It is shown that the axioms for coherent risk measures imply that whenever there is a pair of portfolios such that one of them dominates the other one in a given sample (which hap...
Abstract— For path planning algorithms of robots it is important that the robot does not reach a state of inevitable collision. In crowded environments with many humans or robots...
Daniel Althoff, Matthias Althoff, Dirk Wollherr, M...
Abstract--The problem of state estimation with initial state uncertainty is approached from a statistical decision theory point of view. The initial state is regarded as determinis...
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events ...
Software metrics as a subject area is over 30 years old, but it has barely penetrated into mainstream software engineering. A key reason for this is that most software metrics act...