Variable neighborhood search (VNS) is a framework for building heuristics, based upon systematic changes of neighborhoods both in a descent phase, to find a...

We introduce an iterative algorithm for the solution of the diameter minimization clustering problem (DMCP). Our algorithm is based upon two observations: 1)...

Traditionally, claim counts and amounts are assumed to be independent in non-life insurance. This paper explores how this oft unwarranted assumption can be r...

In order to determine the risk capital for their aggregate portfolio, property and casualty insurance companies must fit a multivariate model to the loss tri...

Two bivariate extensions of the Skellam distribution were proposed by Genest and Mesfioui (2014), who also derived moment estimators for their dependence par...

In this paper we present a novel formulation based on a certain median function to solve discretely constrained mixed complementarity problems (MCPs). Such p...

The Great Recession has shaken the foundations of the financial industry and led to tighter solvency monitoring of both the banking and insurance industries....

Cette étude quantitative longitudinale examine comment la structure organisationnelle et l'environnement externe influencent la survie des firmes de capital ...

Recent contributions to the financial econometrics literature exploit high-frequency (HF) data to improve models for daily asset returns. This paper propose...

We propose a method to build trees and forests when the response is a non-homogeneous Poisson process with excess zeros, based on two forests. The first one...

The log-rank test is commonly used as the split function in many commonly used survival trees and forests algorithms. However, the log-rank test may have a...

La courbe ROC permet d'évaluer les propriétés d'un test diagnostique à partir de la distribution d'une variable dans les populations saine et malade. Dans un...

Given a complete directed graph \(G\) with weights on the vertices and on the arcs, a \(\theta\)-improper \(k\)-coloring is an assignment of at most `...

An induced matching M in a graph G is dominating if every edge not in M shares exactly one vertex with an edge in M. The **dominating induced matchin...

Clustering is a data mining method which consists in partitioning a given set of n objects into p clusters in order to minimize the dissimilarity among o...

Traditionnellement, la planification des réserves opérationnelles dans les réseaux électriques se fait en fonction de la capacité de production disponible et...

Deux colorations des sommets d'un graphe sont dites équivalentes si elles correspondent à la même partition de l'ensemble des sommets en classes de couleurs....

Portfolio credit risk models are very often constructed with correlation matrices serving as proxies for interrelations in the creditworthiness of each compa...

An analytical approach and a control strategy are proposed in Part I of this two-part paper for leveraging the aggregate demand of a population of Thermostat...

There are few systematic methodologies capable of predicting and leveraging the reserve capacity potential of large populations of Thermostatically-Controlle...