Publications des institutions partenaires

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Opérateurs de gestion des alignements de ressources de connaissances hétérogènes

Les applications du Web sémantique utilisent et produisent un grand nombre de ressources terminoontologiques.Malgré l'hétérogénéité de ces ressources, elles peuvent partager ou importer des mêmes entités(concepts, termes, individus, ...). Idéalement, ces ressources doivent être alignées afin de pouvoir reformuler desrequêtes pour mieux exploiter le contenu du Web sémantique. Par...

Institution partenaire

Université de Genève

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Français / 01/01/2014

An ontology-based repository for combining heterogeneous knowledge resources

Multiple tasks related to documents, such as indexing, retrieving, annotation, or translation are based on linguistic, terminological and ontological knowledge existing in resources of different types represented using various formalisms. Building bridges between these resources and using them together is a complex task. Solving this problem relies on finding the right resources...

Institution partenaire

Université de Genève

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English / 01/01/2014

User-centric design and evaluation of a semantic annotation model for scientific documents

When performing document search, scientists have specific goals in mind. We conducted interviews with scientists to understand exactly how they were looking for information and working with documents. We found that scientists are generally searching specific discourse elements, not the en- tire document. Therefore, we created an annotation model that can represent the different types...

Institution partenaire

Université de Genève

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English / 01/01/2014

Reinsurance or Securitization: The Case of Natural Catastrophe Risk

We investigate the suitability of securitization as an alternative to reinsurance for the purpose of transferring natural catastrophe risk. We characterize the conditions under which one or the other form of risk transfer dominates using a setting in which reinsurers and traders in financial markets produce costly information about catastrophes. Such information is useful to insurers...

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English / 01/01/2014

Bankruptcy triggering asset value–continuous time finance approach

This paper utilizes means of game theory and option pricing to compute a bankruptcy triggering asset value. Combination of these two fields of economic study serves to separating the given problem into valuation of the payoffs, where we use option pricing and the analysis of strategic interactions between parties of a contract which could be designed and solved with the use of game...

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English / 01/01/2014

Analytical option pricing under an asymmetrically displaced double gamma jump-diffusion model

We generalize the Kou (2002) double exponential jump-diusion model in two directions. First, we independently displace the two tails of the jump size distribution away from the origin. Second, we allow for each of the displaced tails to follow a gamma distribution with an integer-valued shape parameter. Both extensions introduce additional exibility in the tails of the corresponding...

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English / 01/01/2014

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