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We study the last-passage growth model on the planar integer lattice with exponential weights. With boundary conditions that represent the equilibrium exclusion process as seen from a particle right after its jump we prove that the variance of the last-passage time in a characteristic direction is of order t 2/3. With more general boundary conditions that(More)
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In Cator and Lopuhaä [3] an asymptotic expansion for the MCD estimators is established in a very general framework. This expansion requires the existence and non-singularity of the derivative in a first-order Taylor expansion. In this paper, we prove the existence of this derivative for multivariate distributions that have a density and provide an explicit(More)
Motivation. The new solvency regimes now emerging, insist that capital requirements align with the underlying (insurance) risks. This paper explains how a stochastic model built on basic assumptions is used to monitor insurance risk in order to get a clear insight in the aligned economic capital including prudence margins for loss reserves. Method. The(More)
Since mean-field approximations for susceptible-infected-susceptible (SIS) epidemics do not always predict the correct scaling of the epidemic threshold of the SIS metastable regime, we propose two novel approaches: (a) an ε-SIS generalized model and (b) a modified SIS model that prevents the epidemic from dying out (i.e., without the complicating absorbing(More)
We define the minimum covariance determinant functionals for multivariate location and scatter through trimming functions and establish their existence at any multivari-ate distribution. We provide a precise characterization including a separating ellipsoid property and prove that the functionals are continuous. Moreover we establish asymp-totic normality(More)
Studies on aboveground (AG) plant organs have shown that volatile organic compound (VOC) emissions differ between simultaneous attack by herbivores and single herbivore attack. There is growing evidence that interactive effects of simultaneous herbivory also occur across the root-shoot interface. In our study, Brassica rapa roots were infested with root fly(More)