Results 11 to 20 of about 3,046,163 (294)

Time Discounting and Time Consistency [PDF]

open access: yes, 2012
Time discounting is the phenomenon that a desired result in the future is perceived as less valuable than the same result now. Economic theories can take this psychological fact into account in several ways. In the economic literature the most widely used type of additive time discounting is exponential discounting. In exponential discounting, the fall
DIMITRI, NICOLA, VAN EIJCK J.
openaire   +5 more sources

Time-Consistent Portfolio Management [PDF]

open access: yesSIAM Journal on Financial Mathematics, 2012
This paper considers the portfolio management problem of optimal investment, consumption and life insurance. We are concerned with time inconsistency of optimal strategies. Natural assumptions, like different discount rates for consumption and life insurance, or a time varying aggregation rate lead to time inconsistency.
Ekeland, Ivar   +2 more
openaire   +3 more sources

Characteristic Function and Time Consistency for Two-Stage Games with Network Externalities

open access: yesMathematics, 2020
Time consistency is a property of the solution to a cooperative dynamic game which guarantees that this solution remains stable with respect to its revision by players over time.
Artem Sedakov
doaj   +1 more source

Timed consistent network updates [PDF]

open access: yesProceedings of the 1st ACM SIGCOMM Symposium on Software Defined Networking Research, 2015
This technical report is an extended version of the paper "Timed Consistent Network Updates", which was accepted to the ACM SIGCOMM Symposium on SDN Research (SOSR) '15, Santa Clara, CA, US, June ...
Mizrahi, Tal, Saat, Efi, Moses, Yoram
openaire   +2 more sources

Compositions of Conditional Risk Measures and Solvency Capital

open access: yesRisks, 2016
In this paper, we consider compositions of conditional risk measures in order to obtain time-consistent dynamic risk measures and determine the solvency capital of a life insurer selling pension liabilities or a pension fund with a single cash-flow at ...
Pierre Devolder, Adrien Lebègue
doaj   +1 more source

On a class of linear-state differential games with subgame individually rational and time consistent bargaining solutions

open access: yesJournal of Mechanism and Institution Design, 2020
We consider n-person pure bargaining games in which the space of feasible payoffs is constructed via a normal form differential game. At the beginning of the game the agents bargain over strategies to be played over an infinite time horizon. An initial
Simon Hoof
doaj   +1 more source

Modèles de décision intertemporels et temps subjectivement perçu

open access: yesŒconomia, 2017
In most disciplines, the nature of time has been the cause of harsh debates between the partisans of objective linear time and those in favor of subjective time.
André Lapied, Olivier Renault
doaj   +1 more source

Suitability of Gypsum from Fatha Formation for Production of Building Materials in Bazian -Takiya area, North-East Iraq

open access: yesTikrit Journal of Pure Science, 2021
Gypsum products are one of the most widely used materials in the industry. The wide use of gypsum as a building material over a very long period of time.
Chro, M. Fatah, Jamila, J. Tahir
doaj   +1 more source

On the Fly Plane Detection and Time Consistency for Indoor Building Wall Recognition Using a Tablet Equipped With a Depth Sensor

open access: yesIEEE Access, 2018
This paper presents an on the fly planar segmentation algorithm that runs on a tablet equipped with a depth sensor and which uses a motion tracking algorithm.
Adrien Arnaud   +2 more
doaj   +1 more source

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