Quantifying Portfolio Demutualization: A Benchmark-Relative Pooling--Profiling Scale
本文提出了一种基于基准的池化-分层尺度,用于量化保险定价中的组合非互惠化问题,并通过合成和汽车保险应用验证了其有效性。
本文提出了一种基于基准的池化-分层尺度,用于量化保险定价中的组合非互惠化问题,并通过合成和汽车保险应用验证了其有效性。
研究探讨了生成漂移流的收敛速度问题,提出了一种多头方法来处理不同尺度的信息,从而恢复指数级收敛速度,解决了固定分辨率导致的慢收敛问题。
本文提出DynEoMT方法,通过在线查询增强视频分割模型以预测区域动态性,解决了无法仅从语义推断物体是否独立于相机移动的问题。
研究了带有多个步骤转换预览的强化学习问题,证明了其在固定折扣因子下的NP难性,并提出了一种近似方案以实现高效近优规划。
This work addresses the performance degradation of the classical single-threshold strategy in single-choice prophet inequalities under ill-behaved distributions by introducing a relative variance constraint on the maximum as a nonparametric complexity measure. It pioneers the application of kernel methods to this domain, constructing a linear functional optimization framework over quantile function spaces. By establishing a strong minimax duality and leveraging infinite-dimensional convex programming alongside variational analysis, the paper precisely characterizes the optimal threshold under bounded variance conditions. Key contributions include an exact performance curve under the i.i.d. setting, an asymptotically optimal threshold for finite horizons, closed-form solutions for non-i.i.d. cases, and a rigorous separation of the performance bounds between the prophet-secretary model and the i.i.d. benchmark.
本文提出了一种基于基准的池化-分层尺度,用于量化保险定价中的组合非互惠化问题,并通过合成和汽车保险应用验证了其有效性。
研究探讨了生成漂移流的收敛速度问题,提出了一种多头方法来处理不同尺度的信息,从而恢复指数级收敛速度,解决了固定分辨率导致的慢收敛问题。
本文提出DynEoMT方法,通过在线查询增强视频分割模型以预测区域动态性,解决了无法仅从语义推断物体是否独立于相机移动的问题。
研究了带有多个步骤转换预览的强化学习问题,证明了其在固定折扣因子下的NP难性,并提出了一种近似方案以实现高效近优规划。
This work addresses the performance degradation of the classical single-threshold strategy in single-choice prophet inequalities under ill-behaved distributions by introducing a relative variance constraint on the maximum as a nonparametric complexity measure. It pioneers the application of kernel methods to this domain, constructing a linear functional optimization framework over quantile function spaces. By establishing a strong minimax duality and leveraging infinite-dimensional convex programming alongside variational analysis, the paper precisely characterizes the optimal threshold under bounded variance conditions. Key contributions include an exact performance curve under the i.i.d. setting, an asymptotically optimal threshold for finite horizons, closed-form solutions for non-i.i.d. cases, and a rigorous separation of the performance bounds between the prophet-secretary model and the i.i.d. benchmark.