Results 11 to 20 of about 665 (108)
Results of the Chebyshev type inequality for Pseudo-integral [PDF]
Sahand Communications in Mathematical Analysis, 2016 In this paper, some results of the Chebyshev type integral inequality for the pseudo-integral are proven. The obtained results, are related to the measure of a level set of the maximum and the sum of two non-negative integrable functions.
Bayaz Daraby
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Equivalence between various Shape Preserving Approximations of periodic functions
Researches in MathematicsWe show that the validity of Jackson-type estimates in comonotone and coconvex approximations of continuous $2\pi$-periodic functions by trigonometric polynomials is equivalent to the validity of the corresponding estimates of approximation by continuous
D. Leviatan, O.V. Motorna, I.O. Shevchuk
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, 2017 Two new generalizations of the relation of comonotonicity of lattice-valued vectors are introduced and discussed. These new relations coincide on distributive lattices and they share several properties with the comonotonicity for the real-valued vectors (
Halaš, Radomír +2 more
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Risk Minimization and Optimal Derivative Design in a Principal Agent Game [PDF]
, 2007 We consider the problem of Adverse Selection and optimal derivative design within a Principal-Agent framework. The principal's income is exposed to non-hedgeable risk factors arising, for instance, from weather or climate phenomena.
Horst, U., Moreno, S.
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Uniform and Pointwise Shape Preserving Approximation by Algebraic Polynomials [PDF]
, 2011 We survey developments, over the last thirty years, in the theory of Shape Preserving Approximation (SPA) by algebraic polynomials on a finite interval.
Kopotun, K. A. +3 more
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Degree of nearly comonotone approximation of periodic functions
Asian-European Journal of Mathematics, 2023 Let a [Formula: see text]-periodic function [Formula: see text] change its monotonicity at a finitely even number of points [Formula: see text] of the period. The degree of approximation of this [Formula: see text] by trigonometric polynomials which are comonotone with it, i.e.
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On comonotonically additive interval-valued functionals and interval-valued Choquet integrals(II) [PDF]
Journal of Korean Institute of Intelligent Systems, 2004 In this paper, we will define comonotonically additive interval-valued functionals which are generalized comonotonically additive real-valued functionals in Schmeidler[14] and Narukawa[12], and prove some properties of them. And we also investigate some relations between comonotonically additive interval-valued functionals and interval-valued Choquet ...
Lee-Chae Jang +2 more
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Optimal Risk Allocation in Reinsurance Networks
, 2017 In this paper we consider reinsurance or risk sharing from a macroeconomic point of view. Our aim is to find socially optimal reinsurance treaties.
Bäuerle, Nicole, Glauner, Alexander
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Comonotone lower probabilities with robust marginal distributions functions
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas, 2022 AbstractOne of the usual dependence structures between random variables is comononicity, which refers to random variables that increase or decrease simultaneously. Besides the good mathematical properties, comonotonicity has been applied in choice theory under risk or in finance, among many other fields.
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Diversification Preferences in the Theory of Choice
, 2015 Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are equivalently ranked.
De Giorgi, Enrico G., Mahmoud, Ola
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