Results 21 to 30 of about 19,866,917 (354)
Journal of the Australian Mathematical Society, 1960 We consider real-valued functions ƒ(x) which are defined for all sufficiently large real numbers x. In discussing the behaviour of such functions as x → + ∞, it is useful to compare ƒ with the functions of some “comparison scale”. The early work in this field was due to Du Bois-Reymond (see, for example, (2), (3)).
Erdős, Pál +2 more
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The Theory of Scale Functions for Spectrally Negative Lévy Processes [PDF]
, 2011 The purpose of this review article is to give an up to date account of the theory and applications of scale functions for spectrally negative Levy processes.
A. Kuznetsov, A. Kyprianou, V. Rivero
semanticscholar +1 more source
Communications of the ACM, 2016 Applying functional programming principles to distributed computing projects.
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The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps
Risks, 2019 As is well-known, the benefit of restricting Lévy processes without positive jumps is the “ W , Z scale functions paradigm„, by which the knowledge of the scale functions W , Z extends immediately to other risk control ...
Florin Avram +2 more
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On Central Branch/Reinsurance Risk Networks: Exact Results and Heuristics
Risks, 2018 Modeling the interactions between a reinsurer and several insurers, or between a central management branch (CB) and several subsidiary business branches, or between a coalition and its members, are fascinating problems, which suggest many interesting ...
Florin Avram, Sooie-Hoe Loke
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Optimal Bail-Out Dividend Problem with Transaction Cost and Capital Injection Constraint
Risks, 2019 We consider the optimal bail-out dividend problem with fixed transaction cost for a Lévy risk model with a constraint on the expected present value of injected capital.
Mauricio Junca +2 more
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CSPOT: portable, multi-scale functions-as-a-service for IoT
IFIP International Information Security Conference, 2019 In this paper, we present CSPOT, a distributed runtime system implementing a functions-as-service (FaaS) programming model for the "Internet of Things" (IoT). With FaaS, developers express arbitrary computations as simple functions that are automatically
R. Wolski +4 more
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Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem [PDF]
, 2008 We continue the recent work of Avram et al. (Ann. Appl. Probab. 17:156–180, 2007) and Loeffen (Ann. Appl. Probab., 2007) by showing that whenever the Lévy measure of a spectrally negative Lévy process has a density which is log-convex then the solution ...
A. Kyprianou, V. Rivero, R. Song
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Phase-type fitting of scale functions for spectrally negative Lévy processes [PDF]
Journal of Computational and Applied Mathematics, 2010 We study the scale function of the spectrally negative phase-type Levy process. Its scale function admits an analytical expression and so do a number of its fluctuation identities. Motivated by the fact that the class of phase-type distributions is dense
Masahiko Egami, K. Yamazaki
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Mixed Periodic-Classical Barrier Strategies for Lévy Risk Processes
Risks, 2018 Given a spectrally-negative Lévy process and independent Poisson observation times, we consider a periodic barrier strategy that pushes the process down to a certain level whenever the observed value is above it.
José-Luis Pérez, Kazutoshi Yamazaki
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