Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates [PDF]
In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can invest in a savings account, in a risky stock and in a bond, with the aim ...
Juan Pablo Rincon-Zapatero +1 more
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A Diffusive Sveir Epidemic Model with Time Delay and General Incidence. [PDF]
Acta Math Sci, 2021 Zhou J, Ma X, Yang Y, Zhang T.
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On affine interest rate models
, 2010 Bernstein processes are Brownian diffusions that appear in Euclidean Quantum Mechanics. Knowledge of the symmetries of the Hamilton-Jacobi-Bellman equation associated with these processes allows one to obtain relations between stochastic processes ...
Lescot, Paul
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A two diffusion stochastic model for the spread of the new corona virus SARS-CoV-2. [PDF]
Chaos Solitons Fractals, 2021 Đorđević J, Papić I, Šuvak N.
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The influence of quadratic Lévy noise on the dynamic of an SIC contagious illness model: New framework, critical comparison and an application to COVID-19 (SARS-CoV-2) case. [PDF]
Chaos Solitons Fractals, 2022 Sabbar Y +3 more
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Modeling noisy time-series data of crime with stochastic differential equations. [PDF]
Stoch Environ Res Risk Assess, 2023 Calatayud J, Jornet M, Mateu J.
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A stochastic epidemic model with infectivity in incubation period and homestead-isolation on the susceptible. [PDF]
J Appl Math Comput, 2021 Shangguan D, Liu Z, Wang L, Tan R.
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Periodicity and stationary distribution of two novel stochastic epidemic models with infectivity in the latent period and household quarantine. [PDF]
J Appl Math Comput, 2022 Shangguan D, Liu Z, Wang L, Tan R.
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Spatio-temporal stochastic differential equations for crime incidence modeling. [PDF]
Stoch Environ Res Risk Assess, 2023 Calatayud J, Jornet M, Mateu J.
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Stochastic probical strategies in a delay virus infection model to combat COVID-19. [PDF]
Chaos Solitons Fractals, 2021 Pitchaimani M, Brasanna Devi M.
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