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q-fin.RM2025
Asymptotic Analysis of Optimal Diversification in Catastrophe Risk Pooling
Minh Chau Nguyen, Tony S. Wirjanto, Fan Yang
Catastrophe risk has long been recognized to pose a serious threat to the insurance sector. Catastrophe risk pooling offers an effective way to diversify losses arising from catast…
stat.ME2025
Two-Phase Treatment with Noncompliance: Identifying the Cumulative Average Treatment Effect via Multisite Instrumental Variables
Guanglei Hong, Xu Qin, Zhengyan Xu +1
When evaluating a two-phase intervention, the cumulative average treatment effect (ATE) is often the primary causal estimand of interest. However, some individuals who do not respo…
math.ST2025
Stratified Permutational Berry--Esseen Bounds and Their Applications to Statistics
Pengfei Tian, Fan Yang, Peng Ding
The stratified linear permutation statistic arises in various statistics problems, including stratified and post-stratified survey sampling, stratified and post-stratified experime…