Results 21 to 30 of about 12,022 (264)
Multiperiod ordering model with put option contracts under inflation [PDF]
E3S Web of Conferences, 2021 This paper considers the rising price and the shrinking demand caused by the inflation. To manage these above risks, the firm has a chance to place two types of orders in each period, viz., the firm order and the put options order.
Wan Nana, Li Li
doaj +1 more source
Assessing non-convex value functions for the optimal control of stochastic differential equations
Results in Control and Optimization, 2022 Solving the optimal control of stochastic differential equations (SDEs) using the dynamic programming method requires writing the problem in terms of the so-called value function. This paper presents conditions to assure that the value function is convex
Elmer Lévano +2 more
doaj +1 more source
On capital allocation for stochastic arrangement increasing actuarial risks
Dependence Modeling, 2017 This paper studies the increasing convex ordering of the optimal discounted capital allocations for stochastic arrangement increasing risks with stochastic arrangement decreasing occurrence times. The application to optimal allocation of policy limits is
Pan Xiaoqing, Li Xiaohu
doaj +1 more source
Stochastic orderings induced by star-shaped functions
International Journal of Mathematics and Mathematical Sciences, 1991 The non-decreasing functions whicl are star-shaped and supported above at each point of a non-empty closed proper subset of the real line induce an ordering, on the class of distribution functions with finite first moments, that is strictly weaker than ...
Henry A. Krieger
doaj +1 more source
On a Special Weighted Version of the Odd Weibull-Generated Class of Distributions
Mathematical and Computational Applications, 2021 In recent advances in distribution theory, the Weibull distribution has often been used to generate new classes of univariate continuous distributions. They find many applications in important disciplines such as medicine, biology, engineering, economics,
Zichuan Mi +2 more
doaj +1 more source
Flow coupling and stochastic ordering of throughputs in linear networks [PDF]
EAI Endorsed Transactions on Internet of Things, 2015 Robust estimates for the performance of complicated queueing networks can be obtained by showing that the number of jobs in the network is stochastically comparable to a simpler, analytically tractable reference network.
Lasse Leskelä
doaj +1 more source
Stein's Method and Stochastic Orderings [PDF]
Advances in Applied Probability, 2012 A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more generals-convex orders are discussed. Attention is focused on Poisson and translated Poisson approximations of a sum of dependent Bernoulli random variables, for example,k-runs
Daly, FA, Lefèvre, C, Utev, S
openaire +4 more sources
Variance stochastic orders [PDF]
Journal of Mathematical Economics, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +4 more sources
Distorted stochastic dominance: A generalized family of stochastic orders [PDF]
Journal of Mathematical Economics, 2020 We study a generalized family of stochastic orders, semiparametrized by a distortion function H, namely H-distorted stochastic dominance, which may determine a continuum of dominance relations from the first- to the second-order stochastic dominance (and beyond).
Lando, Tommaso, Bertoli-Barsotti, Lucio
openaire +2 more sources
Journal of Advanced Mechanical Design, Systems, and Manufacturing, 2019 An inventory management problem is theoretically discussed for a factory having effects of lead times in replenishing the inventory, where it stocks materials used for its products.
Hiroaki T.-KANEKIYO, Shinjiro AGATA
doaj +1 more source