The paper deals with bonus-malus systems with different claim types and varying deductibles. The premium relativities are softened for the policyholders who are in the malus zone and these policyholders are subject to per claim deductibles depending on their levels in the bonus-malus scale and the types of the reported…
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48 results for “Deduction”
This paper focuses on stochastic orders and its applications : policy limits and deductibles. Further, many applications and some examples are given : comparison of two families of copulas, individual and collective risk model, reinsurance contracts and dependent portfolios increase risk. More precisely, we propose a n…
A new query embedding method improves KB performance on complex queries.
problem QE systems disagree with deductive reasoning on some queries.
method A novel QE method more faithful to deductive reasoning.
result Better performance on complex queries to incomplete KBs.
Deep learning system performs reasoning on RDF graphs with high precision and recall.
problem Scalability and robustness issues in deductive reasoning over large RDF graphs.
method Trained a deep learning system on RDF knowledge graphs to perform reasoning.
result Deep learning system achieves high precision and recall compared to deductive methods.
Model analyzes debt recycling strategies under various fiscal regimes and jurisdictions.
problem Understanding debt recycling dynamics and their impact on repayment times and equity growth.
method Developed a calibrated model incorporating mortgage interest rates, borrowing costs, and tax shields.
result Introducing positive interest rates without tax shields contracts success regions and lengthens repayment times, but tax shields partially reverse these effects.
Neural model uses deductive database to predict events from past patterns.
problem Difficulty in predicting future events from past patterns when event types are large.
method Temporal deductive database with rules to prove facts from other facts and past events. Neural nets model fact states and probabilities.
result Neural models derived from concise Datalog programs improve prediction by encoding domain knowledge.
The paper explores optimal insurance contracts using various deviation measures.
problem Optimal insurance contracts with mean-deviation measures.
method Study of convex signed Choquet integrals and standard deviation as deviation measures, analyzing premium principles like expected value, Value-at-Risk, and Expected Shortfall.
result Characterization of optimal indemnities and deductibles under different premium principles.
The proof of Brouwer's fixed-point theorem based on Sperner's lemma is often presented as an elementary combinatorial alternative to advanced proofs based on algebraic topology. The goal of this note is to show that: (i) the combinatorial proof of Sperner's Lemma can be considered as a cochain-level version, written in…
Graph neural networks can perform approximate reasoning in latent space for mathematical statements.
problem Can neural networks perform steps of approximate reasoning in a fixed dimensional latent space?
method Design and conduct an experiment using graph neural networks to predict rewrite-success of mathematical statements in a latent space.
result Graph neural networks can make non-trivial predictions about rewrite-success of statements in latent space.
The Time Function of Stock Priceq-fin.ST
The paper defines the time function of stock prices using a mathematical model.
problem Understanding the movement and predictability of stock prices over time.
method Empirical evidence and mathematical modeling of white noise.
result Derives auto-correlation function, displacement formula, and power spectral density of stock price movement.
APL learns from surprising observations to quickly generalize from few examples.
problem Quickly generalize from limited data for intelligent systems.
method Approximates probability distributions by remembering surprising observations in an external memory module.
result APL performs as well as state-of-the-art baselines on few-shot classification benchmarks.
Withdrawal guarantees ensure the periodical deduction of a constant dollar-amount from a fund investment for a fixed number of periods. If the fund depletes before the last withdrawal, the guarantor has to finance the outstanding withdrawals. We derive a robust hedging strategy which leads to closed form solutions for …
Variance Contractsq-fin.RM
Optimal insurance contract limits insurer's risk exposure variance.
problem Designing an optimal insurance contract limiting insurer's risk exposure variance.
method Derive optimal policy semi-analytically, focusing on actuarially fair case.
result Expected coverage is larger for wealthier insured, indicating normal good.
The paper examines optimal insurance design using Lambda-Value-at-Risk.
problem Optimal insurance design based on Lambda-Value-at-Risk.
method Analyzes optimal insurance solutions using Lambda-Value-at-Risk and closed-form expressions.
result Truncated stop-loss indemnity is optimal under certain conditions.
HyperST-Net uses hypernetworks to improve spatio-temporal forecasting.
problem Forecasting spatio-temporal data is challenging due to complex spatial and temporal factors.
method Proposes a framework based on hypernetworks with three modules: spatial, temporal, and deduction.
result Models achieve significant improvements over state-of-the-art baselines.
A framework for clustering evolving high-dimensional data using LSTM networks.
problem Clustering evolving high-dimensional data with temporal evolution patterns.
method LSTM-ESCM framework exploiting self-expressive trait and LSTM networks.
result The proposed algorithm outperforms other methods in terms of run time and accuracy.
DeepRole learns to play hidden role games like Avalon.
problem Learning cooperation in uncertain multi-agent settings.
method Combines CFR and deep learning with deductive reasoning.
result DeepRole outperforms other agents and humans in Avalon.
Study parameter sensitivities in bond pricing models with jumps.
problem Analyzing the impact of parameters on bond pricing models with jumps.
method Theoretical analysis and MATLAB simulations of a Brownian motion and compound Poisson process.
result Explicit call price formula and verification of sensitivities.
Biharmonic curves are a generalization of geodesics, with applications in elasticity theory and various branches of computer science. The paper proposes a first study of biharmonic curves in spaces with Finslerian geometry, covering the following topics: a deduction of their equations, existence of non-geodesic biharmo…
Combines neural networks and expert rules for concept-based learning.
problem Extending concept-based learning with machine learning models.
method Form constraints for joint probability distribution and represent feasible set as a convex polytope.
result Neural networks can be trained to satisfy expert rules without violating them.
The astonishing success of AlphaGo Zero\cite{Silver_AlphaGo} invokes a worldwide discussion of the future of our human society with a mixed mood of hope, anxiousness, excitement and fear. We try to dymystify AlphaGo Zero by a qualitative analysis to indicate that AlphaGo Zero can be understood as a specially structured…
Foundation for learning in changing conditions.
problem Learning under varying conditions and states.
method Admissible transport, protected-core preservation, and evaluator-aware learning evolution.
result Established first theorem-supporting layer for regime-varying learning.
This paper optimizes insurance reinsurance design under solvency constraints.
problem Optimizing risk transfer from an insurance company to a reinsurer under solvency constraints.
method Martingale method to derive optimal reinsurance design maximizing terminal value of surplus.
result Optimal reinsurance designs include a combination of proportional and stop-loss protection.
In this paper we consider a modified version of the classical optimal dividends problem of de Finetti in which the dividend payments subject to a penalty at ruin. We assume that the risk process is modeled by a general spectrally positive Levy process before dividends are deducted. Using the fluctuation theory of spect…
Optimal Insurance to Minimize the Probability of Ruin: Inverse Survival Function Formulationq-fin.RM
Optimal insurance minimizes ruin probability with non-decreasing functions.
problem Minimizing ruin probability with insurance premiums and non-decreasing functions.
method Reformulated problem with inverse survival function as control variable.
result Deductible insurance with maximum limit is optimal.
Optimal insurance strategy for maximizing RDEU under various premium principles.
problem Maximizing a risk-averse individual's RDEU with insurance priced by a distortion-deviation principle.
method Proved necessary and sufficient conditions for the optimal solution, considered ambiguity orders, and analyzed specific examples.
result Conditions for no insurance or deductible insurance to be optimal.
Principal circle bundle over a PL polyhedron can be triangulated and thus obtains combinatorics. The triangulation is assembled from triangulated circle bundles over simplices. To every triangulated circle bundle over a simplex we associate a necklace (in combinatorial sense). We express rational local formulas for all…
Study introduces indecomposability for varifolds, leading to geometric consequences.
problem Understanding the structure of varifolds and their connectedness properties.
method Introducing indecomposability and related concepts for varifolds.
result Substantial geometric consequences derived from the connectedness properties of varifolds.
Tutorial on using neural networks for single cell data analysis.
problem Handling large sequencing datasets efficiently.
method Single cell variational inference using variational auto-encoder.
result Model learns data distribution for insights.
Explicit Solutions of Optimal Consumption, Investment and Insurance Problem with Regime Switchingq-fin.RM
We consider an investor who wants to select her/his optimal consumption, investment and insurance policies. Motivated by new insurance products, we allow not only the financial marke but also the insurable loss to depend on the regime of the economy. The objective of the investor is to maximize her/his expected total d…
A framework estimates categorical distributions under constraints, ensuring generality and uniqueness.
problem Estimating categorical distributions summarizing sample data under marginal constraints.
method Theoretical framework + Iterative Proportional Fitting (IPF) to estimate the distribution.
result A unique categorical distribution of Maximum Entropy under marginal constraints exists and is estimated.
A Kyle-inspired model with adaptive agents explains excess volatility and volatility clustering.
problem Reconciling asymmetrically informed traders with adaptive market hypothesis.
method Proposes a model with adaptive agents using inductive reasoning, reconciling Kyle model with Adaptive Market Hypothesis.
result Microfoundations for GARCH models and volatility clustering explained.
AI framework predicts invoice dilution in supply chain finance.
problem Invoice dilution risk in supply chain finance.
method AI, machine learning, dynamic credit limits, real-time projections.
result Supplemental AI model improves prediction accuracy.
Optimizes test set size for accurate diagnosis using machine learning.
problem Determining the minimum test set size for accurate diagnosis.
method Proposes machine learning methods (LASSO and SVM) to predict optimal test set size.
result SVM achieves 90.4% accuracy with a reduced test set by 35.24%.
Paper introduces Privacy Mining Approach (PMA) to reveal privacy from smart homes.
problem Privacy disclosure from IoT-based smart homes for elders.
method Conducts deductions and analyses on sensor datasets to reveal privacy.
result PMA can deduce a global sensor topology and disclose elders' privacy.
Paper presents deep learning and ML for automated student performance estimation.
problem Evaluation of students' performance during the pandemic.
method In-depth analysis of deep learning and machine learning approaches.
result Better performance across different prediction tasks with fully data-driven approach.
One long-term goal of machine learning research is to produce methods that are applicable to reasoning and natural language, in particular building an intelligent dialogue agent. To measure progress towards that goal, we argue for the usefulness of a set of proxy tasks that evaluate reading comprehension via question a…
Study classifies 7-manifolds with specific homology and finds nonconnected moduli spaces of positive Ricci curvature metrics.
problem Classifying simply connected 7-manifolds with specific homology groups.
method Derived -invariants and applied to diffeomorphism classification and moduli space analysis.
result Found a simply connected 7-manifold with infinitely many path components in its moduli space of positive Ricci curvature metrics.
This paper aims to optimize incident-specific cyber insurance design.
problem Complexity in determining optimal risk retention and transfer.
method Economic foundation for incident-specific cyber insurance with Pareto optimality.
result Illustrates feasibility of designing incident-specific indemnities for both parties.
skscope simplifies sparsity-constrained optimization in Python.
problem Tedious mathematical deduction and programming for sparsity-constrained optimization.
method Introduces skscope, a Python library that allows users to solve sparsity-constrained optimization problems by just programming the objective function.
result skscope enables state-of-the-art solvers to quickly attain sparse solutions in high-dimensional spaces, achieving up to 80x speedup.
Hill-ADAM optimizes loss landscapes by exploring state space deterministically.
problem Escaping local minima in loss landscapes.
method Hill-ADAM alternates between minimizing and maximizing error to explore the loss space.
result Hill-ADAM finds the global minimum state in loss landscapes.
Critiques causal reductionism in financial studies, suggesting alternative approaches.
problem Limitations of unidirectional causation in self-referencing systems like finance.
method Critical assessment of causal inference in empirical finance, using ecological models.
result Current financial tools may be limited to ex post inference, especially in reflexive contexts.
Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference …
Introduces CCR for constructing confidence regions from conformal predictions.
problem Challenges in constructing confidence regions for model parameters.
method Combines conformal prediction intervals for model outputs to establish confidence regions for parameters under minimal assumptions.
result Valid coverage guarantees for finite sample regime, applicable to various model types.
LocalDrop uses local Rademacher complexity for neural network regularization.
problem Overfitting in deep neural networks.
method Developed a new regularization function based on local Rademacher complexity.
result Demonstrated effectiveness of LocalDrop through extensive experiments.
Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down timeq-fin.MF
Optimizes tax payments for insurance companies using Lévy risk processes.
problem Maximizing expected accumulated discounted tax payments with a modified objective function.
method Loss-carry-forward tax system applied to spectrally negative Lévy processes until general draw-down time.
result Optimal tax return function and strategy derived.
We develop a Chern character map for twisted equivariant non-abelian cohomology.
problem Understanding non-abelian cohomology theories and their applications.
method General construction of the Chern character map for twisted equivariant non-abelian cohomology.
result Illustrated the construction by computing the equivariant Sullivan model of Cohomotopy.
In general relativity, an IDEAL (Intrinsic, Deductive, Explicit, ALgorithmic) characterization of a reference spacetime metric consists of a set of tensorial equations , constructed covariantly out of the metric , its Riemann curvature and their derivatives, that are satisfied if and only if is loc…