Showing 1 - 7 of 7
We study a synchronization problem with multiple instances. First, we show that the problem we consider can be formulated as the problem of finding an intra-column rearrangement for multiple matrices (which reflect problem instances) such that the row sums across the various matrices show...
Persistent link: https://www.econbiz.de/10012824713
We derive lower and upper bounds for the Value-at-Risk of a portfolio of losses when the marginal distributions are known and independence among (some) subgroups of the marginal components is assumed. We provide several actuarial examples showing that the newly proposed bounds strongly improve...
Persistent link: https://www.econbiz.de/10013025590
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For the classic problem of fair allocation of indivisible goods, we introduce the notion of minimum social inequality allocations and discuss its connection to other fair allocation rules such as minimum envy. We show that a fair allocation problem can always be cast as the problem of finding an...
Persistent link: https://www.econbiz.de/10012845053
The Wasserstein barycenter is an important notion in the analysis of high dimensional data with a broad range of applications in applied probability, economics, statistics, and in particular to clustering and image processing. We state a general version of the equivalence of the Wasserstein...
Persistent link: https://www.econbiz.de/10014110286
The problem of the fair allocation of indivisible items is a relevant and challenging economic problem with several applications. For small dimensional frameworks, the problem can be solved exactly by full enumeration of all the possible allocations of the items. For higher dimensional...
Persistent link: https://www.econbiz.de/10014356283