Results 71 to 80 of about 75,312 (219)
Calculating multivariate ruin probabilities via Gaver–Stehfest inversion technique. [PDF]
Multivariate characteristics of risk processes are of high interest to academic actuaries. In such models, the probability of ruin is obtained not only by considering initial reserves u but also the severity of ruin y and the surplus before ruin x.
Usábel, Miguel A.
core
Numerical analysis and multi-precision computational methods applied to the extant problems of Asian option pricing and simulating stable distributions and unit root densities [PDF]
, 2015 This thesis considers new methods that exploit recent developments in computer technology to address three extant problems in the area of Finance and Econometrics.
Cao, Liang
core
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT We develop a unified mathematical framework extending classical moment theory from discrete integer orders to a continuous spectrum of real orders f>0$$ f>0 $$, providing a systematic statistical characterization of complex systems exhibiting power‐law behavior.
Farrukh A. Chishtie
wiley +1 more source
Inverse Laplace Transform [PDF]
, 2001 Using Maple or Mathmatica, learner should be able to illustrate the use of the Residue Theorem in calculating inverse Laplace ...
Smith, David
core
Orientation reversal and the Chern-Simons natural boundary
Journal of High Energy PhysicsWe show that the fundamental property of preservation of relations, underlying resurgent analysis, provides a new perspective on crossing a natural boundary, an important general problem in theoretical and mathematical physics.
Griffen Adams +4 more
doaj +1 more source
International Journal of Mechanical System Dynamics, EarlyView.ABSTRACT In this study, a robust position control strategy is presented for a two‐stage electro‐hydraulic actuator system using a fractional‐order proportional–integral–derivative (FOPID) controller tuned by Kirchhoff's law algorithm (KLA). Electro‐hydraulic systems exhibit strong nonlinearities, parameter uncertainties, and external disturbances ...
Ridvan Firat Cinar +8 more
wiley +1 more source
Measuring the error of dynamic hedging: a Laplace transform approach [PDF]
We compute the expected value and the variance of the discretization error of delta hedging and of other strategies in the presence of proportional transaction costs.
Flavio Angelini, Stefano Herzel
core
Earthline Journal of Mathematical SciencesIn this paper, we study a type of biological population model in its fractional order using the q-Laplace homotopy analysis method. This method, which combines the Laplace transform, q-calculus, and the homotopy analysis method developed by Shijun Liao ...
O. Ojo
semanticscholar +1 more source
Real‐Time Fractional Control of an Electrohydraulic System Using Low‐Cost Technology
International Journal of Mechanical System Dynamics, EarlyView.ABSTRACT Advances in control methods for electrohydraulic systems (EHS) improve performance by addressing nonlinearities and unknown parameters, although most studies are limited to numerical simulations. Furthermore, research with experimental validation often relies on high‐performance computing equipment, specialized data acquisition cards, and ...
Edgar H. Robles‐Sauceda +5 more
wiley +1 more source
Economic Dynamics Model Using q-Laplace’s Transform
International Research Journal on Advanced Science HubHere, for the first time, we introduce the quantum Laplace transform as a tool to analyze dynamic models in economic theory. In order to do it, at first, we revisit some useful essential preliminaries of q-calculus as well as q-Laplace transform and then
Pintu Bhattacharya +2 more
semanticscholar +1 more source