State Space Models and the Kalman-Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing

This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving.Most of these state space representations are matrix-based, which complicates their applications.Therefore, to facilitate the implementation of state space models in pra

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Playing With Population Protocols

Population protocols Art have been introduced as a model of sensor networks consisting of very limited mobile agents with no control over their own movement: A collection of anonymous agents, modeled by finite automata, interact in pairs according to some rules.Predicates on the initial configurations that can be computed by such protocols have bee

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