We investigate the class of tempered stable distributions and their associated processes. Our analysis of tempered stable distributions includes limit distributions, parameter estimation and the study of their densities. Regarding tempered stable processes, we deal with density transformations and compute their p-variation indices. Exponential stock models driven by tempered stable processes ar...

This paper applies the extreme value theory to the Constant Proportion Portfolio Insurance (CPPI) . In particular, the choice of the standard multiple is detailed according to the statistical estimation of the behaviour of extreme variations in rates of assets returns. Moreover, we introduce the distributions of interarrival times of these extreme movements and show their impact on the portfoli...

the radiation power loss from a magnetically confined plasma in a stellarator has been calculated using neoclassical particle and energy fluxes in an energy balance equation. we could obtain a power loss of about 34% of the total input power by numerical calculation. this fraction of the power loss has been found to be in good agreement with the experimentally measured values of 30-40% for our ...

Under the estimation theory title a doctrinal body is collected which treats to solve a problem with very simple formulation: given a set of noisy observations from reality to guess the value a magnitude has taken is under consideration departing from those observations. Obviously, we have got no direct access to that magnitude but it has some functional relationship with the obtained observati...

Stochastic (or random) variables are (mathematical) functions defined on the outcome of a random experiment. The experiments considered belong to a given class of experiments under consideration (e.g. dice throwing). The variable takes a real or complex value for each outcome, often called an event. For example, if you are throwing a dice and you win two points every time the outcome is even, w...

Heterosis is the foundation of modern maize breeding programs. Despite its importance in maize production, we know surprisingly little about the genetic basis of heterosis. Shull (1952) coined the term heterosis and defined it as: "... the interpretation of increased vigor, size, fruitfulness, speed of development, resistance to disease and to insect pests, or to climatic rigors of any kind, ma...