Results 41 to 50 of about 9,027 (185)

Dynamic Mean-Variance Model with Borrowing Constraint under the Constant Elasticity of Variance Process

Journal of Applied Mathematics, 2013
This paper studies a continuous-time dynamic mean-variance portfolio selection problem with the constraint of a higher borrowing rate, in which stock price is governed by a constant elasticity of variance (CEV) process. Firstly, we apply Lagrange duality
Hao Chang, Xi-min Rong
doaj   +1 more source

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, EarlyView.
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source

Min–Max Dynamic Programming Control for Systems with Uncertain Mathematical Models via Differential Neural Network Bellman’s Function Approximation

Mathematics, 2023
This research focuses on designing a min–max robust control based on a neural dynamic programming approach using a class of continuous differential neural networks (DNNs). The proposed controller solves the robust optimization of a proposed cost function
Alexander Poznyak, Sebastian Noriega-Marquez, Alejandra Hernandez-Sanchez, Mariana Ballesteros-Escamilla, Isaac Chairez   +4 more
doaj   +1 more source

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

Canadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source

Disease–Drug–Drug Interaction of Imatinib in COVID‐19 ARDS: A Pooled Population Pharmacokinetic Analysis

CPT: Pharmacometrics &Systems Pharmacology, Volume 14, Issue 3, Page 583-595, March 2025.
ABSTRACT Prior pharmacokinetic (PK) analysis revealed that increased alpha‐1‐acid glycoprotein (AAG) levels are associated with decreased imatinib unbound fraction in coronavirus disease 2019 (COVID‐19) patients. This study aimed to investigate the PK of total and unbound concentrations of imatinib and the metabolite N‐desmethyl imatinib in ...
Medhat M. Said, Job R. Schippers, Leila Atmowihardjo, Yingxue Li, Mick S. van der Plas, Harm J. Bogaard, Lieuwe D. J. Bos, Ron A. A. Mathôt, Jurjan Aman, Eleonora L. Swart, Imke H. Bartelink   +10 more
wiley   +1 more source

Optimal Reinsurance-Investment Problem under Mean-Variance Criterion with n Risky Assets

Discrete Dynamics in Nature and Society, 2020
Based on the mean-variance criterion, this paper investigates the continuous-time reinsurance and investment problem. The insurer’s surplus process is assumed to follow Cramér–Lundberg model.
Peng Yang
doaj   +1 more source

Hydrogel Microneedle Array‐Based Transdermal Dressing System for Multiplexed Assessment and Intelligent Therapy of Chronic Wounds

Small, EarlyView.
This work develops a theranostic wound microneedle dressing integrates a therapeutic MXene‐infused hydrogel with a high‐conductive sensor array enabled by a novel laser‐scribing technique. The platform actively promotes wound healing and provides antibacterial action while continuously monitoring seven key biomarkers.
Md Sharifuzzaman, Gauri Hasabnis, Sheikh Ahmed Abu Saleh, Leonard Siebert, Jan‐Bernd Hövener, Gregor Maschkowitz, Zeynep Altintas   +6 more
wiley   +1 more source

Stochastic Optimal Control of Averaged SDDE with Semi-Markov Switching and with Application in Economics

Mathematics
This paper is devoted to the study of stochastic optimal control of averaged stochastic differential delay equations (SDDEs) with semi-Markov switchings and their applications in economics.
Mariya Svishchuk, Anatoliy V. Swishchuk
doaj   +1 more source

Collision Avoidance Problem of Ellipsoid Motion

Mathematics, 2022
This paper studies the problem of target control and how a virtual ellipsoid can avoid the static obstacle. During the motion to the target set, the virtual ellipsoid can achieve a motion under collision avoidance by keeping the distance between the ...
Shujun Guo, Lujing Jing, Zhaopeng Dai, Yang Yu, Zhiqing Dang, Zhihang You, Ang Su, Hongwei Gao, Jinqiu Guan, Yujun Song   +9 more
doaj   +1 more source

Dental Factors Associated With Oropharyngeal Dysphagia in Institutionalised Older Adults: A Systematic Review

Gerodontology, EarlyView.
ABSTRACT Background Aging is associated with a decline in physiological functions. Dysphagia, a disorder among older adults, impairs feeding and is related to morphological and functional changes in the stomatognathic system, which worsen with age‐related physiological decline, particularly among institutionalised older adults.
Raquel Soncini de Morais, Juliana Balbinot Hilgert, Fernando Neves Hugo, Rafaela Soares Rech   +3 more
wiley   +1 more source