no code implementations • 21 Mar 2022 • Yue He, Reiichiro Kawai, Yasutaka Shimizu, Kazutoshi Yamazaki
The Gerber-Shiu function provides a unified framework for the evaluation of a variety of risk quantities.
no code implementations • 19 Mar 2022 • Kanji Sato, Akiko Takeda, Reiichiro Kawai, Taiji Suzuki
Gradient Langevin dynamics and a variety of its variants have attracted increasing attention owing to their convergence towards the global optimal solution, initially in the unconstrained convex framework while recently even in convex constrained non-convex problems.
