Results 1 to 10 of about 388,083 (283)

Cumulative conditional expectation index [PDF]

Journal of Computational Methods in Sciences and Engineering, 2018
In this paper we introduce approximations of the cumulative conditional expectation function (CCEF) based on Bernstein polynomial copulas. These approximations converge pointwise and uniformly to CCEF. In addition some examples of the behavior of these approximations are shown.
Fernández, M., González-López, V. A.
openaire   +2 more sources

A Review on Classes of Composition Operators

پژوهش‌های ریاضی, 2020
Introduction In 1976, A. Lambert characterized subnormal weighted shifts. Then he studied hyponormal weighted composition operators on  in 1986 and in 1988 subnormal composition operators studied again by him. Recently, A. Lambert, et al., have published
Mohammadreza Azimi
doaj  

Measuring Risk When Expected Losses Are Unbounded

Risks, 2014
This paper proposes a new method to introduce coherent risk measures for risks with infinite expectation, such as those characterized by some Pareto distributions.
Alejandro Balbás, Iván Blanco, José Garrido   +2 more
doaj   +1 more source

Financing and ‍Changes in the Level of Conditional Accounting Conservatism [PDF]

بررسی‌های حسابداری و حسابرسی, 2013
In this study the effect of financing on the changes of the level of conditional conservatism in financial reporting has been studied. Hence, information of companies listed in Tehran Stock Exchange over the period 2001-2010 is applied.
Omid Pourheidari, Abbas Ghaffarloo
doaj   +1 more source

A Statistical Explanation of the Dunning–Kruger Effect

Frontiers in Psychology, 2022
An explanation of the Dunning–Kruger effect is provided which does not require any psychological explanation, because it is derived as a statistical artifact.
Jan R. Magnus, Anatoly A. Peresetsky
doaj   +1 more source

Strong Laws of Large Numbers for General Random Variables Under Conditional Sub-Additive Expectation and Capacity

Mathematics
We study strong laws of large numbers in a non-linear framework based on conditional sub-additive expectations and conditional sub-additive capacities. Using an axiomatic approach to conditional sub-additive expectation, we establish a conditional Hájek ...
Nyanga Honda Masasila, István Fazekas
doaj   +1 more source

Bivariate Discrete Odd Generalized Exponential Generator of Distributions for Count Data: Copula Technique, Mathematical Theory, and Applications

Axioms, 2023
In this article, a new family of bivariate discrete distributions is proposed based on the copula concept, in the so-called bivariate discrete odd generalized exponential-G family.
Laila A. Al-Essa, Mohamed S. Eliwa, Hend S. Shahen, Amal A. Khalil, Hana N. Alqifari, Mahmoud El-Morshedy   +5 more
doaj   +1 more source

Conditional expectation without order [PDF]

Pacific Journal of Mathematics, 1984
The authors show that an arbitrary contractive projection on a \(J^*\)- algebra has the properties of a conditional expectation. This is then used to solve the bicontractive projection problem for \(J^*\)-algebra. A \(J^*\)-algebra is a norm closed subspace of \({\mathcal L}(H,K)\) which is stable under the triple product \(\{abc\}=1/2(ab^*c+cb^*a ...
Friedman, Yaakov, Russo, Bernard
openaire   +4 more sources

Pricing Vulnerable Options Using Conditional Expectation Transform Methods

Discrete Dynamics in Nature and Society
In this study, a conditional expectation transform (CET) method was developed for solving high-dimensional systems arising in vulnerable options pricing.
Han Wang
doaj   +1 more source

Completeness of the set of sub-σ-algebras

International Journal of Mathematics and Mathematical Sciences, 1993
A new metric is introduced on the set of all sub-σ-algebras of a complete probability space from functional analysis point of view. In this note, we will show that the resulting metric space is complete.
Xikui Wang
doaj   +1 more source