Etude des marchés d'assurance non-vie à l'aide d'équilibre de Nash et de modèle de risques avec dépendance [PDF]
, 2012 In non-life actuarial mathematics, different quantitative aspects of insurance activity are studied.This thesis aims at explaining interactions among economic agents, namely the insured,the insurer and the market, under different perspectives.
Dutang, Christophe
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Soluções locais para uma equação hiperbólica [PDF]
, 2017 This work we will study the existence and uniqueness of the solution to the following nonlinear hyperbolic problem: where is a bounded open set of Rn with boundary - consisted of two parts -0 and -1, with -0 \ -1 = ; > 1 is a real constant and h : -
Jesus, Rafael Oliveira de
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Kolmogorov Entropy for Convergence Rate in Incomplete Functional Time Series: Application to Percentile and Cumulative Estimation in High Dimensional Data. [PDF]
Entropy (Basel), 2023 Litimein O +4 more
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Minimization of Lipschitzian piecewise smooth objective functions
, 2017 Nichtglattheit ist eine typische Eigenschaft vieler Optimierungsprobleme, die ihren Ursprung sowohl in industriellen als auch in akademischen Anwendungen haben. Bekannte Beispiele sind Minimax-Probleme aus der Robusten Optimierung sowie die Umformulierung beschränkter Optimierungsprobleme in unbeschränkte Probleme indem man die Beschränkungen als ...
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Fejér-type inequalities for Lipschitzian functions and their applications
Filomat, 2017 In this paper, we shall establish some Fej?r-type inequalities for L-Lipschitzian functions. These inequalities can connect with Fej?r inequality (1). Also, some applications to convex function, ?-th moment, mathematical expectation of a random variable and Euler?s Beta function are provided.
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Estimation non paramétrique pour des modèles de diffusion et de régression [PDF]
, 2008 We consider the problem of estimating an unknown function at a fixed point in nonparametric regression or diffusion models. The risk associated to the use of an estimator is defined through the absolute error loss.
BRUA, Jean-Yves
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Impact of optimal vaccination and social distancing on COVID-19 pandemic. [PDF]
Math Comput Simul, 2022 Saha S, Samanta G, Nieto JJ.
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Studying non-life insurance markets with Nash equilibria and dependent risk models [PDF]
, 2012 L’actuariat non-vie étudie les différents aspects quantitatifs de l’activité d’assurance. Cette thèse vise à expliquer sous différentes perspectives les interactions entre les différents agents économiques, l’assuré, l’assureur et le marché, sur un ...
Dutang, Christophe
core
Mathematical Analysis of Two Waves of COVID-19 Disease with Impact of Vaccination as Optimal Control. [PDF]
Comput Math Methods Med, 2022 Santra PK +3 more
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Analysis of direct searches for non-Lipschitzian functions
, 2009 It is known that the Clarke generalized directional derivative is nonnegative along the limit directions generated by directional direct-search methods at a limit point of certain subsequences of unsuccessful iterates, if the function being minimized is Lipschitz continuous near the limit point.
Vicente, L. N., Custódio, A. L.
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