399 research outputs found
Tail asymptotics of randomly weighted large risks
In this paper we are concerned with a sample of asymptotically independent
risks. Tail asymptotic probabilities for linear combinations of randomly
weighted order statistics are approximated under various assumptions, where the
individual tail behaviour has a crucial role. An application is provided for
Log-Normal risks
Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
In this paper we consider dependent random variables with common regularly varying marginal distribution. Under the assumption that these random variables are tail-independent, it is well known that the tail of the sum behaves like in the independence case. Under some conditions on the marginal distributions and the dependence structure (including Gaussian copula's and certain Archimedean copulas) we provide the second-order asymptotic behavior of the tail of the su
On ruin probability and aggregate claim representations for Pareto claim size distributions
We generalize an integral representation for the ruin probability in a Cramer-Lundberg risk model with shifted (or also called US-)Pareto claim sizes, obtained by Ramsay (2003), to classical Pareto(a) claim size distributions with arbitrary real values a > 1 and derive its asymptotic expansion. Furthermore an integral representation for the tail of compound sums of Pareto-distributed claims is obtained and numerical illustrations of its performance in comparison to other aggregate claim approximations are provided
Tail asymptotics for dependent subexponential differences
We study the asymptotic behavior of ℙ(X − Y > u) as u → ∞, where X is subexponential, Y is positive, and the random variables X and Y may be dependent. We give criteria under which the subtraction of Y does not change the tail behavior of X. It is also studied under which conditions the comonotonic copula represents the worst-case scenario for the asymptotic behavior in the sense of minimizing the tail of X − Y. Some explicit construction of the worst-case copula is provided in other case
Tail asymptotics for dependent subexponential differences
We study the asymptotic behavior of ℙ(X − Y > u) as u → ∞, where X is subexponential, Y is positive, and the random variables X and Y may be dependent. We give criteria under which the subtraction of Y does not change the tail behavior of X. It is also studied under which conditions the comonotonic copula represents the worst-case scenario for the asymptotic behavior in the sense of minimizing the tail of X − Y. Some explicit construction of the worst-case copula is provided in other cases
Ruin problem in a changing environment and application to the cost of climate change for an insurance company
In this paper we obtain asymptotics for ruin probability in a risk model where claim size distribution as well as claim frequency change over time. This is a way to take into account observed and/or projected changes, due to climate change, in some specific weather-related events like tropical storms for instance. Some examples will be presented in order to illustrate the theory and start a discussion on the possible cost of climate change for an insurance company who wants to remain financially solvent
The Drosophila retained/dead ringer gene and ARID gene family function during development
© UBC PressThe recently discovered ARID family of proteins interact with DNA through a phylogenetically conserved sequence termed the A/T Interaction Domain (ARID). The retained/dead ringer (retn/dri) gene of Drosophila melanogaster is a founding member of the ARID gene family, and of the eARID subfamily. This subfamily exhibits an extended region of sequence similarity beyond the core ARID motif and a separate conserved domain termed the REKLES domain. retn/dri is involved in a range of developmental processes, including axis patterning and muscle development. The retn/dri ARID motif has been shown by in vitro studies to exhibit sequence-specific DNA binding activity. Here we demonstrate that the ARID domain is essential for the in vivo function of retn/dri during embryonic development by showing that a mutant form of RETN/DRI, deleted for part of the ARID domain and unable to bind DNA in vitro, cannot rescue the retn/dri mutant phenotype. In the presence of wild-type RETN/DRI this construct acts as a dominant negative, providing additional support for the proposal that RETN/DRI acts in a multiprotein complex. In contrast, we are yet to find an in vivo role for the REKLES domain, despite its clear evolutionary conservation. Finally, we have used germline clone analysis to reveal a requirement for retn/dri in the Drosophila preblastoderm syncytial mitoses.Tetyana Shandala, R. Daniel Kortschak and Robert Sain
bíogo/hts: high throughput sequence handling for the Go language
biogo/hts provides a Go native implementation of the SAM specification (Group 2016) for SAM and BAM alignment formats (H. et al. 2012) commonly used for representation of high throughput genomic data, the BAI, CSI and tabix indexing formats, and the BGZF blocked compression format. The biogo/hts packages perform parallelized read and write operations and are able to cache recent reads according to user-specified caching methods. The parallelisation approach used by the biogo/hts package is influenced by the approach of the D implementation, sambamba by Tarazov et al. (T. A. et al. 2015). The biogo/hts APIs have been constructed to provide a consistent interface to sequence alignment data and the underlying compression system in order to aid ease of use and tool development.R. Daniel Kortschak, Brent S. Pedersen, and David L. Adelso
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