Results 21 to 30 of about 300,139 (276)
Optimal Per-Loss Reinsurance for a Risk Model with a Thinning-Dependence Structure
Mathematics, 2022 In this paper, we consider the optimal reinsurance problem for a risk model with a thinning-dependence structure, where the stochastic sources related to claim occurrence are classified into different groups, and each group may cause a claim in each ...
Fudong Wang, Zhibin Liang
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Sensitivities via Rough Paths [PDF]
, 2014 Motivated by a problematic coming from mathematical finance, this paper is devoted to existing and additional results of continuity and differentiability of the It\^o map associated to rough differential equations.
Marie, Nicolas
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Modeling Islamic Economics and Finance Research: A Bibliometric Analysis
International Journal of Islamic Economics and Finance, 2021 This study aims to determine the development map of mathematic model in islamic economics and finance research that is indexed by Scopus and other reputable journal with the keyword "Mathematic model in islamic economics and finance".
Aam Rusydiana +2 more
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Risks, 2018 In the nearly thirty years since Hans Buhlmann (Buhlmann (1987)) set out the notion of the Actuary of the Third Kind, the connection between Actuarial Science (AS) and Mathematical Finance (MF) has been continually reinforced.
Albert Cohen
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Mathematical Finance with Applications [PDF]
, 2020 Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics,
Wong, Wing-Keung +2 more
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Probabilistic Interpretation of Solutions of Linear Ultraparabolic Equations
Mathematics, 2018 We demonstrate the existence, uniqueness and Galerkin approximatation of linear ultraparabolic terminal value/infinite-horizon problems on unbounded spatial domains.
Michael D. Marcozzi
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An Integrated Approach to Pricing Catastrophe Reinsurance
Risks, 2017 We propose an integrated approach straddling the actuarial science and the mathematical finance approaches to pricing a default-risky catastrophe reinsurance contract.
Carolyn W. Chang, Jack S. K. Chang
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Information, 2021 This paper focuses on the financial health prediction of businesses. The issue of predicting the financial health of companies is very important in terms of their sustainability.
Jarmila Horváthová +2 more
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Adv-Eye: A Transfer-Based Natural Eye Makeup Attack on Face Recognition
IEEE Access, 2023 Deep face recognition models are vulnerable to adversarial samples generated by adversarial attack methods. However, current attack methods do not adequately represent the security problems of the deep FR models, because they either produce adversarial ...
Jiatian Pi +6 more
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Stability of China’s Stock Market: Measure and Forecast by Ricci Curvature on Network
Complexity, 2023 The systemic stability of a stock market is one of the core issues in the financial field. The market can be regarded as a complex network whose nodes are stocks connected by edges that signify their correlation strength.
Xinyu Wang +4 more
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