Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10003572198
Persistent link: https://www.econbiz.de/10011418725
Persistent link: https://www.econbiz.de/10009517734
We revisit the problem of minimizing a separable convex function with a linear constraint and box constraints. This optimization problem arises naturally in many applications in economics, insurance, and finance. Existing literature exclusively tackles this problem by using the traditional...
Persistent link: https://www.econbiz.de/10013081898
Let X1, . . . , Xn be a set of n continuous and non-negative random variables, with log-concave joint density function f, faced by a person who seeks for an optimal deductible coverage for this n risks. Let d = (d1, . . . dn) and d ∗ = (d ∗ 1 , . . . d∗ n ) be two vectors of deductibles...
Persistent link: https://www.econbiz.de/10013018885
We revisit the problem of minimizing a separable convex function with a linear constraint and box constraints. This optimization problem arises naturally in many applications in economics, insurance, and finance. Existing literature exclusively tackles this problem by using the traditional...
Persistent link: https://www.econbiz.de/10013060657
Persistent link: https://www.econbiz.de/10009126885
Persistent link: https://www.econbiz.de/10011630612