Results 41 to 50 of about 9,848,960 (332)
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
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q-Fermionic Numbers and Their Roles in Some Physical Problems [PDF]
, 2004 The q-fermion numbers emerging from the q-fermion oscillator algebra are used to reproduce the q-fermionic Stirling and Bell numbers. New recurrence relations for the expansion coefficients in the 'anti-normal ordering' of the q-fermion operators are ...
Parthasarathy, R.
core +2 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
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Успехи физики металлов, 2017 Tracer diffusion and ‘chemical’ (atomic) ordering processes in two face-centred cubic (f.c.c.) binary systems mimicking Ni3Al and FePt were simulated by means of the kinetic mean-field (KMF) method originally proposed by G. Martin in 1990.
V. M. Bezpalchuk, R. Kozubski, A. M. Gusak
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A Model for Risk Adjustment (IFRS 17) for Surrender Risk in Life Insurance
Risks, 2023 We propose a model for risk adjustment, in the context of IFRS 17, for surrender risk. Surrender rates are assumed to follow a stochastic process, underpinned by data.
Magnus Carlehed
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Convex ordering for random vectors using predictable representation
, 2008 We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component.
Arnaudon, Marc +2 more
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Intrinsic noise-induced phase transitions: beyond the noise interpretation [PDF]
, 2003 We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Ito vs.
A. Becker +21 more
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A Comparison of MLE for Some Index Distributions Based on Censored Samples
MathematicsThis paper elucidates the prerequisites for maximum likelihood estimation (MLE) of parameters within the exponential and scale parameter families. Estimation of these parameters is predicated on data derived from censored samples and seeks to adhere to ...
Yunhan Liu +4 more
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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
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