Showing 1 - 10 of 47
Persistent link: https://www.econbiz.de/10005776483
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This paper investigates necessary conditions for an equilibrium to exist on a reinsurance market with short sale constraints. It establishes that, equilibrium, there exists an equivalent probability measure under which the reinsurance premium is the compensator of the jump process describing the...
Persistent link: https://www.econbiz.de/10005475323
Persistent link: https://www.econbiz.de/10005630640
The purpose of this paper is to show that the lattice Sn of permutations on a n-element set is bounded. This result strengthens the semi-distributive nature of the lattice Sn. To prove this property, we use a characterization of the class of bounded lattices in terms of arrows relations defined...
Persistent link: https://www.econbiz.de/10005776481
In a first time we draw a rough shape of a general formal framework for polynomial approximation theory which encompasses the existing one by allowing the expression of new types of results. We show how this framework incorporates all the existing approximation results and, moreover, how new...
Persistent link: https://www.econbiz.de/10005776493
This paper explores the consequences of non-additive expected utility on risk-sharing and equilibrium in a general equilibrium set-up. We establish that convexity of an agent's preferences (or strong uncertainty aversion) is equivalent to the convexity of his capacity and concavity of his...
Persistent link: https://www.econbiz.de/10005776511
We build spaces of q.p. (quasi-periodic) functions and we establich some of their properties. They are motivated by the Perceival approach to q.p. solutions of Hamiltonian systems. The periodic solutions of an adequat Partial Differential Equation are related to the q.p. solutions of an Ordinar...
Persistent link: https://www.econbiz.de/10005776512
In this paper, we study almost periodic (a.p.) solutions of discrete dynamical systems. We first adapt some results on a.p. differential equations to a.p. difference equations, on the link between boundedness of solutions and existence of a.p. solutions.
Persistent link: https://www.econbiz.de/10005776547
We have recalled that all interval doubling schemes of a bounded lattice L are in bijection with all different ways to conduct L starting from the two-element lattice by doublings of convex sets.
Persistent link: https://www.econbiz.de/10005776559