In this paper, we consider the survival probability for a discrete semi-Markov risk model, which assumes individual claims are influenced by a Markov chain with finite state space and there is autocorrelation among consecutive claim sizes. Our semi-Markov risk model is similar to the one studied in Reinhard and Snoussi [1, 2] without the restriction imposed on the distributions of the claims. I...

We investigate the contribution of unsupervised learning and regular grammatical inference to respectively identify profiles of elderly people and their development over time in order to evaluate care needs (human, financial and physical resources). The proposed approach is based on k-Testable Languages in the Strict Sense Inference algorithm in order to infer a probabilistic automaton from whi...

We extend the econometric literature on role of production networks in propagation monetary policy shocks along two dimensions. First, we allow for time-varying industry-specific responses, reflecting non-linearities and heterogeneity direct transmission channels. Second, network structures dependence. This captures both variation structure differences cross-industry demand elasticities. Spillo...

The standard state-spaces of asymmetric information preclude non-trivial forms of unawareness (Modica and Rustichini, 1994, Dekel, Lipman and Rustichini, 1998). We introduce a generalized state-space model that allows for non-trivial unawareness among several individuals, and which satisfies strong properties of knowledge as well as all the desiderata on unawareness proposed this far in the lit...

We are often interested in finding out if a given predicate on states of a system can be satisfied in any or all of the systems reachable states. To determine this, one approach is to calculate the complete set of reachable states and evaluate the predicate on each of these states. To know which states we have already examined and which we have yet to examine—and thus knowing when we have exami...

Drew Fudenberg and two referees for helpful comments.

the simplified perturbed chain statistical associating fluid theory (spc-saft) equation of state (eos) was proposed to describe the thermodynamic properties of pure ionic liquids (ils). a set of spc-saft parameters for 2 ils was obtained by fitting the experimental liquid densities data over a wide range of temperature at atmospheric pressure. good agreement with experimental density data was o...