3 papers
math.OC2026
Outrunning the Omega Clock: A Singular Control Problem for Dividend Optimisation with Ruin and Time-in-Distress Default
Andi Bodnariu, Nils Engler, Neofytos Rodosthenous
This paper extends the classical dividend problem by incorporating a novel, path-dependent mechanism of firm default. In the traditional framework, ruin occurs when the surplus pro…
stat.ME2025
Regularisation of CART trees by summation of -values
Nils Engler, Mathias Lindholm, Filip Lindskog +1
The standard procedure to decide on the complexity of a CART regression tree is to use cross-validation with the aim of obtaining a predictor that generalises well to unseen data.…
math.PR2022
Gibbsianness of locally thinned random fields
Nils Engler, Benedikt Jahnel, Christof Kuelske
We consider the locally thinned Bernoulli field on , which is the lattice version of the Type-I Matérn hardcore process in Euclidean space. It is given as the lattice…