aggregate losses following a compound Cox structure.
result Climate dependence materially changes the loss-generation mechanism and affects the valuation of catastrophe-linked contracts.

Study shows no DNN avoids catastrophic forgetting in real-world tasks.

problem Catastrophic forgetting in Deep Neural Networks (DNNs).
method Empirical study on large-scale visual classification datasets, enforcing typical application constraints.
result No model avoids catastrophic forgetting across all datasets and tasks under application conditions.

The paper values reinsurance contracts for dynamic catastrophe claims without arbitrage.

problem Valuation of reinsurance contracts for dynamic catastrophe claims without arbitrage.
method Compound dynamic contagion process, Esscher transform, Monte Carlo simulation.
result Arbitrage-free premiums for catastrophe stop-loss reinsurance contracts.

The paper examines GANs' forgetting and mode collapse, showing how they relate and impact training.

problem Catastrophic forgetting and mode collapse in GANs during continual learning.
method Investigates the continual learning nature of GANs, analyzing discriminator's output landscapes and convergence.
result Catastrophic forgetting and mode collapse are interrelated and prevent GANs from converging.

Study optimal dividend strategies for insurers with natural catastrophe claims.

problem Maximizing dividends for a catastrophe insurer over its lifetime.
method Two-dimensional stochastic control problem, viscosity solutions, numerical approximation.
result Optimal dividend strategies identified for natural catastrophe insurers.

Study values and optimizes forestry leases under risk and uncertainty.

problem Valuing and optimizing forestry leases in the presence of catastrophe risk and parameter uncertainty.
method Stochastic bio-economic models, Kalman filter, maximum likelihood estimation, RBSDEs, Monte Carlo simulations.
result Conservative strategy is recommended due to parameter uncertainty.

CLAW adapts weights to balance continual learning and catastrophic forgetting.

problem Balancing continual learning across multiple tasks without forgetting previous knowledge.
method Probabilistic modelling and variational inference to adaptively share network components.
result CLAW achieves state-of-the-art performance in continual learning benchmarks.

The study models and values CAT bonds across multiple regions.

problem Valuation of CAT bonds with dependencies across different regions.
method Developed models for independent, proportional, and arbitrary two-dimensional distribution cases of catastrophe losses in different areas. Applied normal approximation and Wang's transform for pricing.
result Illustrated differences in scenarios and performance of the approximation on real data.

Adam optimizer leads to more forgetting in neural networks.

problem Understanding and quantifying catastrophic forgetting in neural networks.
method Comparative analysis of various optimization algorithms and metrics in different learning scenarios.
result Adam optimizer causes more forgetting compared to classical algorithms like SGD.

SupportNet tackles catastrophic forgetting in incremental learning with support data.

problem Catastrophic forgetting in deep learning models when learning new data.
method SupportNet combines deep learning and SVM to identify support data, which are used to reinforce old data knowledge.
result SupportNet outperforms state-of-the-art methods and matches deep learning models trained from scratch on both old and new data.

Optimizes diversification in catastrophe risk pooling using asymptotic analysis.

problem Maximizing diversification benefit from catastrophic events in insurance pools.
method Asymptotic analysis to solve high-dimensional optimization problem.
result Derives an asymptotically optimal pool that approximates practical optimal pool.

Study on order book dynamics with uniform catastrophes, explaining volatility and trends.

problem Understanding volatility and trends in financial markets with different types of liquidity.
method Stochastic models and population processes with uniform catastrophes.
result Law of large numbers, central limit theorem, and large deviations proved for the model.

The paper examines how spike strengths and alignments affect overfitting in linear regression models.

problem The impact of spike strengths and alignments on overfitting in linear regression models.
method Characterization of generalization error through exact expressions and analysis of spike strengths, aspect ratio, and target alignment.
result Increasing spike strength can lead to catastrophic overfitting before benign overfitting, especially in well-specified aligned problems.

Unified approach for lifelong learning in recurrent neural networks.

problem Catastrophic forgetting and capacity saturation in lifelong learning.
method Proposed a curriculum-based benchmark and unified model combining Gradient Episodic Memory and Net2Net.
result Unified model performs better than constituent models in lifelong learning setting.

OGD proves robustness to Catastrophic Forgetting in Continual Learning.

problem Catastrophic Forgetting in Continual Learning with deep neural networks.
method Theoretical framework based on Neural Tangent Kernel for OGD.
result First generalization bound for SGD and OGD in Continual Learning.

Study finds reinforcement learning performance plateaus due to environmental interference.

problem Catastrophic interference hinders sample efficiency in reinforcement learning.
method Empirical study in ALE, controlled experiments, analysis of prediction errors.
result Interference causes performance plateaus and degrades policies used to reach them.

NPO method improves LLM unlearning without catastrophic collapse.

problem Efficiently unlearning undesirable data from LLMs without losing model utility.
method Negative Preference Optimization (NPO) method based on alignment.
result NPO-based methods achieve better unlearning results and maintain model utility.

New method prevents forgetting in neural-linear bandits for high-dimensional data.

problem Catastrophic forgetting in neural-linear bandits with high-dimensional features.
method Limited memory neural-linear bandit with likelihood matching.
result Resilient to catastrophic forgetting and superior performance.

SeqFOMAML uses meta-learning to prevent forgetting across tasks.

problem Catastrophic forgetting in neural networks when learning multiple tasks sequentially.
method Meta-learning approach exposing neural network to multiple tasks sequentially.
result SeqFOMAML reduces catastrophic forgetting in sequential learning problems.

Study analyzes catastrophic forgetting in continual learning using teacher-student networks.

problem Catastrophic forgetting in continuously learning systems.
method Teacher-student learning framework, similarity of input distributions and target functions.
result Network can avoid catastrophic forgetting with small input distribution similarity and large target function similarity.

Proposes a method to retrain neural networks incrementally for continuous data flow.

problem Continuous data flow and the challenges of catastrophic forgetting and efficient retraining.
method Incremental retraining using multi-armed bandits to select important samples and weights, and a new regularization term for synapse and neuron importance.
result Mitigates catastrophic forgetting and boosts model performance.

This paper investigates how forgetting affects neural network representations and stabilizes deeper layers.

problem Catastrophic forgetting in machine learning models trained on sequential tasks.
method Representational analysis techniques and empirical studies on CIFAR-10 and CIFAR-100 datasets.
result Deeper layers are disproportionately the source of forgetting, and methods to mitigate forgetting stabilize these layers.

Dynamic memory prevents forgetting in continuous learning of medical images.

problem Catastrophic forgetting in machine learning models over time due to domain shifts.
method Dynamic memory to store and replay diverse training data subsets.
result Dynamic memory mitigates forgetting without knowing when shifts occur.