Results 71 to 80 of about 432 (189)

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

open access: yesMathematical Finance, EarlyView.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici   +3 more
wiley   +1 more source

Total progeny for spectrally negative branching Lévy processes with absorption

open access: yes
We consider a spectrally negative branching Lévy process in which particles are killed upon crossing below zero. It is known that such a process becomes extinct almost surely if the drift toward -∞ is sufficiently strong to counterbalance the ...
Profeta, Christophe
core   +1 more source

Exit problems for spectrally negative Lévy processes and applications to Russian, American and Canadized options [PDF]

open access: yes, 2002
We consider spectrally negative Lévy process and determine the joint Laplace trans- form of the exit time and exit position from an interval containing the origin of the process reflected in its supremum.
Kyprianou, A.E.   +2 more
core  

Optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes: An alternative approach

open access: yes, 2009
The optimal dividend problem proposed in de Finetti [1] is to find the dividend-payment strategy that maximizes the expected discounted value of dividends which are paid to the shareholders until the company is ruined. Avram et al.
Yin, Chuancun   +3 more
core   +1 more source

Judaism, Philo, and Hegel's Theology

open access: yesModern Theology, EarlyView.
Abstract Hegel displays consistent interest in Judaism, but his presentation seems to differ widely between his earlier and later writings. Contemporary scholarly interpretations of this apparent change also differ widely. In this article, I present the interpretive problem as one of continuity‐discontinuity, and place the major scholarly treatments ...
Reed Frey, C.O.
wiley   +1 more source

Oral Microbiome in Systemic Autoimmune Diseases: A Systematic Review

open access: yesOral Diseases, EarlyView.
ABSTRACT Objective The oral cavity represents a key but underexplored interface between host immunity and microbial communities. The aim of this systematic review was to synthesize current literature on oral microbiota alterations in systemic autoimmune diseases.
Sophie Jung   +2 more
wiley   +1 more source

Optimal control with absolutely continuous strategies for spectrally negative lévy processes

open access: yes, 2012
In the last few years there has been renewed interest in the classical control problem of de Finetti (1957) for the case where the underlying source of randomness is a spectrally negative Lévy process.
Loeffen, Ronnie   +2 more
core   +1 more source

Reimagining clinical psychology for a changing planet

open access: yesPsychology and Psychotherapy: Theory, Research and Practice, EarlyView.
Abstract Objectives The interconnected climate and ecological emergencies (CEE) are driving irreversible planetary changes with profound consequences for physical and mental health. Clinical psychology holds valuable skills for mitigating and adapting to these impacts, yet the profession lacks a coherent vision for its role.
Georgia King   +3 more
wiley   +1 more source

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