Parametrized family of pseudo-arc attractors: Physical measures and prime end rotations. [PDF]
Proc Lond Math Soc, 2022 Činč J, Oprocha P.
europepmc +1 more source
Discounting and Patience in Optimal Stopping and Control Problems [PDF]
This paper establishes that the optimal stopping time of virtually any optimal stopping problem is increasing in "patience," understood as a particular partial order on discount rate functions.
Bruno Strulovici, John K. -H Quah
core
Pricing extreme mortality risk in the wake of the COVID-19 pandemic. [PDF]
Insur Math Econ, 2023 Li H, Liu H, Tang Q, Yuan Z.
europepmc +1 more source
Mixed Partial Derivatives and Fubini's Theorem
The College Mathematics Journal, 2002 (2002). Mixed Partial Derivatives and Fubini's Theorem. The College Mathematics Journal: Vol. 33, No. 2, pp. 126-130.
Asuman Aksoy, Mario Martelli
openaire +2 more sources
Optimal Consumption Choice under Uncertainty with Intertemporal Substitution [PDF]
This abstract will be reformatted upon submission. You don't need to format for line-breaks here!!!!! We extend the analysis of the intertemporal utility maximization problem for Hindy-Huang-Kreps utilities reported in Bank/Riedel(1999) to the stochastic
Frank Riedel, Peter Bank
core
COVID-19 and credit risk: A long memory perspective. [PDF]
Insur Math Econ, 2022 Yin J, Han B, Wong HY.
europepmc +1 more source
Localization of the eigenvalues of linear integral equations with applications to linear ordinary differential equations [PDF]
Localization of linear integral equation eigenvalues with applications to linear ordinary differential ...
Kranzler, S. K., Sloss, J. M.
core +1 more source
The nonlinear Schrödinger equation on the half-line with homogeneous Robin boundary conditions. [PDF]
Proc Lond Math Soc, 2023 Lee JM, Lenells J.
europepmc +1 more source
Nonparametric adaptive estimation of linear functionals for low frequency observed Lévy processes [PDF]
For a Lévy process X having finite variation on compact sets and finite first moments, µ( dx) = xv( dx) is a finite signed measure which completely describes the jump dynamics.
Johanna Kappus
core
Log-mean distribution: applications to medical data, survival regression, Bayesian and non-Bayesian discussion with MCMC algorithm. [PDF]
J Appl Stat, 2023 Kharazmi O, Hamedani GG, Cordeiro GM.
europepmc +1 more source