Search Results
Spacecraft Collision Risk Assessment with Probabilistic Programming
Over 34, 000 objects bigger than 10 cm in length are known to orbit Earth.
A Bayesian workflow for securitizing casualty insurance risk
Casualty insurance-linked securities (ILS) are appealing to investors because the underlying insurance claims, which are directly related to resulting security performance, are uncorrelated with most other asset classes.
Methodology Applications
Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction
Decision makers and other stakeholders are also interested in uncertainty in the prediction as well as interpretability of the model.
Sensitivity Analyses of a Multi-Physics Long-Term Clogging Model For Steam Generators
However, certain parameters in this code are subject to uncertainties.
Computation
Robustifying Conditional Portfolio Decisions via Optimal Transport
Despite the non-linearity of the objective function in the probability measure, we show that the distributionally robust portfolio allocation with side information problem can be reformulated as a finite-dimensional optimization problem.
Public policy for management of forest pests within an ownership mosaic
We use a game theoretic model to determine optimal pest treatment subsidies for a focal privately owned tree and use an optimization approach to guide targeted public treatment of a representative public tree.
Risk-aware Urban Air Mobility Network Design with Overflow Redundancy
In our methodology, we first model how disruptions to a given UAM network might impact on the nominal traffic flow and how this flow might be re-accommodated on an extended network with reserve capacity.
