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ClosedForm Approximations for Constant Continuous Annuities∗
, 2005
"... For a series of cash flows, its stochastically discounted or compounded value is often a key quantity of interest in finance and actuarial science. Unfortunately, even for most realistic rate of return models, it may be too difficult to obtain analytic expressions for the risk measures involving th ..."
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this discounted sum. Some recent research has demonstrated that in the case where the return process follows a Brownian motion, the socalled comonotonic approximations usually provide excellent and robust estimates of risk measures associated with discounted sums of cash flows involving lognormal returns
C.: Operational VaR: a closedform approximation
"... Klaus Böcker and Claudia Klüppelberg investigate a simple loss distribution model for operational risk. They show that, when loss data are heavytailed (which in practice they are), a simple closedform approximation for the OpVaR can be obtained. They apply this approximation in particular to the P ..."
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Cited by 15 (4 self)
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Klaus Böcker and Claudia Klüppelberg investigate a simple loss distribution model for operational risk. They show that, when loss data are heavytailed (which in practice they are), a simple closedform approximation for the OpVaR can be obtained. They apply this approximation in particular
1Simple ClosedForm Approximation to Ricean Sum Distributions
"... Abstract—This letter focuses on the approximation of Ricean sum distributions of L independent random variables. Although no closedform expression is available for these exact distributions, a simple but accurate closedform approximation is proposed. The expression is based on the Central Limit T ..."
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Cited by 2 (0 self)
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Abstract—This letter focuses on the approximation of Ricean sum distributions of L independent random variables. Although no closedform expression is available for these exact distributions, a simple but accurate closedform approximation is proposed. The expression is based on the Central Limit
Tight ClosedForm Approximation for the Ergodic Capacity of Orthogonal STBC
"... Abstract — In this letter we derive a simple and tight closedform approximation for the ergodic capacity of orthogonal spacetime block coding in arbitrary fading channels. The expression is an analytical function of the power covariance matrix of the channel. In the case of uncorrelated channels t ..."
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Abstract — In this letter we derive a simple and tight closedform approximation for the ergodic capacity of orthogonal spacetime block coding in arbitrary fading channels. The expression is an analytical function of the power covariance matrix of the channel. In the case of uncorrelated channels
A CLOSEDFORM APPROXIMATION OF THE OUTAGE PROBABILITY FOR DISTRIBUTED MIMO SYSTEMS
"... The instantaneous capacity of multipleinput multipleoutput (MIMO) systems over Rayleigh fading channel is known to follow a normal probability distribution when the number of transmit and receive antennas is large. In this paper, we extend this result for distributed MIMO (DMIMO) systems by deriv ..."
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by deriving a closedform approximation of the outage probability which becomes tighter as the rate or the number of nodes and antennas of the system increases. This expression can be used to easily evaluate the outage probability of DMIMO systems, both for downlink and uplink cases. We also utilize
1 Closed Form Approximations For The Three Body Problem
"... In this paper, an approach is developed to solve the three body problem involving masses which posses spherical symmetry. The problem dates back to the times of Poincare, and is undoubtedly one of the oldest of unsolved problems of classical mechanics. The Poincare’s Dictum comprehensively proves th ..."
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that the problem is truly insolvable as a result of the nature of the instabilities involved. We therefore refute the idea of finding exact solutions. Instead, we develop closed form analytical approximations in place of exact solutions. We will solve the problem for the case when all the masses involved have
Closed Form Approximations For The Three Body Problem
, 2004
"... All intext references underlined in blue are linked to publications on ResearchGate, letting you access and read them immediately. ..."
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All intext references underlined in blue are linked to publications on ResearchGate, letting you access and read them immediately.
FAST CLOSED FORM APPROXIMATION FOR DYNAMIC NETWORK RESOURCE ALLOCATION
"... We consider dynamic delay guarantee and bandwidth allocation in communications networks. Our scenario includes linear pricing scheme for both Quality of Service parameters. The goal is (i) to maximize the revenue and (ii) guarantee fair resource allocation for connections. On the contrary to the tra ..."
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to the traditional Lagrangian approach, we approach the problem by modified one, where the sum of the weights of the scheduler acts as the penalty term. This modified approach yields closed form approximate algorithm for updating the scheduler weights, being very fast and realtime implementable. We compare
A closedform approximation for the error probability of BPSK fading channels
 IEEE Trans. Wireless Commun
, 2007
"... Abstract — This letter presents a simple closedform expression to evaluate the error probability of binary fullyinterleaved fading channels. The proposed expression does not require a numerical Laplace transform inversion, numerical integration or similar techniques, and captures the role of the r ..."
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Cited by 4 (1 self)
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Abstract — This letter presents a simple closedform expression to evaluate the error probability of binary fullyinterleaved fading channels. The proposed expression does not require a numerical Laplace transform inversion, numerical integration or similar techniques, and captures the role
Far Field of Bragg Reflection Waveguides: Characteristics and ClosedForm Approximation
"... Abstract—A comprehensive study of the farfield diffraction pattern of Bragg reflection waveguides is presented. Using a Gaussian approximation of the nearfield profile, an analytical formula for the farfield pattern of the fundamental Bragg mode is obtained. The proposed closedform representati ..."
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Abstract—A comprehensive study of the farfield diffraction pattern of Bragg reflection waveguides is presented. Using a Gaussian approximation of the nearfield profile, an analytical formula for the farfield pattern of the fundamental Bragg mode is obtained. The proposed closedform
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