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Optimal reinsurance with multiple tranches

Related publications (26)

Using automated design appraisal to model building-specific devaluation risk due to land-use change

Uncertainty of spillover effects – including property devaluation - from proposed land-use change elicits opposition to local development. This hinders cities’ ability to implement land-use policy aimed at housing affordability and environmental sustainabi ...

2024

A lunar reconnaissance drone for cooperative exploration and high-resolution mapping of extreme locations

Erik Uythoven, Thomas Pfeiffer, Daniel Tataru, David Rodriguez Martinez

An efficient characterization of scientifically significant locations is essential prior to the return of humans to the Moon. The highest resolution imagery acquired from orbit of south-polar shadowed regions and other relevant locations remains, at best, ...

Pergamon-Elsevier Science Ltd2024

Quartiers rhodaniens en transition

Sara Sonia Formery Regazzoni

Over the course of history, the relationship between cities and their waters has shown different gradients of interweaving, marked by cycles of bonding and distancing. Following a period of complete neglect of urban watercourses, the versatile, multifacete ...

EPFL2024

Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses

Erwan Fabrice Koch

H & uuml;sler-Reiss vectors and Brown-Resnick fields are popular models in multivariate and spatial extreme-value theory, respectively, and are widely used in applications. We provide analytical formulas for the correlation between powers of the components ...

Springer2024

On the Generalization of Stochastic Gradient Descent with Momentum

Volkan Cevher, Kimon Antonakopoulos

While momentum-based accelerated variants of stochastic gradient descent (SGD) are widely used when training machine learning models, there is little theoretical understanding on the generalization error of such methods. In this work, we first show that th ...

Microtome Publishing2024

Assessment framework for deepfake detection in real-world situations

Touradj Ebrahimi, Yuhang Lu

Detecting digital face manipulation in images and video has attracted extensive attention due to the potential risk to public trust. To counteract the malicious usage of such techniques, deep learning-based deepfake detection methods have been employed and ...

2024

Can one hear the shape of a target zone?

Max-Olivier Hongler

We develop an exchange rate target zone model with finite exit time and non-Gaussian tails. We show how the tails are a consequence of time-varying investor risk aversion, which generates mean-preserving spreads in the fundamental distribution. We solve ex ...

2023

Bayes Security: A Not So Average Metric

Carmela González Troncoso, Giovanni Cherubin

Security system designers favor worst-case security metrics, such as those derived from differential privacy (DP), due to the strong guarantees they provide. On the downside, these guarantees result in a high penalty on the system's performance. In this pa ...

IEEE2023

Bootstrapping traceless symmetric O(N) scalars

Alessandro Vichi, Maria Refinetti, Marten Jan Reehorst

We use numerical bootstrap techniques to study correlation functions of traceless sym-metric tensors of O(N) with two indices ti j. We obtain upper bounds on operator dimen-sions for all the relevant representations and several values of N. We discover sev ...

SCIPOST FOUNDATION2023

Relating health benefits of water, sanitation, and hygiene services with the context of urban informal settlements: lessons from Côte d'Ivoire and Kenya

Vitor Pessoa Colombo

This thesis is inscribed in the recent efforts to reconnect urban planning and public health. It focused on the context of sub-Saharan African cities, for they offer invaluable lessons regarding environmental health determinants and potential solutions to ...

EPFL2023

Predicting type 2 diabetes risk before and after solid organ transplantation using polygenic scores in a Danish cohort

Jacques Fellay, Christian Axel Wandall Thorball

Type 2 diabetes mellitus (T2DM) can be multifactorial where both genetics and environmental factors play a role. We aimed to investigate the use of polygenic risk scores (PRS) in the prediction of pre-transplant T2DM and post-transplant diabetes mellitus ( ...

Frontiers Media Sa2023

Numerical simulation of the fate, transport and public health risks of enteric viruses in Lake Geneva

Chaojie Li

Lakes are a fundamental feature of nature with brilliance, profoundness and complexity. Various of physical, chemical and biological changes take place three dimensionally in deep lakes, regulated by complicated boundary conditions. To understand and predi ...

EPFL2023

Floyd's manifold is a conjugation space

Jérôme Scherer

E. E. Floyd showed in 1973 that there exist only two nontrivial cobor-dism classes that contain manifolds with three cells, and that they lie in dimen-sions 10 and 5. We prove that there is an action of the cyclic group C2 on the 10-dimensional Floyd manif ...

Scuola Normale Superiore2023

Spatial Distributions of Diarrheal Cases in Relation to Housing Conditions in Informal Settlements: A Cross-Sectional Study in Abidjan, Côte d’Ivoire

Jérôme Chenal, Vitor Pessoa Colombo, Jürg Utzinger

In addition to individual practices and access to water, sanitation, and hygiene (WASH) facilities, housing conditions may also be associated with the risk of diarrhea. Our study embraced a broad approach to health determinants by looking at housing depriv ...

2023

Combining European and US risk prediction models with polygenic risk scores to refine cardiovascular prevention: the CoLaus|PsyCoLaus Study

Stéphane Fournier, Roxane De La Harpe, Jacques Fellay, Christian Axel Wandall Thorball

Lay Summary The aim of this study is to determine whether using polygenic risk scores improves the prediction of atherosclerotic cardiovascular disease risk when combined with clinical scores currently recommended by European and US guidelines on cardiovas ...

OXFORD UNIV PRESS2023

Automated Design Appraisal: Estimating Real Estate Price Growth and Value at Risk Due to Local Development

Adam Robert Swietek

Financial criteria in architectural design evaluation are limited to cost performance. Here, I introduce a method – Automated Design Appraisal (ADA) – to predict the market price of a generated building design concept within a local urban context. Integrat ...

2023

Surrogate modelling for seismic collapse risk assessment of steel moment resisting frames

Dimitrios Lignos, Andronikos Skiadopoulos, Nenad Bijelic

With the overall goal of reducing the numerical burden of uncertainty quantification involved in seismic risk assessments, this paper examines opportunities for assessment of seismic collapse capacity and risk using data-driven surrogates as a complement t ...

2023

Modality-invariant Visual Odometry for Embodied Vision

Amir Roshan Zamir, Roman Christian Bachmann, Marius Reinhard Memmel

Effectively localizing an agent in a realistic, noisy setting is crucial for many embodied vision tasks. Visual Odometry (VO) is a practical substitute for unreliable GPS and compass sensors, especially in indoor environments. While SLAM-based methods show ...

Ieee Computer Soc2023

A Survey of Industrial N-nitrosamine Discharges in Switzerland

Florian Frédéric Vincent Breider, Caroline Gachet Aquillon, Urs von Gunten

N-nitrosamines are formed during different industrial processes and are of significant concern due to their carcinogenic and mutagenic properties. This study reports concentrations of N-nitrosamines in eight different industrial wastewater treatment plants ...

2023

Dynamic pulse scheduling in ASDEX Upgrade: Disruption avoidance and investigation of the H-Mode density limit

Federico Alberto Alfredo Felici, Alessandro Pau, Bernhard Sieglin

Operation of a tokamak device requires the coordinated operation of a multitude of systems. The sequence of operations during a discharge is both too complex and fast for human interaction. A common way of operation is a predefined sequence of operations w ...

2023